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default. It is argued that the current crisis in Europe illustrates why the euro is not a real contender for hegemony in the …
Persistent link: https://www.econbiz.de/10013125788
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and heightened volatility in its currency. This paper shows that not only the creditworthiness of the euro-area countries … determinants of the deep out-of-the-money euro put option prices, which embedded information on the euro crash risk during the …, the euro’s crash probability of 11% in a year with crash size of 14% is estimated at the end of April 2010. However …
Persistent link: https://www.econbiz.de/10014048612
and heightened volatility in its currency. This paper shows that not only the creditworthiness of the euro-area countries … determinants of the deep out-of-the-money euro put option prices, which embedded information on the euro crash risk during the …
Persistent link: https://www.econbiz.de/10013115993
We assess the role of financial linkages in the transmission of sovereign risk in the Euro Crisis. Building on the …
Persistent link: https://www.econbiz.de/10013091155
The potential mutation of the Sub-Prime banking crisis into a sovereign debt one in Euro area countries is investigated … the end 2009 the probability of observing a Euro area country defaulting is less likely than six month before … self-fulfilling, sovereign debt or currency crises in Euro area in the future. -- king crisis ; sovereign debt crisis …
Persistent link: https://www.econbiz.de/10003951604
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dynamics of output, sovereign debt and financial stress in some euro area and other industrialized countries. …
Persistent link: https://www.econbiz.de/10010498572