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Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis : evidence from central Europe

Ters, Kristyna; Urban, Jörg - In: International review of economics & finance : IREF 54 (2018), pp. 123-142

Persistent link: https://www.econbiz.de/10012033352

Investor induced contagion during the banking and European sovereign debt crisis of 2007 - 2012 : wealth effect or portfolio rebalancing?

Petmezas, Dimitris; Santamaria, Daniel - In: Journal of international money and finance 49 (2014), pp. 401-424

Persistent link: https://www.econbiz.de/10010464994

The sovereign crisis and Italy's potential output

Gerali, Andrea; Locarno, Alberto; Notarpietro, Alessandro; … - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 2, pp. 418-433

Persistent link: https://www.econbiz.de/10011965988

Financial fragility, sovereign default risk and the limits to commercial bank bail-outs

Kwaak, Christiaan van der; Wijnbergen, Sweder van - In: Journal of economic dynamics & control 43 (2014), pp. 218-240

Persistent link: https://www.econbiz.de/10010470116

Structural breaks in the interaction between bank and sovereign default risk

Lovreta, Lidija; López Pascual, Joaquín - In: SERIEs : Journal of the Spanish Economic Association 11 (2020) 4, pp. 531-559

The recent financial and sovereign debt crises emphasized the interdependence between bank and sovereign default risk and showed that major shocks may lead to a self-reinforcing negative spiral. In this paper, we analyse the pattern of interaction between bank and sovereign default risk by...

Persistent link: https://www.econbiz.de/10012389039

Sovereign risk evaluation for European Union countries

Agiakloglou, Christos N.; Deligiannakis, Emmanouil - In: Journal of international money and finance 103 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012392522

Contagion effects during financial crisis : evidence from the Greek sovereign bonds market

Pragidis, I. C.; Aielli, G. P.; Chionēs, Dionysios; … - In: Journal of financial stability 18 (2015), pp. 127-138

Persistent link: https://www.econbiz.de/10011574136

Sovereign contagion risk measure across financial markets in the eurozone : a bivariate copulas and Markov Regime Switching ARMA based approaches

Bouker, Sawsen; Mansouri, Fayçal - In: Review of world economics 158 (2022) 2, pp. 615-711

Persistent link: https://www.econbiz.de/10014307166

Most speculative attacks do not succeed : currency crises and currency crashes

Almahmood, Hassan; Al Munyif, Munif; Willett, Thomas D. - In: Journal of international commerce, economics and policy 9 (2018) 1/2, pp. 1-9

Persistent link: https://www.econbiz.de/10012016649

A contribution to the empirics of convergence in real GDP growth : the role of financial crises and exchange-rate regimes

Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: Applied economics 48 (2016) 22/24, pp. 2156-2169

Persistent link: https://www.econbiz.de/10011590395