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Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.; Giacometti, Rosella; Tsuchida, Naoshi - In: Journal of international money and finance 65 (2016), pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
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"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects
Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - In: Journal of international money and finance 86 (2018), pp. 1-30
Persistent link: https://www.econbiz.de/10012000463
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Euro area government bonds : fragmentation and contagion during the sovereign debt crisis
Ehrmann, Michael; Fratzscher, Marcel - In: Journal of international money and finance 70 (2017), pp. 26-44
Persistent link: https://www.econbiz.de/10011752308