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1
Conditional dependence of US and EU sovereign CDS : a time-varying copula-based estimation
Atil, Ahmed
;
Bradford, Marc
;
El Marzougui, Abdelaziz
; …
- In:
Finance research letters
19
(
2016
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011657442
Saved in:
2
Interest rate convergence, sovereign credit risk and the European debt crisis : a survey
Gruppe, Mario
;
Basse, Tobias
;
Friedrich, Meik
;
Lange, …
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
4
,
pp. 432-442
Persistent link: https://www.econbiz.de/10011782720
Saved in:
3
Timing does matter : institutional flaws and the European debt crisis
Filoso, Valerio
;
Panico, Carlo
;
Papagni, Erasmo
; …
- In:
Review of political economy
33
(
2021
)
4
,
pp. 769-792
Persistent link: https://www.econbiz.de/10012626799
Saved in:
4
Spillovers from one country's sovereign debt to CDS (credit default swap) spreads of others during the European crisis : a spatial approach
Kışla, Gül Huyugüzel
;
Muradoğlu, Gülnur
;
Özlem …
- In:
The journal of asset management : a major new, …
23
(
2022
)
4
,
pp. 277-296
Persistent link: https://www.econbiz.de/10013391984
Saved in:
5
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
6
Debt and financial market contagion
Hsiao, Cody Yu-Ling
;
Morley, James C.
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1599-1648
Persistent link: https://www.econbiz.de/10013197240
Saved in:
7
Does local and Euro area sentiment matter for sovereign debt markets? : evidence from a bailout country
Fernandes, Carla Manuela da Assunção
;
Gonçalves, …
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 816-834
Persistent link: https://www.econbiz.de/10011414055
Saved in:
8
Bank lending and the European sovereign debt crisis
De Marco, Filippo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 155-182
Persistent link: https://www.econbiz.de/10012128898
Saved in:
9
Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil
Babalos, Vassilios
;
Stavroyiannis, Stavros
- In:
Research in international business and finance
42
(
2017
),
pp. 1021-1029
Persistent link: https://www.econbiz.de/10011760639
Saved in:
10
The risk of the sovereign debt default : the
Eurozone
crisis 2008-2013
Stamatopoulos, Theodoros V.
;
Arvanitis, Stavros E.
; …
- In:
Applied economics
49
(
2017
)
38
,
pp. 3782-3796
Persistent link: https://www.econbiz.de/10011819935
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