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Contagion during the Greek sovereign debt crisis
Mink, Mark; Haan, Jakob de - In: Journal of international money and finance 34 (2013), pp. 102-113
Persistent link: https://www.econbiz.de/10009751125
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Sovereign tail risk
López-Espinosa, Germán; Moreno, Antonio; Rubia, Antonio; … - In: Journal of international money and finance 79 (2017), pp. 174-188
Persistent link: https://www.econbiz.de/10011788359
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The sovereign-bank nexus in the euro area : financial & real channels
Bellia, Mario; Calès, Ludovic; Frattarolo, Lorenzo; … - 2019
Persistent link: https://www.econbiz.de/10012169880
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Monetary policy, bank bailouts and the sovereign-bank risk nexus in the Euro area
Fratzscher, Marcel; Rieth, Malte - 2015
Persistent link: https://www.econbiz.de/10011350260
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The pricing of sovereign risk and contagion during the European sovereign debt crisis
Beirne, John; Fratzscher, Marcel - In: Journal of international money and finance 34 (2013), pp. 60-82
Persistent link: https://www.econbiz.de/10009751130
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Transmission of government default risk in the eurozone
Kohonen, Anssi - In: Journal of international money and finance 47 (2014), pp. 71-85
Persistent link: https://www.econbiz.de/10010464039
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Realized (co)variances of eurozone sovereign yields during the crisis : the impact of news and the securities markets programme
Beetsma, Roel; Jong, Frank de; Giuliodori, Massimo; … - In: Journal of international money and finance 75 (2017), pp. 14-31
Persistent link: https://www.econbiz.de/10011788018
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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
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Sovereign default risk and credit supply : evidence from the euro area
Palmén, Olli - In: Journal of international money and finance 109 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012404034
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Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt
Haan, Leo de; Vermeulen, Robert - In: Journal of international money and finance 119 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013284945