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Sovereign risk dynamics in the EU : the time varying relevance of fiscal and external (im)balances

Afonso, António; Alves, José; Monteiro, Sofia - 2024

-step approach to assess the impact of fiscal and external sustainability on sovereign risk dynamics for a panel of 27 European …

Persistent link: https://www.econbiz.de/10014486806

Beyond borders : assessing the influence of geopolitical tensions on sovereign risk dynamics

Afonso, António; Alves, José; Monteiro, Sofia - 2023

We assess the impact of geopolitical risk and world uncertainty on the sovereign debt risk of 26 European Economies during the period 1984-2022, through the implementation of OLS-Fixed Effects regressions and the Generalized Method of Moments (GMM). We find that geopolitical tensions and global...

Persistent link: https://www.econbiz.de/10014442414

Echoes of instability : how geopolitical risks shape government debt holdings

Afonso, António; Alves, José; Monteiro, Sofia - 2024

study uses a comprehensive approach to assess the impact of rising geopolitical risk on sovereign debt holdings for a panel … Regression techniques within a panel data framework to capture the nuanced effects on both domestic and foreign entities. We find …

Persistent link: https://www.econbiz.de/10014632361