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Monetary integration and the cost of borrowing

Gómez Puig, Marta - In: Journal of international money and finance 27 (2008) 3, pp. 455-479

Persistent link: https://www.econbiz.de/10003717259

Talking less and moving the market more : is this the recipe for monetary policy effectiveness? ; evidence from the ECB and the Fed

Rosa, Carlo (contributor) - 2008

Persistent link: https://www.econbiz.de/10003649884

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

Spread the news : the impact of news on the European sovereign bond markets during the crisis

Beetsma, Roel (contributor); Giuliodori, Massimo (contributor) - In: Journal of international money and finance 34 (2013), pp. 83-101

Persistent link: https://www.econbiz.de/10009751126

Self-fulfilling crises in the Eurozone : an empirical test

De Grauwe, Paul; Ji, Yuemei - In: Journal of international money and finance 34 (2013), pp. 15-36

Persistent link: https://www.econbiz.de/10009751132

Central bank swap line effectiveness during the euro area sovereign debt crisis

Moessner, Richhild; Allen, William A. - In: Journal of international money and finance 35 (2013), pp. 167-178

Persistent link: https://www.econbiz.de/10009751687

Credit-risk valuation in the sovereign CDS and bonds markets : evidence from the euro area crisis

Arce, Óscar; Mayordomo, Sergio; Peña Sánchez de … - In: Journal of international money and finance 35 (2013), pp. 124-145

Persistent link: https://www.econbiz.de/10009751693

Sovereign default swap market efficiency and country risk in the eurozone

Gündüz, Yalın; Kaya, Orcun - 2013

This paper uses sovereign CDS spread changes and their volatilities as a proxy for the informational efficiency of the sovereign markets and persistency of country risks. Specifically, we apply semi-parametric and parametric methods to the sovereign CDSs of 10 eurozone countries to test the...

Persistent link: https://www.econbiz.de/10009731982

What determines Euro area bank CDS spreads?

Annaert, Jan; De Ceuster, Marc J.; Van Roy, Patrick; … - In: Journal of international money and finance 32 (2013), pp. 444-461

Persistent link: https://www.econbiz.de/10009732854

Sovereign risk premia : the link between fiscal rules and stability culture

Heinemann, Friedrich; Osterloh, Steffen; Kalb, Alexander - In: Journal of international money and finance 41 (2014), pp. 110-127

Persistent link: https://www.econbiz.de/10010338738

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