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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
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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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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
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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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Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
Chiarella, Carl; Ellen, Saskia ter; He, Xue-zhong; Wu, Eliza - In: Journal of empirical finance 32 (2015), pp. 19-34
Persistent link: https://www.econbiz.de/10011556769
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Disentangling contagion among sovereign CDS spreads during the European debt crisis
Broto, Carmen; Pérez-Quirós, Gabriel - In: Journal of empirical finance 32 (2015), pp. 165-179
Persistent link: https://www.econbiz.de/10011556813
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Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia; Jin, Xisong; Lehnert, Thorsten; … - In: Journal of empirical finance 33 (2015), pp. 67-83
Persistent link: https://www.econbiz.de/10011556851
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Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for European credit default swaps
Calice, Giovanni; Mio, RongHui; Štěrba, Filip; … - In: Journal of empirical finance 33 (2015), pp. 174-189
Persistent link: https://www.econbiz.de/10011556866
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The euro area sovereign debt crisis : identifying flight-to-liquidity and the spillover mechanisms
De Santis, Roberto A. - In: Journal of empirical finance 26 (2014), pp. 150-170
Persistent link: https://www.econbiz.de/10010471991
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Sovereign risk premiums in the European government bond market
Bernoth, Kerstin; Hagen, Jürgen von; Schuknecht, Ludger - In: Journal of international money and finance 31 (2012) 5, pp. 975-995
Persistent link: https://www.econbiz.de/10009671981