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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

Sovereign credit ratings and financial markets linkages : application to European data

Afonso, António; Furceri, Davide; Gomes, Pedro - 2011

We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on the reaction of government yield spreads before and after announcements from rating agencies (Standard & Poor's, Moody's, Fitch). Our results show: significant responses of government bond yield...

Persistent link: https://www.econbiz.de/10009160019

The euro area sovereign debt crisis : safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal

De Santis, Roberto A. - 2012

Persistent link: https://www.econbiz.de/10009765237

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

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

The pricing of sovereign risk and contagion during the European sovereign debt crisis

Beirne, John; Fratzscher, Marcel - 2013

Persistent link: https://www.econbiz.de/10010233234

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

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

Announcements of ECB unconventional programs : implications for the sovereign spreads of stressed euro area countries

Falagiarda, Matteo; Reitz, Stefan - In: Journal of international money and finance 53 (2015), pp. 276-295

Persistent link: https://www.econbiz.de/10011475970

A unified approach to investigate pure and wake-up-call contagion : evidence from the Eurozone's first financial crisis

Ludwig, Alexander - In: Journal of international money and finance 48 (2014), pp. 125-146

Persistent link: https://www.econbiz.de/10010464003