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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 spreads in the Eurozone : is market discipline working?

Zuccardi, Igor Esteban - 2015

This paper studies the behavior of sovereign spreads of countries in the European Monetary Union (EMU) and their apparent disconnection with country-specific fundamentals before the 2008- 2013 debt crisis. We test three characteristics of spreads: i) a change in the level of spreads, ii) a weak...

Persistent link: https://www.econbiz.de/10011389638

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

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

Euro area sovereign debt crisis and debt mutualisation

Afonso, António; Alcântara, Marcelo - 2016

Persistent link: https://www.econbiz.de/10011549292

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

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