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Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
Claeys, Peter; Vašíček, Bořek - In: Journal of banking & finance 46 (2014), pp. 151-165
Persistent link: https://www.econbiz.de/10010467833
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The term structure of sovereign default risk in EMU member countries and its determinants
Eichler, Stefanie; Maltritz, Dominik - In: Journal of banking & finance 37 (2013) 6, pp. 1810-1816
Persistent link: https://www.econbiz.de/10009741917
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The Eurozone needs exit rules
Fahrholz, Christian; Wójcik, Cezary - In: Journal of banking & finance 37 (2013) 11, pp. 4665-4674
Persistent link: https://www.econbiz.de/10010248512
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Extreme dependence with asymmetric thresholds : evidence for the European Monetary Union
Herrera, Rodrigo; Eichler, Stefan - In: Journal of banking & finance 35 (2011) 11, pp. 2916-2930
Persistent link: https://www.econbiz.de/10009373085
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International policy coordination for financial regime stability under cross-border externalities
Park, Sungmin; Kim, Young-han - In: Journal of banking & finance 97 (2018), pp. 177-188
Persistent link: https://www.econbiz.de/10011967331
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The pricing of G7 sovereign bond spreads : the times, they are a-changin
D'Agostino, Antonello; Ehrmann, Michael - In: Journal of banking & finance 47 (2014), pp. 155-176
Persistent link: https://www.econbiz.de/10010506494
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Aftershocks of monetary unification : hysteresis with a financial twist
Bayoumi, Tamim A.; Eichengreen, Barry - In: Journal of banking & finance 113 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012226137
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Detecting contagion in a multivariate time series system : an application to sovereign bond markets in Europe
Blatt, Dominik; Candelon, Bertrand; Manner, Hans - In: Journal of banking & finance 59 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011544252
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How are market preferences shaped? The case of sovereign debt of stressed euro-area countries
Mamatzakis, Emmanuel C.; Tsionas, Efthymios G. - In: Journal of banking & finance 61 (2015), pp. 106-116
Persistent link: https://www.econbiz.de/10011545149
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News spillovers from the Greek debt crisis : impact on the Eurozone financial sector
Bhanot, Karan; Burns, Natasha; Hunter, Delroy; … - In: Journal of banking & finance 38 (2014), pp. 51-63
Persistent link: https://www.econbiz.de/10010340804