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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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Political risk and expected government bond returns
Duyvesteyn, Johan; Martens, Martin; Verwijmeren, Patrick - In: Journal of empirical finance 38 (2016), pp. 498-512
Persistent link: https://www.econbiz.de/10011664803
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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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Liquidity and credit premia in the yields of highly-rated sovereign bonds
Ejsing, Jacob Wellendorph; Grothe, Magdalena; Grothe, Oliver - In: Journal of empirical finance 33 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011556864
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Financial sector linkages and the dynamics of bank and sovereign credit spreads
Kallestrup, René; Lando, David; Murgoci, Agatha - In: Journal of empirical finance 38 (2016), pp. 374-393
Persistent link: https://www.econbiz.de/10011664771
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The re-pricing of sovereign risks following the Global Financial Crisis
Malliaropulos, Dimitris; Migiakis, Petros - In: Journal of empirical finance 49 (2018), pp. 39-56
Persistent link: https://www.econbiz.de/10012117717
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Sovereign bond-backed securities : a VAR-for-VaR and marginal expected shortfall assessment
Sola Perea, Maite de; Dunne, Peter G.; Puhl, Martin; … - In: Journal of empirical finance 53 (2019), pp. 33-52
Persistent link: https://www.econbiz.de/10012171680
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Global and local information efficiency : an examination of samuelson's dictum
Xiao, Yaqing; Yan, Hongjun; Zhang, Jinfan - In: Journal of empirical finance 77 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014578579
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A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris; Migiakis, Petros - In: Journal of empirical finance 70 (2023), pp. 445-465
Persistent link: https://www.econbiz.de/10014423743