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Sovereign credit risk, liquidity, and European Central Bank intervention : Deus ex machina?
Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; … - In: Journal of financial economics 122 (2016) 1, pp. 86-115
Persistent link: https://www.econbiz.de/10011590889
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Government guarantees and the two-way feedback between banking and sovereign debt crises
Leonello, Agnese - In: Journal of financial economics 130 (2018) 3, pp. 592-619
Persistent link: https://www.econbiz.de/10012051353
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Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - In: Journal of financial economics 142 (2021) 1, pp. 69-96
Persistent link: https://www.econbiz.de/10012650658
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The "greatest" carry trade ever? : understanding eurozone bank risks
Acharya, Viral V.; Steffen, Sascha - In: Journal of financial economics 115 (2015) 2, pp. 215-236
Persistent link: https://www.econbiz.de/10011347532
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Systemic risk in clearing houses : evidence from the European repo market
Boissel, Charles; Derrien, François; Örs, Evren; … - In: Journal of financial economics 125 (2017) 3, pp. 511-536
Persistent link: https://www.econbiz.de/10011751858
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Sovereign credit risk and exchange rates : Evidence from CDS quanto spreads
Augustin, Patrick; Chernov, Mikhail; Song, Dongho - In: Journal of financial economics 137 (2020) 1, pp. 129-151
Persistent link: https://www.econbiz.de/10012631074
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The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
Michaelides, Alexander G.; Milidonis, Andreas; … - In: Journal of financial economics 116 (2015) 3, pp. 526-547
Persistent link: https://www.econbiz.de/10011348463
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Bank capital, government bond holdings, and sovereign debt capacity
Crosignani, Matteo - In: Journal of financial economics 141 (2021) 2, pp. 693-704
Persistent link: https://www.econbiz.de/10013259826
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Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.; Ekponon, Adelphe; Jeanneret, Alexandre - In: Journal of financial economics 147 (2023) 1, pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
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In sickness and in debt : the COVID-19 impact on sovereign credit risk
Augustin, Patrick; Sokolovski, Valeri; Subrahmanyam, … - In: Journal of financial economics 143 (2022) 3, pp. 1251-1274
Persistent link: https://www.econbiz.de/10013402171