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The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market
Drago, Danilo; Gallo, Raffaele - In: Journal of international money and finance 67 (2016), pp. 264-286
Persistent link: https://www.econbiz.de/10011711628
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Spillover effects from Euro area monetary policy across Europe : a factor-augmented VAR approach
Potjagailo, Galina - In: Journal of international money and finance 72 (2017), pp. 127-147
Persistent link: https://www.econbiz.de/10011787686
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Shadow of the colossus : euro area spillovers and monetary policy in Central and Eastern Europe
Shagi, Makram el-; Tochkov, Kiril - In: Journal of international money and finance 120 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013417389
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The anatomy of sovereign risk contagion
Wu, Eliza; Erdem, Magdalena; Kalotychou, Elena; … - In: Journal of international money and finance 69 (2016), pp. 264-286
Persistent link: https://www.econbiz.de/10011712035
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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
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What determines Euro area bank CDS spreads?
Annaert, Jan; De Ceuster, Marc J.; Van Roy, Patrick; … - In: Journal of international money and finance 32 (2013), pp. 444-461
Persistent link: https://www.econbiz.de/10009732854
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Impacts of the financial crisis on eurozone sovereign CDS spreads
Gündüz, Yalın; Kaya, Orcun - In: Journal of international money and finance 49 (2014), pp. 425-442
Persistent link: https://www.econbiz.de/10010464931
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The relative pricing of sovereign credit risk after the Eurozone crisis
Corvino, Raffaele; Ruggiero, Francesco - In: Journal of international money and finance 112 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012797600
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Transmission of the financial and sovereign debt crises to the EMU : stock prices, CDS spreads and exchange rates
Grammatikos, Theoharry; Vermeulen, Robert - In: Journal of international money and finance 31 (2012) 3, pp. 517-533
Persistent link: https://www.econbiz.de/10009632019
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Sovereign risk evaluation for European Union countries
Agiakloglou, Christos N.; Deligiannakis, Emmanouil - In: Journal of international money and finance 103 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012392522