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The effectiveness of the ECB's Asset Purchase Programs of 2009 to 2012

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2015

Persistent link: https://www.econbiz.de/10011396658

Self-fulfilling dynamics : the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2016

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Comment on: "Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis"

Kazanas, Thanassis; Tzavalis, Elias - In: Journal of macroeconomics 39 (2014) 2, pp. 420-423

Persistent link: https://www.econbiz.de/10010496443

Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of macroeconomics 39 (2014) 2, pp. 405-419

Persistent link: https://www.econbiz.de/10010496445

Macro news and bond yield spreads in the Euro area

Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2014

This paper analyses the effects of newspaper coverage of macro news on the spread between the yield on the 10-year German Bund and on sovereign bonds in eight countries belonging to the euro area (Belgium, France, Greece, Ireland, Italy, the Netherlands, Portugal and Spain) using daily data for...

Persistent link: https://www.econbiz.de/10010417491