This paper considers whether Ireland's sovereign bonds have decoupled from other euro area sovereigns (Portugal, Italy, Greece and Spain - the "periphery") with whom it was categorised during the sovereign bond market crisis of the early 2010s. Having initially reviewed yield and sovereign...

The Italian sovereign bond market experienced considerable disruption in May 2018 and subsequent months amid concerns about the fi scal implications of political developments in Italy. This episode is used to examine relationships among the euro area bond markets some six years after the euro...

Brunnermeier et al. (2017) propose the introduction of sovereign bond-backed securities (SBBS) in the euro area. That and other papers assess how the securitisation would insulate senior bond holders from actual default-related losses. This paper generalises the assessment by using the VAR-based...

Brunnermeier et al. (2017) propose the introduction of sovereign bond-backed securities (SBBS) in the euro area. That and other papers assess how the securitisation would insulate senior bond holders from actual default-related losses. This paper generalises the assessment by using the VAR-based...

This paper considers whether Ireland's sovereign bonds have decoupled from other euro area sovereigns (Portugal, Italy, Greece and Spain - the "periphery") with whom it was categorised during the sovereign bond market crisis of the early 2010s. Having initially reviewed yield and sovereign...

Brunnermeier et al. (2016) propose the introduction of sovereign bond-backed securities (SBBS) in the euro area. That and other papers only address how the securitization would insulate senior bond holders from actual default-related losses. This paper generalizes the assessment by using the...

Brunnermeier et al. (2017) propose the introduction of sovereign bond-backed securities (SBBS) in the euro area. It and other papers address how the securitisation would insulate senior security holders from actual default-related losses. This article generalises the assessment by using the...