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How are market preferences shaped? The case of sovereign debt of stressed euro-area countries
Mamatzakis, Emmanuel C.; Tsionas, Efthymios G. - In: Journal of banking & finance 61 (2015), pp. 106-116
Persistent link: https://www.econbiz.de/10011545149
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What are the driving factors behind the rise of spreads and CDSs of euro-area sovereign bonds? : a FAVAR model for Greece and Ireland
Apergēs, Nikolaos; Mamatzakis, Emmanuel C. - 2012
This paper examines the underlying dynamics of selected euro-area sovereign bonds by employing a factor-augmenting vector autoregressive (FAVAR) model for the first time in the literature. This methodology allows for identifying the underlying transmission mechanisms of several factors; in...
Persistent link: https://www.econbiz.de/10009533553
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Testing for regime changes in Greek sovereign debt crisis
Apergēs, Nikolaos; Mamatzakis, Emmanuel C.; … - In: International advances in economic research : IAER ; an … 17 (2011) 3, pp. 258-273
Persistent link: https://www.econbiz.de/10009302940
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What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? : a FAVAR model for Greece and Ireland
Apergēs, Nikolaos; Mamatzakis, Emmanuel C. - In: International journal of economics and business research 7 (2014) 1, pp. 104-120
Persistent link: https://www.econbiz.de/10010351548
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The response of household debt to COVID-19 using a neural networks VAR in OECD
Mamatzakis, Emmanuel C.; Ongena, Steven; Tsionas, … - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 65-91
Persistent link: https://www.econbiz.de/10014329035
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Why do households repay their debt in UK during the COVID-19 crisis?
Mamatzakis, Emmanuel C.; Tsionas, Efthymios G.; Ongena, … - In: Journal of economic studies 50 (2023) 8, pp. 1789-1823
Persistent link: https://www.econbiz.de/10014428636
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The impact of debt, taxation and financial crisis on earnings management : the case of Greece
Mamatzakis, Emmanuel C.; Pegkas, Panagiotis; … - In: Managerial finance 49 (2023) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10013503605
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Testing for Regime Changes in Greek Sovereign Debt Crisis
Apergis, Nicholas; Mamatzakis, Emmanuel C.; Staikouras, … - 2011
This paper examines whether the efficiency market hypothesis for the Greek sovereign debt holds. As in Blanco et al. (2005) we test the theoretical equivalence of credit default swap (CDS) and spreads that dictates a CI relationship between the two. The main innovation of the present analysis is...
Persistent link: https://www.econbiz.de/10014186483
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What are the Driving Factors Behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland
Apergis, Nicholas - 2012
This paper examines the underlying dynamics of selected euro-area sovereign bonds by employing a factor-augmenting vector autoregressive (FAVAR) model for the first time in the literature. This methodology allows for identifying the underlying transmission mechanisms of several factors; in...
Persistent link: https://www.econbiz.de/10013106721