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Testing for Regime Changes in Greek Sovereign Debt Crisis
Apergis, Nicholas; Mamatzakis, Emmanuel; Staikouras, … - In: International Advances in Economic Research 17 (2011) 3, pp. 258-273
Persistent link: https://www.econbiz.de/10009327296
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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; Mamatzakis, Emmanuel - 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/10010318633
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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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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"
Apergis, Nicholas; Mamatzakis, Emmanuel - Levy Economics Institute - 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/10010548099
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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
Apergis, Nicholas; Mamatzakis, Emmanuel - In: International Journal of Economics and Business Research 7 (2014) 1, pp. 104-120
This paper examines the 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 identifies the underlying transmission mechanisms of several factors, and in particular, market...
Persistent link: https://www.econbiz.de/10010732430