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The sovereign rating channel in the European debt crisis : spillover effects on sovereign CDS and other systemic risk indicators
Georgoutsos, Demetris A.; Moratis, George - 2024
Persistent link: https://www.econbiz.de/10015047370
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The behaviour of sovereign CDS and government bond in the Euro zone crisis
Ito, Takayasu - In: International journal of monetary economics and finance 9 (2016) 2, pp. 102-114
Persistent link: https://www.econbiz.de/10011548336
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Sovereign contagion in Europe : evidence from the CDS market
Manasse, Paolo; Zavalloni, Luca - 2013
This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more … remarkable: the core Eurozone members become less vulnerable to EUZ contagion, possibly due to a safe-heaven effect, while …
Persistent link: https://www.econbiz.de/10011731038
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The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V.; Arvanitis, Stavros E.; … - In: Applied economics 49 (2017) 38, pp. 3782-3796
Persistent link: https://www.econbiz.de/10011819935
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Eurozone sovereign contagion : evidence from the CDS market ; 2005 - 2010
Kalbaska, A.; Gątkowski, M. - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 657-673
Persistent link: https://www.econbiz.de/10009697968
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Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis : evidence from central Europe
Ters, Kristyna; Urban, Jörg - In: International review of economics & finance : IREF 54 (2018), pp. 123-142
Persistent link: https://www.econbiz.de/10012033352
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ECB's unconventional monetary policy and spillover effects between sovereign and bank credit risk
Katsampoxakis, Ioannis - In: EuroMed journal of business 17 (2022) 2, pp. 218-245
Persistent link: https://www.econbiz.de/10013362444
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Contagion in the Euro area sovereign CDS market : a spatial approach
Ben Abdallah, Nadia; Dabbou, Halim; Gallali, Mohamed Imen - In: The journal of risk finance : JRF 24 (2023) 5, pp. 614-630
Persistent link: https://www.econbiz.de/10014430827
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Spillovers from one country's sovereign debt to CDS (credit default swap) spreads of others during the European crisis : a spatial approach
Kışla, Gül Huyugüzel; Muradoğlu, Gülnur; Özlem … - In: The journal of asset management : a major new, … 23 (2022) 4, pp. 277-296
Persistent link: https://www.econbiz.de/10013391984
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The rating spillover from banks to sovereigns : an empirical investigation across the European Union
Hu, Haoshen; Prokop, Jörg; Shi, Yukun; Trautwein, … - In: Journal of international financial markets, … 64 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012495673