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What do sovereign spreads say about expected defaults and devaluations? : an application to the European sovereign debt crisis
Durham, J. Benson - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 86-93
Persistent link: https://www.econbiz.de/10010365089
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What Do Sovereign Spreads Say About Expected Defaults and Devaluations? An Application to the European Sovereign Debt Crisis
Durham, J. Benson - 2019
This article outlines two general approaches to disentangle expected defaults and anticipated devaluations from distressed sovereign spreads. The first uses affine term structure models and uncovered interest rate parity to extract a schedule between risk-neutral devaluation odds and exchange...
Persistent link: https://www.econbiz.de/10012868618
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Is the Euro-zone on the Mend? : Latin American examples to analyze the Euro question
Cavallo, Eduardo A.; Fernández Arias, Eduardo; Powell, … - In: Journal of banking & finance 47 (2014), pp. 243-257
Persistent link: https://www.econbiz.de/10010506961
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Optimal fiscal rules and macroprudential policies with sovereign default risk
Maideu-Morera, Gerard - 2024
Persistent link: https://www.econbiz.de/10014577006
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Borrowing from thy neighbour : a European perspective on sovereign debt
Miller, Marcus; Rankin, Neil; Zhang, Lei - 2012
Persistent link: https://www.econbiz.de/10009571129
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Why should Southern economies stay in the Euro Zone? : The role of labor markets
Barbier-Gauchard, Amélie; De Palma, Francesco; Diana, … - In: Economic modelling 43 (2014), pp. 201-208
Persistent link: https://www.econbiz.de/10010502176
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Are currency crises self-fulfilling?
Krugman, Paul R.; Kehoe, Timothy Jerome; Obstfeld, Maurice - In: NBER macroeconomics annual 11 (1996), pp. 345-407
Persistent link: https://www.econbiz.de/10001247706
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Sovereign debt and its restructuring framework in the eurozone
Mody, Ashoka - In: Oxford review of economic policy 29 (2013) 4, pp. 715-744
Persistent link: https://www.econbiz.de/10010344438
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Guarantees, transparency and the interdependency between sovereign and bank default risk
König, Philipp Johann; Anand, Kartik; Heinemann, Frank - In: Journal of banking & finance 45 (2014), pp. 321-337
Persistent link: https://www.econbiz.de/10010467894
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Sovereign bail-outs and fiscal rules in a banking union
Marattin, Luigi; Meraglia, Simone; Minetti, Raoul - In: The Scandinavian journal of economics 124 (2022) 4, pp. 1024-1055
Persistent link: https://www.econbiz.de/10014303946