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Overcrowding versus liquidity in the euro sovereign bond markets
Coppola, Andrea; Girardi, Alessandro; Piga, Gustavo - In: International journal of finance & economics : IJFE 18 (2013) 4, pp. 307-318
Persistent link: https://www.econbiz.de/10010355973
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Overcrowding Versus Liquidity in the Euro Sovereign Bond Markets
Coppola, Andrea - 2014
States to finance their national debts has risen. Providing the market for euro-denominated government securities with a …
Persistent link: https://www.econbiz.de/10013066593
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How did the Sovereign debt crisis affect the Euro financial integration? : a fractional cointegration approach
Vides, José Carlos; Golpe, Antonio A.; Iglesias, Jesús - In: Empirica : journal of european economics 45 (2018) 4, pp. 685-706
Persistent link: https://www.econbiz.de/10012031246
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Official sector lending strategies during the euro area crisis
Corsetti, Giancarlo; Erce, Aitor; Uy, Timothy - 2017 - This version: August 2017
Persistent link: https://www.econbiz.de/10012423742
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Official sector lending strategies during the euro area crisis
Corsetti, Giancarlo; Erce, Aitor; Uy, Timothy - 2017
Persistent link: https://www.econbiz.de/10012171953
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Financial spillover and contagion risks in the euro area in 2007-2019
Garcia, Roman; Lorenzani, Dimitri; Monteiro, Daniel; … - 2021
Persistent link: https://www.econbiz.de/10012584978
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The (ir)relevance of the nominal lower bound for real yield curve analysis
Schupp, Fabian - 2020
I propose a new term structure model for euro area real and nominal interest rates which explicitly incorporates a time …
Persistent link: https://www.econbiz.de/10012222610
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Has the Grexit news affected euro area financial markets?
Gregori, Wildmer Daniel; Sacchi, Agnese - 2017
This paper investigates whether rumours about Greek exit from the euro area have spilled over into other European … policy uncertainty about the euro area break-up. Our results suggest that higher intensity of Grexit news drives up …
Persistent link: https://www.econbiz.de/10012054687
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"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects
Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - 2017
This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond-pricing regime following the announcement of the Outright...
Persistent link: https://www.econbiz.de/10011735972