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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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Structural breaks in the interaction between bank and sovereign default risk
Lovreta, Lidija; López Pascual, Joaquín - In: SERIEs : Journal of the Spanish Economic Association 11 (2020) 4, pp. 531-559
extends to the interaction between bank and sovereign default risk volatility. …
Persistent link: https://www.econbiz.de/10012389039
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The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks
M'beirick, Abdallahi; Haddou, Samira - In: International review of economics & finance : IREF 93 (2024) 2, pp. 244-272
Persistent link: https://www.econbiz.de/10014535547
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Cross-border Italian sovereign risk transmission in EMU countries
Capasso, Salvatore; D'Uva, Marcella; Fiorelli, Cristiana; … - In: Economic modelling 126 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014462235
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Sovereign risk premia in the Euro Area and the role of contagion
Linciano, Nadia; Giordano, Luca; Soccorso, Paola - In: Journal of financial management, markets and institutions 1 (2013) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10011949545
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Sovereign risk evaluation for European Union countries
Agiakloglou, Christos N.; Deligiannakis, Emmanouil - In: Journal of international money and finance 103 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012392522
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Announcements of ECB unconventional programs : implications for the sovereign risk of Italy
Falagiarda, Matteo; Reitz, Stefan - 2013
This paper studies the effects of ECB communications about unconventional monetary policy operations on the perceived sovereign risk of Italy over the last five years. More than fifty events concerning non-standard operations are identified and classified with respect to the specific ECB...
Persistent link: https://www.econbiz.de/10009783711
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Banks and sovereigns : did adversity bring them closer?
Flavin, Thomas J.; Dongey, M; Sheenan, L. - 2020
Persistent link: https://www.econbiz.de/10013169004
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Contagion in the European sovereign debt crisis
Glover, Brent; Richards-Shubik, Seth - 2014
Persistent link: https://www.econbiz.de/10010430634
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The dynamics of spillover effects during the European sovereign debt turmoil
Alter, Adrian; Beyer, Andreas - In: Journal of banking & finance 42 (2014), pp. 134-153
Persistent link: https://www.econbiz.de/10010408412