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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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Comovement and disintegration of EU sovereign bond markets during the crisis
Vácha, Lukáš; Šmolík, Filip; Baxa, Jaromír - In: International review of economics & finance : IREF 64 (2019), pp. 541-556
Persistent link: https://www.econbiz.de/10012372853
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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. We use a two-step empirical approach. First, we apply a time-varying parameter panel modelling framework...
Persistent link: https://www.econbiz.de/10011759005
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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
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Information shares and market quality before and during the European sovereign debt crisis
Papavassiliou, Vassilios G.; Kinateder, Harald - In: Journal of international financial markets, … 72 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012801546
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The euro crisis and economic growth : a novel counterfactual approach
Terzi, Alessio - 2019 - This Draft: 25 June 2019
warranted. To make this claim, this paper uses a Propensity Score Matching Model to produce counterfactuals for the Eurozone … more in the Eurozone periphery than in the standard counterfactual scenario. These results are not dictated by any specific … Eurozone’s specificity, which is instead to be traced back to a sharper-than-expected contraction in investment and fiscal …
Persistent link: https://www.econbiz.de/10012033212
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Another look at momentum crashes : momentum in the European Monetary Union
Grobys, Klaus - In: Applied economics 48 (2016) 19/21, pp. 1759-1766
Persistent link: https://www.econbiz.de/10011589714
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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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The firm-specific determinants of capital structure : an empirical analysis of firms before and during the Euro Crisis
Moradi, Amir; Paulet, Elisabeth - In: Research in international business and finance 47 (2019), pp. 150-161
Persistent link: https://www.econbiz.de/10012135522
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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, … - In: Journal of international money and finance 86 (2018), pp. 1-30
Persistent link: https://www.econbiz.de/10012000463