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Systemic risk and the sovereign-bank default nexus : a network vector autoregression approach
Claeys, Peter; Vašíček, Bořek - In: The journal of network theory in finance 1 (2015) 4, pp. 27-72
Persistent link: https://www.econbiz.de/10011449789
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Sovereign yield spreads in the EMU : crisis and structural determinants
Afonso, António; Leal, Frederico Silva - 2017
Persistent link: https://www.econbiz.de/10011795241
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The role of uncertainty in the euro crisis : an application of liquidity preference theory
Pusch, Toralf - In: International review of applied economics 31 (2017) 4, pp. 527-548
Persistent link: https://www.econbiz.de/10011762070
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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
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Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
Claeys, Peter; Vašíček, Bořek - In: Journal of banking & finance 46 (2014), pp. 151-165
Persistent link: https://www.econbiz.de/10010467833
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Does austerity pay off? : conference paper
Born, Benjamin; Müller, Gernot J.; Pfeifer, Johannes - 2014
Austerity measures are frequently enacted when the sustainability of public finances is in doubt. Such doubts are …
Persistent link: https://www.econbiz.de/10010481328
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Making the Eurozone work : a risk-sharing reform of the European Stability Mechanism
Dosi, Giovanni; Minenna, Marcello; Roventini, Andrea; … - 2018
This work presents an original proposal for the reform of the Eurozone architecture according to an approach based on risk sharing (aiming to reach in the long-term the mutualization of public debt). The proposal envisages a new role for the European Stability Mechanism (ESM) which should...
Persistent link: https://www.econbiz.de/10011873820
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The dynamics of spillover effects during the European sovereign debt turmoil
Alter, Adrian; Beyer, Andreas - 2012 - This Draft: October 29, 2012
functions. Specifically, we assess the systemic effect of an unexpected shock to the creditworthiness of a particular sovereign …
Persistent link: https://www.econbiz.de/10009634313
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Fiscal stance and the sovereign risk pass-through
Beqiraj, Elton; Patella, Valeria; Tancioni, Massimiliano - In: Economic modelling 102 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012796958
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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