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The euro-area government securities market : recent developments and implications for market functioning

Blanco, Roberto - 2001

Persistent link: https://www.econbiz.de/10001642093

Euro area government securities markets : recent developments and implications for market functioning

Blanco, Roberto - In: Market functioning and central bank policy, (pp. 65-85). 2002

Persistent link: https://www.econbiz.de/10001715590

Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?

Alonso Sánchez, Francisco (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003281245

La instrumentación de la política monetaria del eurosistema y el funcionamiento del mercado interbancario durante la crisis financiera

Ayuso, Juan; Blanco, Roberto - In: Papeles de economía española 122 (2009), pp. 254-268

Persistent link: https://www.econbiz.de/10003937328

Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?

Alonso Sánchez, Francisco; Blanco, Roberto - 2005

Persistent link: https://www.econbiz.de/10003242532

The 2007-financial crisis : a EURO-pean perspective

Ayuso, Juan; Blanco, Roberto - In: 50 years of money and finance : lessons and challenges …, (pp. 415-444). 2013

Persistent link: https://www.econbiz.de/10010212258

Towards a common European Monetary Union risk free rate

Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - 2009

Persistent link: https://www.econbiz.de/10003887228

Towards a common Eurozone risk free rate

Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: The European journal of finance 21 (2015) 10/12, pp. 1005-1022

Persistent link: https://www.econbiz.de/10011301938

Credit-risk valuation in the sovereign CDS and bonds markets : evidence from the euro area crisis

Arce, Óscar; Mayordomo, Sergio; Peña Sánchez de … - In: Journal of international money and finance 35 (2013), pp. 124-145

Persistent link: https://www.econbiz.de/10009751693

Credit-Risk Valuation in the Sovereign CDS and Bonds Markets : Evidence from the Euro Area Crisis

Arce, Oscar - 2012

We analyse the extent to which prices in the sovereign credit default swap (CDS) and bond markets reflect the same information on credit risk in the context of the European Monetary Union. The empirical analysis is based on the theoretical equivalence relation that should hold between the CDS...

Persistent link: https://www.econbiz.de/10013114370