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Are all sovereigns equal? : a test of the common determination of sovereign spreads in the euro area

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 939-949

Persistent link: https://www.econbiz.de/10011303574

Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2013

Persistent link: https://www.econbiz.de/10010127246

Are all sovereigns equal? : a test of the common determination of sovereign spreads in the euro area

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2014

Persistent link: https://www.econbiz.de/10010258707

Comment on: "Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis"

Kazanas, Thanassis; Tzavalis, Elias - In: Journal of macroeconomics 39 (2014) 2, pp. 420-423

Persistent link: https://www.econbiz.de/10010496443

Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of macroeconomics 39 (2014) 2, pp. 405-419

Persistent link: https://www.econbiz.de/10010496445

On the effects of the ECB's funding policies on bank lending

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - In: Journal of international money and finance 102 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012392318

Measuring systemic vulnerability in European banking systems

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of financial stability 36 (2018), pp. 279-292

Persistent link: https://www.econbiz.de/10012156914

Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of international money and finance 73 (2017), pp. 371-385

Persistent link: https://www.econbiz.de/10011787743

The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - In: Journal of international money and finance 108 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012403813

Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of Macroeconomics 39 (2014) PB, pp. 405-419

We investigate the impact of the economic fundamentals, sovereign credit ratings, political uncertainty, and the ECB’s Securities Markets Program (SMP) on Greek sovereign spreads. Our findings show that sovereign downgrades and political uncertainty appear to have been drivers of the sharp...

Persistent link: https://www.econbiz.de/10010875214