Narrow search
Showing 1 - 10 of 12,812
Cover Image
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene; Müller, Gernot; Klüppelberg, Claudia; … - In: International review of financial analysis 24 (2012), pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
Cover Image
Sovereign contagion in Europe : evidence from the CDS market
Manasse, Paolo; Zavalloni, Luca - 2013
This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more … remarkable: the core Eurozone members become less vulnerable to EUZ contagion, possibly due to a safe-heaven effect, while …
Persistent link: https://www.econbiz.de/10011731038
Cover Image
International credit default swaps market during European crisis : a Markov switching approach
Koy, Ayben - In: Global financial crisis and it's ramifications on …, (pp. 431-443). 2017
Persistent link: https://www.econbiz.de/10011809945
Cover Image
Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes : a measure of spillover effect in European debt crisis
Hui, Cho H.; Lo, Chi-fai; Lau, Chun-sing - In: Journal of banking & finance 37 (2013) 9, pp. 3694-3703
Persistent link: https://www.econbiz.de/10010126296
Cover Image
Sovereign default and bank CDS payments in Europe
Vuillemey, Guillaume - In: Revue d'économie politique 124 (2014) 6, pp. 927-952
Persistent link: https://www.econbiz.de/10011440849
Cover Image
Was the European sovereign crisis self-fulfilling? : empirical evidence about the drivers of market sentiments
Bruneau, Catherine; Delatte, Anne-Laure; Fouquau, Julien - In: Journal of macroeconomics 42 (2014), pp. 38-51
Persistent link: https://www.econbiz.de/10011286635
Cover Image
Consequences of different Eurobond proposals
Schäfer, Hans-Bernd; Bigus, Jochen - In: Review of law and economics : publ. in cooperation with … 12 (2016) 3, pp. 523-533
Persistent link: https://www.econbiz.de/10011596616
Cover Image
How important was contagion through banks during the European sovereign crisis?
Gonçalves, Andrei S. - 2017
We use days with tail sovereign CDS spread changes of peripheral countries to identify the effects of shocks to the cost of borrowing of these countries on stock returns of banks from other countries. We find that tail sovereign GIIPS CDS changes have an asymmetric impact in that bank stocks...
Persistent link: https://www.econbiz.de/10011963385
Cover Image
Comment on: "Systemic sovereign credit risk : lessons from the US and Europe" by Ang and Longstaff
Chen, Hui - In: Journal of monetary economics 60 (2013) 5, pp. 511-516
Persistent link: https://www.econbiz.de/10010196057