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Testing for a break in the persistence in yield spreads of EMU government bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - 2013

This study tests for a break in the persistence of EMU government bond yield spreads examining data from France, Italy and Spain and using German interest rates as a kind of benchmark. The results reported here provide evidence for breaks between 2006 and 2008. The persistence of the yield...

Persistent link: https://www.econbiz.de/10010239739

Testing for a break in the persistence in yield spreads of EMU government bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - In: Journal of banking & finance 41 (2014), pp. 109-118

Persistent link: https://www.econbiz.de/10010408487

Die Griechenlandkrise : Credit Risk jetzt auch am europäischen Staatsanleihenmarkt?

Gruppe, Mario; Basse, Tobias - In: Die Folgen der Finanzkrise für Regulierung und …, (pp. 61-77). 2012

Persistent link: https://www.econbiz.de/10009514987

The walking debt crisis

Basse, Tobias; Kruse, Robinson; Wegener, Christoph - 2017

Persistent link: https://www.econbiz.de/10011624094

The walking debt crisis

Wegener, Christoph; Kruse, Robinson; Basse, Tobias - In: Essays on empirical finance in times of crises : …, (pp. 14-26). 2016

Persistent link: https://www.econbiz.de/10011633905

Die europäische Staatsschuldenkrise aus der Perspektive der deutschen Versicherungsindustrie

Wegener, Christoph; Basse, Tobias - In: Festschrift für Prof. Dr. J.-Matthias Graf von der …, (pp. 43-55). 2018

Persistent link: https://www.econbiz.de/10011964786

Government bond yields in Germany and Spain : empirical evidence from better days

Basse, Tobias; Wegener, Christoph; Kunze, Frederik - In: Quantitative finance 18 (2018) 5, pp. 827-835

Persistent link: https://www.econbiz.de/10011907949

Interest rate convergence, sovereign credit risk and the European debt crisis : a survey

Gruppe, Mario; Basse, Tobias; Friedrich, Meik; Lange, … - In: Journal of risk finance : the convergence of financial … 18 (2017) 4, pp. 432-442

Persistent link: https://www.econbiz.de/10011782720