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What are the driving factors behind the rise of spreads and CDSs of euro-area sovereign bonds? : a FAVAR model for Greece and Ireland

Apergēs, Nikolaos; Mamatzakis, Emmanuel C. - 2012

This paper examines the underlying dynamics of selected euro-area sovereign bonds by employing a factor-augmenting vector autoregressive (FAVAR) model for the first time in the literature. This methodology allows for identifying the underlying transmission mechanisms of several factors; in...

Persistent link: https://www.econbiz.de/10009533553

What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? : a FAVAR model for Greece and Ireland

Apergēs, Nikolaos; Mamatzakis, Emmanuel C. - In: International journal of economics and business research 7 (2014) 1, pp. 104-120

Persistent link: https://www.econbiz.de/10010351548

How are market preferences shaped? The case of sovereign debt of stressed euro-area countries

Mamatzakis, Emmanuel C.; Tsionas, Efthymios G. - In: Journal of banking & finance 61 (2015), pp. 106-116

Persistent link: https://www.econbiz.de/10011545149

What are the driving factors behind the rise of spreads and CDW of eurozone sovereign bonds? : a panel VAR analysis

Mamatzakis, Emmanuel C.; Remoundos, Panos - In: Global credit review 2 (2012) 2, pp. 79-94

Persistent link: https://www.econbiz.de/10009657000

Does risk aversion affect bank output loss? : the case of the Eurozone

Tsionas, Efthymios G.; Mamatzakis, Emmanuel C.; Ongena, … - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1127-1145

Persistent link: https://www.econbiz.de/10012161877

Euro area unconventional monetary policy and bank resilience

Avalos, Fernando; Mamatzakis, Emmanuel C. - 2018

Persistent link: https://www.econbiz.de/10011979817

What is the effect of unconventional monetary policy on bank performance?

Mamatzakis, Emmanuel C.; Bermpei, Theodora - In: Journal of international money and finance 67 (2016), pp. 239-263

Persistent link: https://www.econbiz.de/10011711623

Is bank resilience affected by unconventional monetary policy in the Euro area?

Avalos, Fernando; Mamatzakis, Emmanuel C. - In: Journal of international money and finance 130 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014248788

Heterogeneous decision-making and market power : an application to Eurozone banks

Kutlu, Levent; Sickles, Robin C.; Tsionas, Efthymios G.; … - In: Empirical economics : a quarterly journal of the … 63 (2022) 6, pp. 3061-3092

Persistent link: https://www.econbiz.de/10013440543

What are the Driving Factors Behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland

Apergis, Nicholas - 2012

Persistent link: https://www.econbiz.de/10013106721