Narrow search
Showing 1 - 10 of 59,178
Cover Image
Umgang mit Staatsbankrotten in der Eurozone : Stabilisierungsfonds, Insolvenzrecht für Staaten und Eurobonds
Dullien, Sebastian; Schwarzer, Daniela - 2010
Persistent link: https://www.econbiz.de/10008669623
Cover Image
The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V.; Arvanitis, Stavros E.; … - In: Applied economics 49 (2017) 38, pp. 3782-3796
Persistent link: https://www.econbiz.de/10011819935
Cover Image
International liquidity shocks and the European sovereign debt crisis : was euro area unconventional monetary policy successful?
Everett, Mary M. - 2015
sovereigns manifested in a liquidity shock to their international funding through two channels: (i) a contraction in cross … households, is documented for euro area banks affected by the international liquidity shock and that drew on ECB liquidity under …
Persistent link: https://www.econbiz.de/10011374059
Cover Image
The bright side of the doom loop : banks exposure and default incentives
Rojas, Luis E.; Thaler, Dominik - 2019
Persistent link: https://www.econbiz.de/10012207339
Cover Image
The European Central Bank as lender of last resort in the government bond markets
De Grauwe, Paul - In: CESifo economic studies : CESifo, a joint initiative of … 59 (2013) 3, pp. 520-535
equilibria by self-fulfilling fears of liquidity crises in a monetary union. The ECB decided to take on this role in 2012. I …
Persistent link: https://www.econbiz.de/10009793389
Cover Image
What drives sovereign debt portfolios of banks in a crisis context?
Lamas, Matías; Mencía, Javier - 2018
Persistent link: https://www.econbiz.de/10011946887
Cover Image
Estimating redenomination risk under Gumbel–Hougaard survival copulas
Cherubini, Umberto - In: Journal of economic dynamics & control 133 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10014535826
Cover Image
Sovereign credit risk, liquidity, and ECB intervention : deus ex machina?
Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; … - 2015 - First draft: September 2013, This draft: March 2015
This paper examines the dynamic relationship between credit risk and liquidity in the sovereign bond market in the … context of the European Central Bank (ECB) interventions. Using a comprehensive set of liquidity measures obtained from a … risk, as measured by the Italian sovereign credit default swap (CDS) spread, generally drive the liquidity of the market: a …
Persistent link: https://www.econbiz.de/10010503289
Cover Image
Healing through liquidity injections?
Rasmouki, Fanou - 2015
Persistent link: https://www.econbiz.de/10011547068