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CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
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Market disciplining of the developing countries' sovereign governments
Bulut, Levent - 2009
Persistent link: https://www.econbiz.de/10003864608
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Capital mobility and current account adjustments
Bulut, Levent - 2007
Persistent link: https://www.econbiz.de/10009691374
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Market disciplining of the developing countries' sovereign governments
Bulut, Levent - In: Contemporary economic policy : a journal of Western … 30 (2012) 4, pp. 463-488
Persistent link: https://www.econbiz.de/10009674457
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Measuring spillovers between the US and emerging markets
Fong, Tom; Li, Ka Fai; Sze, Kin Wan - 2016
Persistent link: https://www.econbiz.de/10012200850
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Systemic Risk and Financial Market Contagion : Banks and Sovereign Credit Markets in Eurozone
Bratis, Theodore D. - 2015
The global financial and the European debt crises categorized as Minsky's moments present the physical laboratory for studying contagion cross country and cross market. Our research based on the twin sovereign-banking crisis evolution of the euro debt crisis era, focuses on addressing the...
Persistent link: https://www.econbiz.de/10013022898
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Sovereign contagion risk measure across financial markets in the eurozone : a bivariate copulas and Markov Regime Switching ARMA based approaches
Bouker, Sawsen; Mansouri, Fayçal - In: Review of world economics 158 (2022) 2, pp. 615-711
Persistent link: https://www.econbiz.de/10014307166
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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
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Linkages across sovereign debt markets
Arellano, Cristina; Bai, Yan - 2013
Persistent link: https://www.econbiz.de/10010200879
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Stock market linkages and financial contagion : a cobreaking analysis
Ahlgren, Niklas; Antell, Jan - In: The quarterly review of economics and finance : journal … 50 (2010) 2, pp. 157-166
Persistent link: https://www.econbiz.de/10008688974