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Heterogeneity of the determinants of euro-area sovereign bond spreads : what does it tell us about financial stability?
Georgoutsos, Demetris A.; Migiakis, Petros M. - In: Journal of banking & finance 37 (2013) 11, pp. 4650-4664
Persistent link: https://www.econbiz.de/10010248513
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Financial integration, specialization, and systemic risk
Fecht, Falko; Grüner, Hans Peter; Hartmann, Philipp - In: Journal of international economics 88 (2012) 1, pp. 150-161
Persistent link: https://www.econbiz.de/10010220086
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Essays on financial markets in the European monetary union
Omachel, Marcel - 2015
Persistent link: https://www.econbiz.de/10011526018
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A fiscal rule that has teeth : a suggestion for a "fiscal sustainability council" underpinned by the financial markets
Hedbávný, Petr (contributor);  … - 2005
endeavored to qualify for euro-zone membership, which compelled strict limits on budgetary deficits. We then explore which …
Persistent link: https://www.econbiz.de/10003112610
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Structural contagion and vulnerability to unexpected liquidity shortfalls
Giansante, Simone; Chiarella, Carl; Sordi, Serena; … - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 558-569
Persistent link: https://www.econbiz.de/10009698002
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Overlapping portfolios, contagion, and financial stability
Caccioli, Fabio; Farmer, J. Doyne; Foti, Nick; … - In: Journal of economic dynamics & control 51 (2015), pp. 50-63
Persistent link: https://www.econbiz.de/10011474265
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Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine; Cacho-Diaz, Julio; Laeven, Roger J. A. - In: Journal of financial economics 117 (2015) 3, pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
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Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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Market fragmentation and contagion
Rahi, Rohit; Zigrand, Jean-Pierre - 2020
Persistent link: https://www.econbiz.de/10012487364
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Market fragmentation and contagion
Rahi, Rohit; Zigrand, Jean-Pierre - 2020
Persistent link: https://www.econbiz.de/10012259262