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Systemic risk and the sovereign-bank default nexus : a network vector autoregression approach
Claeys, Peter; Vašíček, Bořek - In: The journal of network theory in finance 1 (2015) 4, pp. 27-72
Persistent link: https://www.econbiz.de/10011449789
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The role of uncertainty in the euro crisis : an application of liquidity preference theory
Pusch, Toralf - In: International review of applied economics 31 (2017) 4, pp. 527-548
Persistent link: https://www.econbiz.de/10011762070
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Sovereign spreads and contagion risks in Asia
Caceres, Carlos; Unsal, D. Filiz - In: Asian economic journal : journal of the East Asian … 27 (2013) 3, pp. 219-243
Persistent link: https://www.econbiz.de/10010229554
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The effects of fiscal opacity on sovereign credit spreads
Peat, Maurice; Svec, Jiri; Wang, Jue - In: Emerging markets review 24 (2015), pp. 34-45
Persistent link: https://www.econbiz.de/10011538528
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Sovereign risk in the Euro zone
Okano, Eiji; Ogawa, Eiji - In: Global journal of economics 1 (2012) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10009711561
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Macroeconomic policies in the Eurozone
Popescu, Gheorghe H. - In: Economics, management and financial markets 8 (2013) 2, pp. 185-191
Persistent link: https://www.econbiz.de/10011543093
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Sovereign risk dynamics in the EU : the time varying relevance of fiscal and external (im)balances
Afonso, António; Alves, José; Monteiro, Sofia - 2024
Acknowledging the potential detrimental impact that twin-deficits may have on sovereign risk, this study uses a two-step approach to assess the impact of fiscal and external sustainability on sovereign risk dynamics for a panel of 27 European Economies between 2001Q4 and 2022Q3. To do so, we...
Persistent link: https://www.econbiz.de/10014486806
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Does fiscal sentiment matter for sovereign risk?
Montes, Gabriel Caldas; Nicolay, Rodolfo Tomás da Fonseca - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 18-30
Persistent link: https://www.econbiz.de/10014248725
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Financial markets and fiscal discipline in the Eurozone
Canale, Rosaria Rita; De Simone, Elina; Spagnolo, Nicola - In: Structural change and economic dynamics : SC+ED 58 (2021), pp. 490-499
Persistent link: https://www.econbiz.de/10012648733
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Sovereign yield spreads in the EMU : crisis and structural determinants
Afonso, António; Leal, Frederico Silva - 2017
Persistent link: https://www.econbiz.de/10011795241