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An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis
Banerjee, Anurag Narayan; Hung, Chi-Hsiou Daniel; Lo, … - In: Journal of international financial markets, … 41 (2016), pp. 102-120
Persistent link: https://www.econbiz.de/10011475943
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The Relative Pricing of Sovereign Credit Risk after the Eurozone Crisis
Corvino, Raffaele - 2020
consistent cross-sectional relationship between default risk and bond yields is restored for the Eurozone countries only, a …
Persistent link: https://www.econbiz.de/10012853846
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Sovereign credit risk, liquidity, and European Central Bank intervention : Deus ex machina?
Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; … - In: Journal of financial economics 122 (2016) 1, pp. 86-115
Persistent link: https://www.econbiz.de/10011590889
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The equity-like behaviour of sovereign bonds
Dufour, Alfonso; Stancu, Andrei; Varotto, Simone - In: Journal of international financial markets, … 48 (2017), pp. 25-46
Persistent link: https://www.econbiz.de/10011892283
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ECB's unconventional monetary policy and spillover effects between sovereign and bank credit risk
Katsampoxakis, Ioannis - In: EuroMed journal of business 17 (2022) 2, pp. 218-245
Persistent link: https://www.econbiz.de/10013362444
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
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The relative pricing of sovereign credit risk after the Eurozone crisis
Corvino, Raffaele; Ruggiero, Francesco - In: Journal of international money and finance 112 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012797600
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Covid-19, sovereign risk and monetary policy : evidence from the European Monetary Union
Karaman, Seçil Yıldırım - In: Central Bank review / Central Bank of the Republic of Turkey 22 (2022) 3, pp. 99-107
This paper investigates the impact of Covid-19 pandemic and monetary policy measures adopted by the European Central Bank (ECB) on the sovereign risk for the European Monetary Union (EMU) countries for the period between March-2020 and November-2020 using daily data. The impact of Covid-19 and...
Persistent link: https://www.econbiz.de/10013407190
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Baldige Rückkehr zur alten Rolle erforderlich!
Berg, Tim Oliver; Carstensen, Kai - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 92 (2012) 2, pp. 79-81
Persistent link: https://www.econbiz.de/10009501820
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Baldige Rückkehr zur alten Rolle erforderlich!
Berg, Tim Oliver; Carstensen, Kai - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 92 (2012) 2, pp. 79-81
Persistent link: https://www.econbiz.de/10009678926