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Sovereign credit risk co-movements in the eurozone : simple interdependence or contagion? ; conference paper

Buchholz, Manuel; Tonzer, Lena - 2014

Since the onset of the eurozone sovereign debt crisis, credit risk spreads in Europe have diverged. Despite this divergence, credit risk comoves strongly within certain country groups such as the eurozone periphery. We seek to answer what the determinants of the observed pattern of credit risk...

Persistent link: https://www.econbiz.de/10010486057

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries

Silvapulle, Paramsothy; Fenech, Jean Pierre; Thomasa, Alice - In: Economic modelling 58 (2016), pp. 83-92

Persistent link: https://www.econbiz.de/10011647047

Modeling exchange rate volatility in CEEC countries : impact of global financial and European sovereign debt crisis

Miletić, Siniša - In: Megatrend revija 12 (2015) 1, pp. 105-121

Persistent link: https://www.econbiz.de/10011308580

Measuring sovereign contagion in Europe

Caporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, … - In: Journal of financial stability 34 (2018), pp. 150-181

Persistent link: https://www.econbiz.de/10012156803

What drives sovereign debt portfolios of banks in a crisis context?

Lamas, Matías; Mencía, Javier - 2018

Persistent link: https://www.econbiz.de/10011946887

Spillovers and contagion in the sovereign CDS market

Adam, Michał - In: Bank i kredyt 44 (2013) 6, pp. 571-604

Persistent link: https://www.econbiz.de/10010339876

Endgame : the end of the debt supercycle and how it changes everything

Mauldin, John; Tepper, Jonathan - 2011

An exhaustive look at world markets and why the economy has been so unpredictable Greece isn't the only country … and credit crisis?is affecting developed countries around the world, including the United States. For these countries … would be to ignore the deleveraging resulting from the credit crisis. Reveals why the world economy is in for an extended …