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Financial contagion during Lehman default and sovereign debt crisis : an empirical analysis on Euro area bond and equity markets

Gentile, Monica; Giordano, Luca - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 197-224

Persistent link: https://www.econbiz.de/10011949603

Comovement between stock and bond markets and the 'flight-to-quality' during financial market turmoil : a case of the Eurozone countries most affected by the sovereign debt crisis...

Dajcman, Silvo - In: Applied economics letters 19 (2012) 16/18, pp. 1655-1662

Persistent link: https://www.econbiz.de/10009683991

Time-scale analysis of sovereign bonds market co-movement in the EU

Smolik, Filip; Vacha, Lukas - 2015

horizons, and through time. We divide the countries into three groups; the Core of the Eurozone, the Periphery of the Eurozone … and the states outside the Eurozone. Results indicate that co-movement considerably decreased in the crisis period for all …

Persistent link: https://www.econbiz.de/10011280710

Contagion in eurozone sovereign bond markets? : the good, the bad and the ugly

Cronin, David; Flavin, Thomas J.; Sheenan, Lisa - 2016

Persistent link: https://www.econbiz.de/10011488619

Contagion in Eurozone sovereign bond markets? : the good, the bad and the ugly

Cronin, David; Flavin, Thomas J.; Sheenan, Lisa - In: Economics letters 143 (2016), pp. 5-8

Persistent link: https://www.econbiz.de/10011616776

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

Classifying returns as extreme : european stock and bond markets

Christiansen, Charlotte - In: International review of financial analysis 34 (2014), pp. 1-4

Persistent link: https://www.econbiz.de/10010520407

Equity market contagion in return volatility during Euro Zone and global financial crises : evidence from FIMACH model

Quoreshi, A. M. M. Shahiduzzaman; Uddin, Reaz; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/94, pp. 1-18

volatility, which has not been studied earlier. The study examines squared stock index returns of equity in 35 markets, including … of volatility. Results from the conditional heteroskedasticity long memory model show the evidence of long memory in the …

Persistent link: https://www.econbiz.de/10012022043

Europe needs more than a Capital Markets Union : focus on the integration of euro area sovereign debt markets

Breitenfellner, Andreas; Schuberth, Helene - In: Vierteljahrshefte zur Wirtschaftsforschung 86 (2017) 2, pp. 9-20

With a view to establishing a Capital Markets Union (CMU), efforts to integrate (private) capital markets and private risk-sharing in the European Union are underway. However, the single (capital) market will be burdened by a perennial potential threat to sovereign bond market stability in the...

Persistent link: https://www.econbiz.de/10012051172

All in: market expectations of eurozone integrity in the sovereign debt crisis

Chang, Michele; Leblond, Patrick - In: Review of international political economy : RIPE 22 (2015) 3, pp. 626-655

Persistent link: https://www.econbiz.de/10011372875

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