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Market effects of central bank credit markets support programs in Europe
Kitsul, Yuriy; Sokolinskiy, Oleg V.; Wright, Jonathan H. - 2022
Persistent link: https://www.econbiz.de/10013375450
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Measuring connectedness of Euro area sovereign risk
Gätjen, Rebekka; Schienle, Melanie - 2015
connectedness measures find distinct and complementary information from CDS and bond yield data on European area sovereign risk. The … detection and use of these second moment di erences of CDS and bond data is new to the literature and allows to identify …
Persistent link: https://www.econbiz.de/10010503874
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Credit risk and the transmission of interest rate shocks
Palazzo, Berardino; Yamarthy, Ram - In: Journal of monetary economics 130 (2022), pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
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Sovereign risk connectedness : the impact of ECB's policy announcements in Central and Eastern Europe
Ciocirlan, C.; Nițoi, M. - In: Empirica : journal of european economics 50 (2023) 4, pp. 1025-1054
Persistent link: https://www.econbiz.de/10014420248
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Credit Default Swap Clearinghouses and Systemic Risk : Why Centralized Counterparties Must Have Access to Central Bank Liquidity
Kress, Jeremy C. - 2011
Credit default swaps ("CDSs") were widely blamed as a primary cause of the recent financial crisis; CDSs fomented panic as the price of credit protection spiked and contributed to the Federal Reserve's decision to bail out American International Group. To reduce the likelihood that credit...
Persistent link: https://www.econbiz.de/10013133697
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Central bank gold reserves and sovereign credit risk
Rathi, Sawan; Mohapatra, Sanket; Sahay, Arvind - 2021
Persistent link: https://www.econbiz.de/10012793392
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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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Central bank gold reserves and sovereign credit risk
Rathi, Sawan; Mohapatra, Sanket; Sahay, Arvind - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014575515
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Credit derivatives : a new source of financial instability?
Frankreich / Commission de Contrôle des Assurances - In: Financial stability review : FSR (2002) 1, pp. 69-83
Persistent link: https://www.econbiz.de/10002100751
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Central Banking in Africa : Prospects in a Changing World
Caruana, Jaime - 2013
Governors and senior officials representing some two dozen central banks from Africa and other regions of the world met …
Persistent link: https://www.econbiz.de/10013092071