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An integrated matching-immunization model for bond portfolio optimization

Xidonas, P.; Hassapis, Christis; Bouzianis, G.; … - In: Computational economics 51 (2018) 3, pp. 595-605

Persistent link: https://www.econbiz.de/10011963712

What are the driving factors behind the rise of spreads and CDSs of euro-area sovereign bonds? : a FAVAR model for Greece and Ireland

Apergēs, Nikolaos; Mamatzakis, Emmanuel C. - 2012

This paper examines the underlying dynamics of selected euro-area sovereign bonds by employing a factor-augmenting vector autoregressive (FAVAR) model for the first time in the literature. This methodology allows for identifying the underlying transmission mechanisms of several factors; in...

Persistent link: https://www.econbiz.de/10009533553

What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? : a FAVAR model for Greece and Ireland

Apergēs, Nikolaos; Mamatzakis, Emmanuel C. - In: International journal of economics and business research 7 (2014) 1, pp. 104-120

Persistent link: https://www.econbiz.de/10010351548

How are market preferences shaped? The case of sovereign debt of stressed euro-area countries

Mamatzakis, Emmanuel C.; Tsionas, Efthymios G. - In: Journal of banking & finance 61 (2015), pp. 106-116

Persistent link: https://www.econbiz.de/10011545149

What are the driving factors behind the rise of spreads and CDW of eurozone sovereign bonds? : a panel VAR analysis

Mamatzakis, Emmanuel C.; Remoundos, Panos - In: Global credit review 2 (2012) 2, pp. 79-94

Persistent link: https://www.econbiz.de/10009657000

Euro area unconventional monetary policy and bank resilience

Avalos, Fernando; Mamatzakis, Emmanuel C. - 2018

Persistent link: https://www.econbiz.de/10011979817