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Testing the efficiency of the GIPS sovereign debt markets using an asymmetrical volatility test
Fakhry, Bachar; Richter, Christian - In: Journal of economics and political economy : JEPE 3 (2016) 3, pp. 524-535
Persistent link: https://www.econbiz.de/10011567775
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Risks of Latin America sovereign debts before and after the financial crisis
Wang, Alan T.; Yao, Chengxue - In: Applied economics 46 (2014) 13/15, pp. 1665-1676
Persistent link: https://www.econbiz.de/10010412883
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Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries
Gevorkyan, Arkady; Semmler, Willi - In: Empirica : journal of european economics 43 (2016) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10011647706
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Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil
Babalos, Vassilios; Stavroyiannis, Stavros - In: Research in international business and finance 42 (2017), pp. 1021-1029
Persistent link: https://www.econbiz.de/10011760639
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The impact of regime-switching behaviour of price volatility on efficiency of the US sovereign debt market
Masood, Omar; Aktan, Bora; Gavurová, Beata; Fakhry, Bachar - In: Economic research 30 (2017) 1,2, pp. 1865-1881
Persistent link: https://www.econbiz.de/10012225200
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The sovereign rating channel in the European debt crisis : spillover effects on sovereign CDS and other systemic risk indicators
Georgoutsos, Demetris A.; Moratis, George - 2024
Persistent link: https://www.econbiz.de/10015047370
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Sovereign debt crisis in Portugal and Spain
Afonso, António; Verdial, Nuno - 2020
The 2007-2008 financial crisis and the European sovereign debt crisis effects rippled through the financial system, banks and sovereign states. We analyze these events, focusing on the Portuguese and Spanish case after providing an insight into the Eurozone. We assessed the pricing of sovereign...
Persistent link: https://www.econbiz.de/10012164218
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Climate change and the pricing of sovereign debt : insights from European markets
Boitan, Iustina Alina; Marchewka-Bartkowiak, Kamilla - In: Research in international business and finance 62 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014247248
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Volatility of yields of government bonds among GIIPS Countries during the sovereign debt crisis in the Euro Area
Heryán, Tomáš; Ziegelbauer, Jan - In: Equilibrium : quarterly journal of economics and … 11 (2016) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10011487821
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Systemic sovereign risk in Europe : an MES and CES approach
Popescu, Alexandra; Turcu, Camelia - In: Revue d'économie politique 124 (2014) 6, pp. 899-925
Persistent link: https://www.econbiz.de/10011440848