Narrow search
Showing 1 - 10 of 2,940
Cover Image
Sovereign risk premia in the Euro Area and the role of contagion
Linciano, Nadia; Giordano, Luca; Soccorso, Paola - In: Journal of financial management, markets and institutions 1 (2013) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10011949545
Cover Image
The pricing of sovereign risk and contagion during the European sovereign debt crisis
Beirne, John; Fratzscher, Marcel - In: Journal of international money and finance 34 (2013), pp. 60-82
Persistent link: https://www.econbiz.de/10009751130
Cover Image
Eurozone sovereign contagion : evidence from the CDS market ; 2005 - 2010
Kalbaska, A.; Gątkowski, M. - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 657-673
Persistent link: https://www.econbiz.de/10009697968
Cover Image
The pricing of sovereign risk and contagion during the European sovereign debt crisis
Beirne, John; Fratzscher, Marcel - 2013
Persistent link: https://www.econbiz.de/10010233234
Cover Image
Sovereign risk contagion in the Eurozone : a time-varying coefficient approach
Ludwig, Alexander - 2013
This paper analyzes sovereign risk contagion in the Eurozone using an extension to the canonical model for contagion …
Persistent link: https://www.econbiz.de/10010222446
Cover Image
The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis
Beirne, John - 2014
The paper analyses the drivers of sovereign risk for 31 advanced and emerging economies during the European sovereign debt crisis. It shows that a deterioration in countries' fundamentals and fundamentals contagion – a sharp rise in the sensitivity of financial markets to fundamentals – are...
Persistent link: https://www.econbiz.de/10013061742
Cover Image
Sovereign contagion in Europe : evidence from the CDS market
Manasse, Paolo; Zavalloni, Luca - 2013
This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more … remarkable: the core Eurozone members become less vulnerable to EUZ contagion, possibly due to a safe-heaven effect, while …
Persistent link: https://www.econbiz.de/10011731038
Cover Image
Eurozone Sovereign Contagion : Evidence from the CDS Market (2005–2010)
Kalbaska, Alesia - 2017
the Eurozone. The adjusted correlation analysis confirms that Greece and other PIIGS (even Spain and Italy) have lower …
Persistent link: https://www.econbiz.de/10012965163
Cover Image
Flight patterns and yields of European Government Bonds
Schweinitz, Gregor von - 2013
The current European Debt Crisis has led to a reinforced effort to identify the sources of risk and their influence on yields of European Government Bonds. Until now, the potentially nonlinear influence and the theoretical need for interactions reflecting flighttoquality and flight-to-liquidity...
Persistent link: https://www.econbiz.de/10009771035
Cover Image
Liquidity spillovers in sovereign bond and CDS markets : an analysis of the Eurozone sovereign debt crisis
Calice, Giovanni; Chen, Jing; Williams, Julian - In: Journal of economic behavior & organization : JEBO 85 (2013) 1, pp. 122-143
Persistent link: https://www.econbiz.de/10009708778