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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

Investor induced contagion during the banking and European sovereign debt crisis of 2007 - 2012 : wealth effect or portfolio rebalancing?

Petmezas, Dimitris; Santamaria, Daniel - In: Journal of international money and finance 49 (2014), pp. 401-424

Persistent link: https://www.econbiz.de/10010464994

Financial Contagion During Lehman Default and Sovereign Debt Crisis : An Empirical Analysis on Euro Area Bond and Equity Markets

Gentile, Monica - 2012

The recent Euro area crisis, which has originally been driven mainly by macroeconomic factors, has had a strong impact also on financial markets leading internationally to what is referred as contagion, that is co-movements among asset prices which have been excessive respect to fundamentals....

Persistent link: https://www.econbiz.de/10013096061

Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis : evidence from central Europe

Ters, Kristyna; Urban, Jörg - In: International review of economics & finance : IREF 54 (2018), pp. 123-142

Persistent link: https://www.econbiz.de/10012033352

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

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