from Europe, the US and Japan. The model is used to conduct systematic shock simulations and thereby compute a measure of …

of one to two hours in GIIPS countries. By using an exogenous macroeconomic news shock, we can show that, during the …

This paper investigates the effect of European monetary policies on Eurozone countries' sovereign risks. We control for … countries in the Eurozone. The effects are larger after the 2012 Greek debt crisis. When the ECB increases its refinancing rate …