Narrow search
Showing 1 - 10 of 10,429
Cover Image
The efficiency of the GIPS sovereign debt markets during crisis
Fakhry, Bachar; Masood, Omar; Bellalah, Mondher - In: International journal of business 21 (2016) 1, pp. 87-98
Persistent link: https://www.econbiz.de/10011457850
Cover Image
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
Cover Image
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
Cover Image
Sovereign risk and the impact of crisis : evidence from Latin America
Batten, Jonathan A.; Gannon, Gerard L.; Thuraisamy, … - In: Journal of banking & finance 77 (2017), pp. 328-350
Persistent link: https://www.econbiz.de/10011814792
Cover Image
Financial crises, debt volatility and optimal taxes
Parra-Polania, Julian A.; Vargas, Carmiña O. - 2014
Persistent link: https://www.econbiz.de/10010390165
Cover Image
Greek sovereign bond index, volatility, and structural breaks
Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of economics and finance 38 (2014) 4, pp. 687-697
Persistent link: https://www.econbiz.de/10011333815
Cover Image
Volatility and mean spillovers between sovereign and banking sector CDS markets : a note on the European sovereign debt crisis
Tamakoshi, Go; Hamori, Shigeyuki - In: Applied economics letters 20 (2013) 1/3, pp. 267-271
Persistent link: https://www.econbiz.de/10009702942
Cover Image
Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis
Bellalah, Makram; Bellalah, Mondher; Boussada, Haifa - In: International journal of business 21 (2016) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011457828
Cover Image
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
Cover Image
Volatility spillovers in EMU sovereign bond markets
Fernández Rodríguez, Fernando; Gómez Puig, Marta; … - In: International review of economics & finance : IREF 39 (2015), pp. 337-352
Persistent link: https://www.econbiz.de/10011572456