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Modeling exchange rate volatility in CEEC countries : impact of global financial and European sovereign debt crisis
Miletić, Siniša - In: Megatrend revija 12 (2015) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10011308580
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Equity market contagion in return volatility during Euro Zone and global financial crises : evidence from FIMACH model
Quoreshi, A. M. M. Shahiduzzaman; Uddin, Reaz; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/94, pp. 1-18
volatility, which has not been studied earlier. The study examines squared stock index returns of equity in 35 markets, including … of volatility. Results from the conditional heteroskedasticity long memory model show the evidence of long memory in the …
Persistent link: https://www.econbiz.de/10012022043
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Quantifying risks to sovereign market access : methods and challenges
Zigraiova, Diana; Erce, Aitor; Jiang, Xu - 2020
Persistent link: https://www.econbiz.de/10012200503
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The economic diplomacy of sovereign debt crises : Latin America and the euro-zone compared
Bayne, Nicholas - In: International journal of diplomacy and economy 1 (2012) 1, pp. 4-18
Persistent link: https://www.econbiz.de/10009778027
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The origin and resolution of debt crises : it is now always fiscal!
Frenkel, Roberto - In: Comparative economic studies 55 (2013) 3, pp. 431-453
Persistent link: https://www.econbiz.de/10010187966
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Crowding-out, home bias and financial stability in the aftermath of the sovereign debt crisis
Alupoaiei, Alexie; Kubinschi, Matei; Rădulescu, Eugen; … - In: Theoretical and applied economics : GAER review 31 (2024) 2/639, pp. 107-128
Persistent link: https://www.econbiz.de/10015054080
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Banking, currency, stock market and debt crises : revisiting Reinhart & Rogoff debt analysis in Spain, 1850-1995
Maixé-Altés, J. Carles; Iglesias, Emma M. - 2016
Persistent link: https://www.econbiz.de/10011444625
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International liquidity shocks and the European sovereign debt crisis : was euro area unconventional monetary policy successful?
Everett, Mary M. - 2015
Using novel data on individual euro area banks' balance sheets this paper shows that exposure to stressed European sovereigns manifested in a liquidity shock to their international funding through two channels: (i) a contraction in cross-border funding, and (ii) a contraction in US wholesale...
Persistent link: https://www.econbiz.de/10011374059
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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