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Credit Ratings and Bond Spreads of the GIIPS

de Vries, Tim - 2014

(Greece, Ireland, Italy, Portugal and Spain) for the period 1995-2014. Since 2012, bond spreads of those countries have come …

Persistent link: https://www.econbiz.de/10013049947

The Financial and Macroeconomic Effects of OMT Announcements

Altavilla, Carlo - 2014

France, Germany, Italy, and Spain. The scenario analysis suggests that the reduction in bond yields due to OMT announcements … is associated with a significant increase in real activity, credit, and prices in Italy and Spain with relatively muted …

Persistent link: https://www.econbiz.de/10013051170

After the OMT Case : The Supremacy of EU Law as the Guarantee of the Equality of the Member States

Fabbrini, Federico - 2015

The article analyzes the recent judgment of the European Court of Justice (ECJ) in the Gauweiler case, answering the first preliminary reference ever by the German Constitutional Court on the legality of the Outright Monetary Transaction (OMT) program of the European Central Bank (ECB). As the...

Persistent link: https://www.econbiz.de/10013017904

And Indeed It Was a (Failed) Nullification Crisis : The OMT Judgment of the German Federal Constitutional Court and the Winners and Losers of the Final Showdown in the OMT Case

Pace, Lorenzo Federico - 2016

The aim of the present article is twofold. Firstly, to put the German Federal Constitutional Court (i.e., the BverfG) judgment into the context of a drawn-out conflict between the German Republic and the European Union regarding the setting up of a crisis management tool in the area of monetary...

Persistent link: https://www.econbiz.de/10012984451

Real Effects of Sovereign Bond Market Spillovers in the Euro Area

Gadatsch, Niklas - 2016

these countries, up to 0.8 percentage points (PP) Portugal and Ireland, 0.3 PP in Italy and 0.2 PP in Spain …

Persistent link: https://www.econbiz.de/10012985874

Designing volatility indices for Austria, Finland and Spain

Campisi, Giovanni; Muzzioli, Silvia - In: Financial markets and portfolio management 35 (2021) 3, pp. 369-455

Persistent link: https://www.econbiz.de/10012616167

A GARCH approach to model short-term interest rates : evidence from Spanish economy

Sánchez García, Javier; Cruz Rambaud, Salvador - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1621-1632

Persistent link: https://www.econbiz.de/10013184367

Lessons from Estimating the Average Option-implied Volatility Term Structure for the Spanish Banking Sector

Gonzalez-Perez, Maria T. - 2021

This paper estimates the volatility index term structure for the Spanish bank industry (SBVX) using the implied volatility of individual banks and assuming market correlation risk premium. This methodology enables calculating a volatility index for arbitrary (non-traded) portfolios. Using data...

Persistent link: https://www.econbiz.de/10013213584

Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector

González-Pérez, María T. - 2021

Persistent link: https://www.econbiz.de/10012793105

Tourism demand and economic growth in Spain : new insights based on the yield curve

Santamaria, Daniel; Filis, George - In: Tourism management : research, policies, practice 75 (2019), pp. 447-459

Persistent link: https://www.econbiz.de/10012063707