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The asymmetric impact of the pandemic crisis on interest rates on public debt in the Eurozone

Carnazza, Giovanni; Liberati, Paolo - In: Journal of policy modeling : JPMOD ; a social science … 43 (2021) 3, pp. 521-542

Persistent link: https://www.econbiz.de/10012880120

Fiscal Austerity, Growth Prospects, and Sovereign CDS Spreads : The Eurozone and Beyond

Yuan, Chunming - 2014

swaps (CDS) for a panel of 36 countries including the Eurozone. We find that austerity practice generally leads to an …

Persistent link: https://www.econbiz.de/10013062276

The role of ECB monetary policy and financial stress on Eurozone sovereign yields

Blot, Christophe; Creel, Jérôme; Hubert, Paul; … - In: Empirical economics : a journal of the Institute for … 59 (2020) 3, pp. 1189-1211

Persistent link: https://www.econbiz.de/10012284979

The benefits of reducing hold-out risk : evidence from the Euro CAC experiment, 2013-2018

Picarelli, Mattia; Erce, Aitor; Jiang, Xu - 2018

Persistent link: https://www.econbiz.de/10011948231

Quantitative easing and the pricing of EMU sovereign debt

Kinateder, Harald; Wagner, Niklas F. - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 1-12

Persistent link: https://www.econbiz.de/10011792719

The price of the euro : evidence from sovereign debt markets

Mäkelä, Erik - In: Applied economics 48 (2016) 46/48, pp. 4510-4525

Persistent link: https://www.econbiz.de/10011640127

Interest rate convergence, sovereign credit risk and the European debt crisis : a survey

Gruppe, Mario; Basse, Tobias; Friedrich, Meik; Lange, … - In: Journal of risk finance : the convergence of financial … 18 (2017) 4, pp. 432-442

Persistent link: https://www.econbiz.de/10011782720

Sovereign debt, the blessing aspects and the implications for the Euro area

Chiesa, Gabriella - In: Vierteljahrshefte zur Wirtschaftsforschung 89 (2020) 1, pp. 9-30

The Euro area has a unique monetary authority that governs money creation, but several individual-countries’ sovereign debts that differ in terms of safety. We analyse: i) the interactions between the financial and real sector in such an environment; ii) the role of government bonds as...

Persistent link: https://www.econbiz.de/10012507194

The risk of the sovereign debt default : the Eurozone crisis 2008-2013

Stamatopoulos, Theodoros V.; Arvanitis, Stavros E.; … - In: Applied economics 49 (2017) 38, pp. 3782-3796

Persistent link: https://www.econbiz.de/10011819935

Sovereign Bond Spreads and the Pricing of Sovereign Debt in the Eurozone : A Macroeconomic Fundamentals Approach

Goldberg, David - 2017

This paper investigates and models the yield spreads of sovereign debt of Eurozone countries by means of macroeconomic … fundamentals. In particular, this paper shows that the change in the volatility of terms-of-trade of trade outside the Eurozone was … terms-of-trade in this manner for the Eurozone, and presents important findings for fixed income investors …

Persistent link: https://www.econbiz.de/10012948379