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Change in the flow of funds and the fiscal rules needed for fiscal stabilization

Yoshino, Naoyuki; Mizoguchi, Tetsuro - In: Public policy review 9 (2013) 1, pp. 51-70

Persistent link: https://www.econbiz.de/10009693307

The threat of financial contagion to emerging Asia's local bond markets : spillovers from global crises

Azis, Iwan J.; Mitra, Sabyasachi; Baluga, Anthony; … - 2013

This paper employs multivariate GARCH models with a BEKK specification to show significant shock and volatility … markets from shock and volatility spillovers in mature markets is real. Although emerging Asian local bond market volatilities … are more determined by their own respective shocks and volatilities, in some markets the direct shock and volatility …

Persistent link: https://www.econbiz.de/10009696941

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

Volatility in EMU sovereign bond yields : permanent and transitory components

Sosvilla-Rivero, Simón; Morales Zumaquero, Amalia - In: Applied financial economics 22 (2012) 16/18, pp. 1453-1464

Persistent link: https://www.econbiz.de/10009626055

Modelling sovereign credit spreads with international macro-factors : the case of Brazil 1998 - 2009

Liu, Zhuoshi; Spencer, Peter D. - In: Journal of banking & finance 37 (2013) 2, pp. 241-256

Persistent link: https://www.econbiz.de/10009705703

UK macroeconomic volatility and the term structure of interest rates

Spencer, Peter D. - 2011

Persistent link: https://www.econbiz.de/10009419649

The impact of distressed economies on the EU sovereign market

Groba, Jonatan; Lafuente, Juan Angel; Serrano, Pedro - In: Journal of banking & finance 37 (2013) 7, pp. 2520-2532

Persistent link: https://www.econbiz.de/10009760595

No arbitrage priors, drifting volatilites, and the term structure of interest rates

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2014

Persistent link: https://www.econbiz.de/10010363319

Sovereign yield spreads during the Euro-crisis : fundamental factors versus redenomination risk

Klose, Jens; Weigert, Benjamin - 2013 - This version: September 2013

The intensity of the Euro-crisis was reflected by significant increases of sovereign bond yields in the troubled countries. This has launched a hot debate whether this increase can solely be attributed to fundamental factors like e.g. rescue programmes, rising budget deficits, deteriorating...

Persistent link: https://www.econbiz.de/10010239632

Bond markets co-movement dynamics and macroeconomic factors : evidence from emerging and frontier markets

Piljak, Vanja - In: Emerging markets review 17 (2013), pp. 29-43

Persistent link: https://www.econbiz.de/10010243127