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Corsetti, Giancarlo; Maeng, Seung Hyun - 2020

Persistent link: https://www.econbiz.de/10012501064

Early warning system for government debt crisis in developing countries

Wijayanti, Rani; Rachmanira, Sagita - In: Journal of central banking theory and practice 9 (2020), pp. 103-124

This study develops an early warning signal (EWS) of government debt crisis using a panel data consisting of 43 developing countries over the period of 1960 to 2017. It employs two different methods: the noise to signal ratio to capture the signaling power of individual indicators; and the...

Persistent link: https://www.econbiz.de/10012306685

From liquidity crisis to sovereign debt crisis

Vinerean, Simona - In: Expert journal of finance 1 (2013), pp. 19-27

Persistent link: https://www.econbiz.de/10011572396

The determinants of Greek bond yields : an empirical study before and during the crisis

Chionis, Dionisis; Pragidis, Ioannis; Schizas, Panagiotis - In: Journal of economic studies 43 (2016) 3, pp. 504-519

Persistent link: https://www.econbiz.de/10011690209

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries

Silvapulle, Paramsothy; Fenech, Jean Pierre; Thomasa, Alice - In: Economic modelling 58 (2016), pp. 83-92

Persistent link: https://www.econbiz.de/10011647047

Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis : a dynamic copula approach

Bekiros, Stelios; Hammoudeh, Shawkat; Jammazi, Rania; … - In: Applied economics 50 (2018) 47, pp. 5031-5049

Persistent link: https://www.econbiz.de/10012061678

Gambling for redemption and self-fulfilling debt crises

Conesa, Juan Carlos; Kehoe, Timothy Jerome - In: Economic theory : official journal of the Society for … 64 (2017) 4, pp. 707-740

Persistent link: https://www.econbiz.de/10011946054

What drives sovereign debt portfolios of banks in a crisis context?

Lamas, Matías; Mencía, Javier - 2018

Persistent link: https://www.econbiz.de/10011946887

Sovereign debt and systemic risk in the eurozone : a macroeconomic perspective

Popescu, Alexandra; Turcu, Camelia - In: Economic modelling 67 (2017), pp. 275-284

Persistent link: https://www.econbiz.de/10011813829

Sovereign and bank interdependencies : evidence from the CDS market

Yu, Sherry - In: Research in international business and finance 39 (2017), pp. 68-84

Persistent link: https://www.econbiz.de/10011876438