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Wegener, Christoph; Kruse, Robinson; Basse, Tobias - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 382-402

Persistent link: https://www.econbiz.de/10012138503

Self-fulfilling debt crises with long stagnations

Ayres, Joao; Navarro, Gaston; Nicolini, Juan Pablo; … - 2019

Persistent link: https://www.econbiz.de/10012041273

Disentangling contagion among sovereign cds spreads during the european debt crisis

Broto, Carmen; Pérez-Quirós, Gabriel - 2013

Persistent link: https://www.econbiz.de/10011770372

Flight-to-liquidity flows in the euro area sovereign debt crisis

Garcia, Juan Angel; Gimeno, Ricardo - 2014

Persistent link: https://www.econbiz.de/10011783079

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

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

Lamas, Matías; Mencía, Javier - 2019

We study determinants of sovereign portfolios of Spanish banks over a long time-span, starting in 2008. Our findings challenge the view that banks engaged in moral hazard strategies to exploit the regulatory treatment of sovereign exposures. In particular, we show that being a weakly capitalized...

Persistent link: https://www.econbiz.de/10011978836

Conditional dependence of US and EU sovereign CDS : a time-varying copula-based estimation

Atil, Ahmed; Bradford, Marc; El Marzougui, Abdelaziz; … - In: Finance research letters 19 (2016), pp. 42-53

Persistent link: https://www.econbiz.de/10011657442

The Long and the Short of It : Sovereign Debt Crises and Debt Maturity

Fernández, Raquel - 2014

We present a simple model of sovereign debt crises in which a country chooses its optimal mix of short and long … incentives to engage in debt dilution, the country must issue short-term debt. This exposes it to roll-over crises and … maturity in the event of crises, and show that both necessarily improve ex ante welfare if they do not decrease expected …

Persistent link: https://www.econbiz.de/10012457880

Self-fulfilling debt crises with long stagnations

Ayres, Joao; Navarro, Gaston; Nicolini, Juan Pablo; … - 2024

Persistent link: https://www.econbiz.de/10014560523

The "dark side" of credit default swaps initiation : a close look at sovereign debt crises

Balima, Wenéyam Hippolyte; Combes, Jean-Louis; Minea, … - In: Macroeconomic dynamics 25 (2021) 1, pp. 124-153

Persistent link: https://www.econbiz.de/10012437229