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Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - In: Journal of financial intermediation 50 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013348118
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Eurozone crisis and banks' creditworthiness : what is new for credit default swap spread determinants?
Ortolano, Alessandra; Angelini, Eliana - In: Global business review 23 (2022) 4, pp. 911-924
Persistent link: https://www.econbiz.de/10013387257
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Sovereign debt holdings and banks' credit risk : evidence from the Eurozone
Abinzano, Isabel; Corredor, Pilar; Mansilla-Fernández, … - In: Finance research letters 47 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013457292
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Spillovers from one country's sovereign debt to CDS (credit default swap) spreads of others during the European crisis : a spatial approach
Kışla, Gül Huyugüzel; Muradoğlu, Gülnur; Özlem … - In: The journal of asset management : a major new, … 23 (2022) 4, pp. 277-296
Persistent link: https://www.econbiz.de/10013391984
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Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2021
Persistent link: https://www.econbiz.de/10012667120
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The role of uncertainty in the euro crisis : an application of liquidity preference theory
Pusch, Toralf - In: International review of applied economics 31 (2017) 4, pp. 527-548
Persistent link: https://www.econbiz.de/10011762070
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Monetary integration, soft budget constraints, and the EMU sovereign debt crises
Baskaran, Thushyanthan; Hessami, Zohal - In: Economics & politics 29 (2017) 3, pp. 252-275
Persistent link: https://www.econbiz.de/10011754205
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Signalling fiscal stress in the euro area : a country-specific early warning system
Hernández de Cos, Pablo; Moral-Benito, Enrique; … - 2014
Persistent link: https://www.econbiz.de/10011783181
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The decoupling between public debt fundamentals and bond spreads after the European sovereign debt crisis
Guirola, Luis; Pérez, Javier J. - In: Applied economics 55 (2023) 34, pp. 3971-3979
Persistent link: https://www.econbiz.de/10014299314
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Aging and fiscal sustainability in a small Euro Area economy
Castro, Gabriela; Maria, José R.; Félix, Ricardo Mourinho - In: Macroeconomic dynamics 21 (2017) 7, pp. 1673-1705
Persistent link: https://www.econbiz.de/10011805944