Similar Search Results

The sovereign debt crisis : rebalancing or freezes?

Östberg, Peter; Richter, Thomas - 2018

Using high-frequency data we document that episodes of market turmoil in the European sovereign bond market are on average associated with large decreases in trading volume. The response of trading volume to market stress is conditional on transaction costs. Low transaction cost turmoil episodes...

Persistent link: https://www.econbiz.de/10011865537

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

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

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

environment; ii) the role of government bonds as liquidity instruments; iii) whether and how the correlation structure of the … sovereign-bonds’ market values affects the portfolio composition of liquidity instruments and prices, and the scope for a debt …

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

Does local and Euro area sentiment matter for sovereign debt markets? : evidence from a bailout country

Fernandes, Carla Manuela da Assunção; Gonçalves, … - In: Applied economics 48 (2016) 7/9, pp. 816-834

Persistent link: https://www.econbiz.de/10011414055

The IMF to the rescue : did the euro area benefit from the fund's experience in crisis fighting?

Dullien, Sebastian; Fritz, Barbara; Mühlich, Laurissa - 2016

The paper analyses how the IMF brought its experience gained in emerging market sovereign debt crises in the troika’s handling of the euro crisis. We link models of multiple equilibria with the IMF's experience made in Latin American crises in the 2000s. We examine subsequent changes in the...

Persistent link: https://www.econbiz.de/10011548057

European bond ETFs : tracking errors and the sovereign debt crisis

Drenovak, Mikica; Urošević, Branko; Jelic, Ranko - In: European financial management : the journal of the … 20 (2014) 5, pp. 958-994

Persistent link: https://www.econbiz.de/10010504232

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

Repatriation of debt in the Euro crisis : evidence for the secondary market theory

Brutti, Filippo; Sauré, Philip - 2014

Persistent link: https://www.econbiz.de/10010351046

Reducing sovereign debt levels in the post-Covid Eurozone with a simple deficit rule

Jost, Thomas; Tödter, Karl-Heinz - 2021

Debt levels in the eurozone have reached new record highs. The member countries have tried to cushion the economic … as well as with the hypothetical application of the new fiscal rule to eurozone economies from 2022 to 2026. Finally, we … take up the recent proposal by ESM economists to increase the permissible debt ratio from 60 to 100% of GDP in the eurozone. …

Persistent link: https://www.econbiz.de/10012798538

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

Lamas, Matías; Mencía, Javier - 2019

strong link is present between central bank liquidity support and sovereign holdings, opportunistic strategies or reach … advantage of their higher risk-bearing capacity to gain exposure (via central bank liquidity) to the set of riskier sovereign …

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

1
2
3
4
5
6
7
8
9
10
Next
Last