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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

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

Greek sovereign debt crisis : causes, fiscal adjustment programs and lessons for Croatia

Brkić, Mislav - In: Croatian economic survey 18 (2016) 1, pp. 71-99

Persistent link: https://www.econbiz.de/10011720016

Sovereign risk dynamics in the EU : the time varying relevance of fiscal and external (im)balances

Afonso, António; Alves, José; Monteiro, Sofia - In: Journal of international financial markets, … 94 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015063189

Numerical fiscal rules for economic unions : the role of sovereign spreads

Hatchondo, Juan Carlos; Martinez, Leonardo; Roch, Francisco - In: Economics letters 210 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013171264

Transmission of Sovereign Risk in the Euro Crisis

Brutti, Filippo - 2013

We assess the role of financial linkages in the transmission of sovereign risk in the Euro Crisis. Building on the narrative approach by Romer and Romer (1989), we use financial news to identify structural shocks in a vector autoregressive model of daily sovereign CDS premia for eleven European...

Persistent link: https://www.econbiz.de/10013091155

Revisiting Latin America's debt crisis : some lessons for the periphery of the eurozone

Capraro, Santiago; Perrotini Hernández, Ignacio - In: Cambridge journal of economics 37 (2013) 3, pp. 627-651

Persistent link: https://www.econbiz.de/10009771094

Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries

Gevorkyan, Arkady; Semmler, Willi - In: Empirica : journal of european economics 43 (2016) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10011647706

The sovereign default problem in the Eurozone : an insurance-based approach

Arnold, Nadjeschda Katharina; Rees, Ray - 2015

This paper argues that the Eurozone crisis stems from a risk management failure in the Eurosystem's design, and that …

Persistent link: https://www.econbiz.de/10010533082

Sovereign debt crisis : from challenges to solutions

Moisescu, Elena Raluca; Giurescu, Andrei - In: Theoretical and applied economics : GAER review 23 (2016) 1, pp. 195-202

Persistent link: https://www.econbiz.de/10011563822

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