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The influence of sovereign bond yields on bank lending rates: the pass-through in Europe

Eller, Markus; Reininger, Thomas - In: Focus on European economic integration (2016) 2, pp. 54-78

Persistent link: https://www.econbiz.de/10011672403

Market perception of sovereign credit risk in the euro area during the financial crisis

Camba-Méndez, Gonzalo; Serwa, Dobromił - In: The North American journal of economics and finance : a … 37 (2016), pp. 168-189

Persistent link: https://www.econbiz.de/10011672946

Pricing sovereign credit risk of Poland : evidence from the CDS market

Camba-Méndez, Gonzalo; Kostrzewa, Konrad; Marszal, Anna; … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2687-2705

Persistent link: https://www.econbiz.de/10011675567

Measuring sovereign credit risk using a structural model approach

Lee, Han-Hsing; Shih, Kuanyu; Wang, Kehluh - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 1097-1128

Persistent link: https://www.econbiz.de/10011595807

Assessing sovereign default risk : a bottom-up approach

Liu, Feng; Kalotay, Egon; Trück, Stefan - In: Economic modelling 70 (2018), pp. 525-542

Persistent link: https://www.econbiz.de/10012027982

Price discovery in euro area sovereign credit markets and the ban on naked CDS

Gyntelberg, Jacob; Hördahl, Peter; Ters, Kristyna; … - In: Journal of banking & finance 96 (2018), pp. 106-125

Persistent link: https://www.econbiz.de/10011967185

Aggregate accounting data and the prediction of credit risk

Kousenidis, Dimitrios V.; Ladas, Anestis C.; Negkakis, … - In: The international journal of accounting : TIJA 54 (2019) 1, pp. 1950001-1-1950001-30

Persistent link: https://www.econbiz.de/10012108627

Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis : evidence from central Europe

Ters, Kristyna; Urban, Jörg - In: International review of economics & finance : IREF 54 (2018), pp. 123-142

Persistent link: https://www.econbiz.de/10012033352

Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives

Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2018

Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....

Persistent link: https://www.econbiz.de/10011888333

The walking debt crisis

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