This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … the empirical evidence on European sovereigns CDS spreads and estimate an econometric model where a crucial role is played … sovereign risk factor, a European sovereign risk factor and a Financial intermediaries risk factor. Our main findings are as …

We study sovereign default risk as measured by credit default swap (CDS) spreads of Eurozone member states between 2008 …

The aim of this paper is to study the determinants of sovereign debt maturity for 23 European countries during the …