We investigate the relationship of the market pricing of sovereign risk to default, through CDS spreads for 16 Eurozone … discrimination between South and West Euro Area Periphery (SWEAP) and the core Eurozone, highlighting asymmetries discovered either … words, the “fragility hypothesis of the Eurozone” …

This paper researched on the causes, current consequences and potential implication of the European debt crisis. The … sharp rise in bond yields, CDS, cross-correlation and spillover effects across bond markets of the Eurozone. Yield curves of … the economic downturns. Potential problems that might arise from this severe crisis and financial prospects of European …

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

liquidity and solvency crises: At the onset of a ESM programme, the framework demands an immediate maturity extension if the …

Introduction -- The sovereign-banks Nexus : an economic analysis -- The European sovereign debt crisis as a source of … : Hitherto European actions and their critique -- Closing the second channel of contagion from sovereigns to banks : legal …