Similar Search Results

Narrow search

Causes and hazards of the euro area sovereign debt crisis : pure and fundamentals-based contagion

Gómez Puig, Marta; Sosvilla-Rivero, Simón - In: Economic modelling 56 (2016), pp. 133-147

Persistent link: https://www.econbiz.de/10011646024

Conditional dependence of US and EU sovereign CDS : a time-varying copula-based estimation

Atil, Ahmed; Bradford, Marc; El Marzougui, Abdelaziz; … - In: Finance research letters 19 (2016), pp. 42-53

Persistent link: https://www.econbiz.de/10011657442

The effect of political communication on European financial markets during the sovereign debt crisis

Conrad, Christian; Zumbach, Klaus Ulrich - In: Journal of empirical finance 39 (2016), pp. 209-214

Persistent link: https://www.econbiz.de/10011663845

The European sovereign debt crisis : what have we learned?

Kräussl, Roman; Lehnert, Thorsten; Stefanova, Denitsa - In: Journal of empirical finance 38 (2016), pp. 363-373

Persistent link: https://www.econbiz.de/10011664769

Disentangling contagion among sovereign CDS spreads during the European debt crisis

Broto, Carmen; Pérez-Quirós, Gabriel - In: Journal of empirical finance 32 (2015), pp. 165-179

Persistent link: https://www.econbiz.de/10011556813

The European sovereign debt crisis : what have we learned?

Kräussl, Roman; Lehnert, Thorsten; Stefanova, Denitsa - 2017

This paper sets the background for the Special Issue of the Journal of Empirical Finance on the European Sovereign Debt Crisis. It identifies the channel through which risks in the financial industry leaked into the public sector. It discusses the role of the bank rescues in igniting the...

Persistent link: https://www.econbiz.de/10011588156