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Sovereign bond and CDS market contagion : a story from the Eurozone crisis

Bampinas, Georgios; Panagiōtidēs, Theodōros; … - 2023

Persistent link: https://www.econbiz.de/10014305835

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

The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market

Drago, Danilo; Gallo, Raffaele - In: Journal of international money and finance 67 (2016), pp. 264-286

Persistent link: https://www.econbiz.de/10011711628

The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets

Mili, Mehdi - In: Research in international business and finance 48 (2019), pp. 187-200

Persistent link: https://www.econbiz.de/10012135869

Impact of sovereign credit risk on the Lithuanian interest rate on loans

Kregždė, Arvydas; Murauskas, Gediminas - In: Mokslo darbai / Ekonomika 94 (2015) 2, pp. 113-128

Persistent link: https://www.econbiz.de/10011625192

Credit ratings and the pricing of sovereign debt during the euro crisis

Aizenman, Joshua; Binici, Mahir; Hutchison, Michael M. - In: Oxford review of economic policy 29 (2013) 3, pp. 582-609

Persistent link: https://www.econbiz.de/10010344446

Impact of QE on European sovereign bond market

Martin, Franck; Zhang, Jiangxingyun - 2017

Persistent link: https://www.econbiz.de/10011712977

Sovereign credit default swap and bond markets' dynamics : evidence from the European debt crisis

Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of monetary economics and finance 11 (2018) 2, pp. 110-125

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The impact of distressed economies on the EU sovereign market

Groba, Jonatan; Lafuente, Juan Angel; Serrano, Pedro - In: Journal of banking & finance 37 (2013) 7, pp. 2520-2532

Persistent link: https://www.econbiz.de/10009760595

The state dependent impact of bank exposure on sovereign risk

Podstawski, Maximilian; Velinov, Anton - 2016 - This version: February 11, 2016

The theoretical literature remains inconclusive on whether changes in bank exposure towards the domestic sovereign have an adverse effect on the sovereign risk position via a diabolic loop in the sovereign-bank nexus or reduce perceived default risk by acting as a disciplinary device for the...

Persistent link: https://www.econbiz.de/10011436025