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Sovereign CDS and bond credit spread dynamics in the Euro zone : evidence of an asymmetric price transmission in sovereign debt markets

Silva, Paulo Pereira da - In: International journal of financial markets and derivatives 3 (2014) 4, pp. 293-321

Persistent link: https://www.econbiz.de/10010406908

Sovereign credit risk, liquidity, and ECB intervention : deus ex machina?

Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; … - 2015 - First draft: September 2013, This draft: March 2015

This paper examines the dynamic relationship between credit risk and liquidity in the sovereign bond market in the context of the European Central Bank (ECB) interventions. Using a comprehensive set of liquidity measures obtained from a detailed, quote-level dataset of the largest interdealer...

Persistent link: https://www.econbiz.de/10010503289

How did the capital market evaluate Germany's prospects for winning World War I? : evidence from the Amsterdam market for government bonds

Jopp, Tobias Alexander - In: Jahrbuch für Wirtschaftsgeschichte (2014) 2, pp. 159-184

Persistent link: https://www.econbiz.de/10010488355

Do banks propagate debt market shocks?

Hale, Galina; Santos, João A. C. - In: Journal of financial economic policy 6 (2014) 3, pp. 270-310

Persistent link: https://www.econbiz.de/10010490584

China's sovereign bond yield : some lessons

Pham, Thi Hong Hanh - In: Applied economics letters 22 (2015) 1/3, pp. 223-227

Persistent link: https://www.econbiz.de/10010481966

Integration of European bond markets

Christiansen, Charlotte - In: Journal of banking & finance 42 (2014), pp. 191-198

Persistent link: https://www.econbiz.de/10010408400

International linkage of government bond market in the euro area and the driving forces in the European sovereign debt crisis

Lee, Hsien-feng; Ho, Yin-ju - In: Asset Management : Festschrift für Prof. Dr. rer. nat. …, (pp. 91-114). 2012

Persistent link: https://www.econbiz.de/10009613930

Comovement between stock and bond markets and the 'flight-to-quality' during financial market turmoil : a case of the Eurozone countries most affected by the sovereign debt crisis...

Dajcman, Silvo - In: Applied economics letters 19 (2012) 16/18, pp. 1655-1662

Persistent link: https://www.econbiz.de/10009683991

Debt and deficit fluctuations and the structure of bond markets

Marcet, Albert; Scott, Andrew - In: Journal of economic theory 144 (2009) 2, pp. 473-501

Persistent link: https://www.econbiz.de/10003840887

Credit ratings and cross-border bond market spillovers

Böninghausen, Benjamin; Zabel, Michael - In: Journal of international money and finance 53 (2015), pp. 115-136

Persistent link: https://www.econbiz.de/10011475939