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Political economics of fiscal consolidations and external sovereign accidents

Achury, Carolina; Koulovatianos, Christos; Tsoukalas, John - 2016

Persistent link: https://www.econbiz.de/10011489335

Fiscal austerity and the multiplier in times of crisis

Müller, Gernot J. - In: German economic review 15 (2014) 2, pp. 243-258

Persistent link: https://www.econbiz.de/10010498693

Measuring connectedness of Euro area sovereign risk

Gätjen, Rebekka; Schienle, Melanie - 2015

We introduce a methodology for measuring default risk connectedness that is based on an out-of-sample variance decomposition of model forecast errors. The out-of-sample nature of the procedure leads to "realized" measures which, in practice, respond more quickly to crisis occurrences than those...

Persistent link: https://www.econbiz.de/10010503874

Sovereign debt crisis : why in Europe and not elsewhere?

Cottarelli, Carlo - In: Intereconomics : review of European economic policy 47 (2012) 2, pp. 74-75

Persistent link: https://www.econbiz.de/10009520569

Endgame : the end of the debt supercycle and how it changes everything

Mauldin, John; Tepper, Jonathan - 2011

An exhaustive look at world markets and why the economy has been so unpredictable Greece isn't the only country … and credit crisis?is affecting developed countries around the world, including the United States. For these countries … would be to ignore the deleveraging resulting from the credit crisis. Reveals why the world economy is in for an extended …

Persistent link: https://www.econbiz.de/10008938763

Endogenous debt crises

Cohen, Daniel; Villemot, Sebastien - In: Journal of international money and finance 51 (2015), pp. 337-369

Persistent link: https://www.econbiz.de/10011475267

Credit derivatives and sovereign debt crises

Goderis, Benedikt (contributor); Wagner, Wolf (contributor) - 2005

Persistent link: https://www.econbiz.de/10003267414

Crisis? What crisis? Orderly workouts for sovereign debtors

Eichengreen, Barry (contributor); … - 1995

Persistent link: https://www.econbiz.de/10000923406

Self-Fulﬁlling Debt Crises, Revisited

Aguiar, Mark - 2020

We revisit self-fulﬁlling rollover crises by exploring the potential uncertainty introduced by a gap in time (however small) between an auction of new debt and the payment of maturing liabilities. It is well known (Cole and Kehoe, 2000) that the lack of commitment at the time of auction to...

Persistent link: https://www.econbiz.de/10012843748

Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises

Baum, Christopher F. - 2016

This paper studies the impact of credit rating agency (CRA) downgrade announcements on the value of the Euro and the yields of French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011-2012. The employed GARCH models show that CRA...

Persistent link: https://www.econbiz.de/10013003953