The global financial and the European debt crises categorized as Minsky's moments present the physical laboratory for studying contagion cross country and cross market. Our research based on the twin sovereign-banking crisis evolution of the euro debt crisis era, focuses on addressing the...

The global financial and the European debt crises categorized as Minsky's moments present the physical laboratory for studying spillover effects cross country and cross market. Our research based on the twin sovereign-banking crisis evolution of the euro debt crisis era, focuses on addressing...

Under the context of EMU debt and financial crisis we assess the impact of EMU's legislative initiative on Tobin tax for financial regulation. Specifically we focus on its impact on bond and equity volatility for a representative basket of 7 countries: Germany, France (core EMU) and Greece,...

We research the association of the sovereign crisis stemming from periphery EMU countries and monetary policy in terms of financial stability. Empirical results are derived on the linkage of monetary policy reflected through interbank lending rates i.e. banking sector fragility to long term...

Under the context of the US and EMU financial and debt crisis we investigate the portfolio asset diversification and assess risk for a core pool of advanced (US/Eurozone/UK/Japan) markets enriched by emerging financial markets represented by BRIC (Brazil, Russia, India, China). Specifically we...

This paper focuses on the sovereign crisis of the Euro debt crisis era, and we address the existence of the relationship of CDS and bond markets sovereign credit risk pricing for selected core and periphery EMU countries, during and after the 2009 EMU crisis. We study this relationship in...

The purpose of this paper is to analyze the performance, the risk-taking level and the credit growth of fourteen emerging and developed countries' banks. Also, we aim to assess the influence of monetary policy on the bank lending channel in both pre- and post-crisis periods and whether this...

In this paper we extract the factors that shape the yield curve and we relate them with macroeconomy. We examine whether the term structure can predict future economic activity by applying a range of econometric approaches both in pre- and post- crisis periods. Furthermore, we assess the...