Narrow search
Showing 1 - 10 of 260,921
Cover Image
Time-varying contemporaneous spillovers during the European Debt Crisis
Finta, Marinela Adriana; Frijns, Bart; Tourani Rad, Alireza - In: Empirical economics : a journal of the Institute for … 57 (2019) 2, pp. 423-448
Persistent link: https://www.econbiz.de/10012056692
Cover Image
Sovereign risk contagion in the Eurozone : a time-varying coefficient approach
Ludwig, Alexander - 2013
This paper analyzes sovereign risk contagion in the Eurozone using an extension to the canonical model for contagion …
Persistent link: https://www.econbiz.de/10010222446
Cover Image
Is contagion infecting your portfolio? : a study of the euro sovereign debt crisis
Baur, Dirk G.; Löffler, Gunter - In: The journal of fixed income 25 (2016) 3, pp. 46-57
Persistent link: https://www.econbiz.de/10011430622
Cover Image
Deciphering financial contagion in the euro area during the crisis
Tola, Albi; Wälti, Sébastien - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 108-123
Persistent link: https://www.econbiz.de/10011334659
Cover Image
The Eurozone crisis and its contagion effects on the European stock markets
Ahmad, Wasim; Bhanumurthy, N. R.; Sehgal, Sanjay - In: Studies in economics and finance 31 (2014) 3, pp. 325-352
Persistent link: https://www.econbiz.de/10011338907
Cover Image
Perspectives of the euro area sovereian debt crisis for the Brazilian economy
Moller, Horst Dieter; Vital, Tales - In: Análise econômica : revista da Faculdade de Ciências … 31 (2013) 60, pp. 79-100
Persistent link: https://www.econbiz.de/10011543204
Cover Image
Sovereign credit risk co-movements in the eurozone : simple interdependence or contagion? ; conference paper
Buchholz, Manuel; Tonzer, Lena - 2014
Since the onset of the eurozone sovereign debt crisis, credit risk spreads in Europe have diverged. Despite this … divergence, credit risk comoves strongly within certain country groups such as the eurozone periphery. We seek to answer what the … eurozone countries during the sovereign debt crisis. We find strong evidence for both fundamentals and nonfundamentals based …
Persistent link: https://www.econbiz.de/10010486057
Cover Image
The EMU sovereign-debt crisis : fundamentals, expectations and contagion
Arghyrou, Michael Georgiou; Kontonikas, Alexandros - In: Journal of international financial markets, … 22 (2012) 4, pp. 658-677
Persistent link: https://www.econbiz.de/10009582576
Cover Image
Equity market contagion during global financial and Eurozone crises : evidence from a dynamic correlation analysis
Mollah, Sabur; Quoreshi, A. M. M. Shahiduzzaman; … - In: Journal of international financial markets, … 41 (2016), pp. 151-167
Persistent link: https://www.econbiz.de/10011475958
Cover Image
Financial Contagion and the European Debt Crisis
Missio, Sebastian - 2013
Since the beginning of 2010, the Euro Area faces a severe sovereign debt crisis, now generally known as the Euro Crisis. While the Euro Crisis has its origin in Greece, problems have now spread to several other European countries as well. Dynamic conditional correlation models (DCC) are...
Persistent link: https://www.econbiz.de/10013092476