[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:48:y:2014:i:pa:p:125-146.

Full description at Econpapers || Download paper

Cited: 43

Citations received by this document

Cites: 41

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017.

    Full description at Econpapers || Download paper

  2. The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300.

    Full description at Econpapers || Download paper

  3. Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Liu, Tangyong ; Jin, Yujing ; Gong, XU.
    In: Energy.
    RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512.

    Full description at Econpapers || Download paper

  4. Financial contagion in real economy: The key role of policy uncertainty. (2022). Umar, Zaghum ; Kampouris, Elias ; Samitas, Aristeidis.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1633-1682.

    Full description at Econpapers || Download paper

  5. Revisiting The Determinants Of Sovereign Bond Yield Volatility.. (2022). Piscarreta, Carlos Alberto.
    In: Working Papers REM.
    RePEc:ise:remwps:wp02412022.

    Full description at Econpapers || Download paper

  6. Investor Base Dynamics and Sovereign Bond Yield Volatility. (2022). Piscarreta, Carlos Alberto.
    In: Working Papers REM.
    RePEc:ise:remwps:wp02342022.

    Full description at Econpapers || Download paper

  7. Financial market linkages and the sovereign debt crisis. (2022). Amado, Cristina ; Campos-Martins, Susana.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002473.

    Full description at Econpapers || Download paper

  8. Retirement planning and financial literacy, at the crossroads. A bibliometric analysis. (2022). Gonzalez-Torres, Thais ; Rodriguez-Sanchez, Jose-Luis ; Montero-Navarro, Antonio ; Gallego-Losada, Rocio.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001902.

    Full description at Econpapers || Download paper

  9. Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion. (2021). Roussellet, Guillaume ; Renne, Jean-Paul ; Pegoraro, Fulvio ; Monfort, Alain.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:6:p:3674-3693.

    Full description at Econpapers || Download paper

  10. Bank credit risk events and peers equity value. (2021). Robles Fernandez, M. Dolores ; Fuertes, Ana-Maria.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000119.

    Full description at Econpapers || Download paper

  11. Economic volatility and sovereign yields’ determinants: a time-varying approach. (2020). Jalles, Joao ; Afonso, Antonio.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1540-6.

    Full description at Econpapers || Download paper

  12. Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Svingou, Argyro ; Tsagkanos, Athanasios ; Gkillas, Konstantinos.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109.

    Full description at Econpapers || Download paper

  13. Time-varying contemporaneous spillovers during the European Debt Crisis. (2019). Tourani-Rad, Alireza ; Frijns, Bart ; Finta, Marinela Adriana.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1480-1.

    Full description at Econpapers || Download paper

  14. The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

    Full description at Econpapers || Download paper

  15. Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:636.

    Full description at Econpapers || Download paper

  16. Sovereign default, exit and contagion in a monetary union. (2018). Uras, Burak ; Kobielarz, Michal ; Eijffinger, Sylvester.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:d1844a19-c4eb-4443-a4c2-5b054e33f5a2.

    Full description at Econpapers || Download paper

  17. The economics of monetary unions. (2018). Kobielarz, Michal.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:b0293536-68ec-4905-bffd-660dd52c9ac2.

    Full description at Econpapers || Download paper

  18. Dealing with Systemic Sovereign Debt Crises: Fiscal Consolidation, Bail-Ins, or Bail-Outs?. (2018). Sandri, Damiano.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:66:y:2018:i:4:d:10.1057_s41308-018-0067-3.

    Full description at Econpapers || Download paper

  19. Integration and Disintegration of EMU Government Bond Markets. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-625.

    Full description at Econpapers || Download paper

  20. Sovereign default, exit and contagion in a monetary union. (2018). Kobielarz, Michal ; Eijffinger, Sylvester ; Uras, Burak R.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:113:y:2018:i:c:p:1-19.

    Full description at Econpapers || Download paper

  21. Measuring sovereign contagion in Europe. (2018). Pelizzon, Loriana ; Caporin, Massimiliano ; Rigobon, Roberto ; Ravazzolo, Francesco.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:34:y:2018:i:c:p:150-181.

    Full description at Econpapers || Download paper

  22. Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

    Full description at Econpapers || Download paper

  23. Safe haven or contagion? The disparate effects of Euro-zone crises on non-Euro-zone neighbours. (2017). Pentecost, Eric ; Willett, Thomas ; Du, Wenti ; Bird, Graham.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:59:p:5895-5904.

    Full description at Econpapers || Download paper

  24. Behavioral Finance and Efficient Markets: What does the Euro Crisis Tell us?. (2017). Du, Wenti ; Bird, Graham ; Willett, Thomas.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-017-9436-1.

    Full description at Econpapers || Download paper

  25. Risk assessment on euro area government bond markets – The role of governance. (2017). Boysen-Hogrefe, Jens.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:73:y:2017:i:pa:p:104-117.

    Full description at Econpapers || Download paper

  26. Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

    Full description at Econpapers || Download paper

  27. The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

    Full description at Econpapers || Download paper

  28. Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009–15. (2017). Pentecost, Eric ; Willett, Thomas ; Du, Wenti ; Bird, Graham.
    In: The World Economy.
    RePEc:bla:worlde:v:40:y:2017:i:12:p:2530-2542.

    Full description at Econpapers || Download paper

  29. The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias.
    In: CREATES Research Papers.
    RePEc:aah:create:2017-06.

    Full description at Econpapers || Download paper

  30. Government debt maturity and debt dynamics in euro area countries. (2016). Equiza-Goi, Juan .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:49:y:2016:i:c:p:292-311.

    Full description at Econpapers || Download paper

  31. Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

    Full description at Econpapers || Download paper

  32. Will the crisis “tear us apart”? Evidence from the EU. (2016). Ingham, Hilary ; Steele, Gerry ; Izzeldin, Marwan ; Pappas, Vasileios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

    Full description at Econpapers || Download paper

  33. Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:56:y:2016:i:c:p:133-147.

    Full description at Econpapers || Download paper

  34. Sovereign Debt, Bail-Outs and Contagion in a Monetary Union. (2015). Eijffinger, Sylvester ; Uras, R B ; Kobielarz, M L ; Eijffinger, S. C. W., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:61f72c67-a909-4581-96fc-affe08b107b2.

    Full description at Econpapers || Download paper

  35. Sovereign Debt, Bail-Outs and Contagion in a Monetary Union. (2015). Eijffinger, Sylvester ; Uras, R B ; Kobielarz, M L ; Eijffinger, S. C. W., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:3a1338db-3d69-448b-92c0-85d57f44a988.

    Full description at Econpapers || Download paper

  36. Sovereign Debt, Bail-Outs and Contagion in a Monetary Union. (2015). Uras, Burak ; Kobielarz, Michal ; Eijffinger, Sylvester ; Eijffinger, S. C. W., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:3a1338db-3d69-448b-92c0-85d57f44a988.

    Full description at Econpapers || Download paper

  37. “Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201510.

    Full description at Econpapers || Download paper

  38. “Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201508.

    Full description at Econpapers || Download paper

  39. Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets. (2015). Hui, Cho-Hoi ; Fong, Tom ; Zheng, Xiao-Fen ; Lo, Chi-Fai.
    In: Working Papers.
    RePEc:hkm:wpaper:182015.

    Full description at Econpapers || Download paper

  40. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:337-352.

    Full description at Econpapers || Download paper

  41. Sovereign Debt, Bail-Outs and Contagion in a Monetary Union. (2015). Uras, Burak ; Kobielarz, Michal ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10459.

    Full description at Econpapers || Download paper

  42. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: Working Papers.
    RePEc:aee:wpaper:1503.

    Full description at Econpapers || Download paper

  43. Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: Working Papers.
    RePEc:aee:wpaper:1502.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aßmann, C. ; Boysen-Hogrefe, J. Determinants of government bond spreads in the euro area in good times as in bad. 2012 Empirica. 39 341-356

  2. Acharya, V.V. ; Engle, R.F. ; Richardson, M. Capital shortfall: a new approach to ranking and regulating systemic risks. 2012 Am. Econ. Rev.. 102 59-64

  3. Adrian, T. ; Brunnermeier, M.K. CoVaR. 2011 Princeton University and Federal Reserve Bank of New York:
    Paper not yet in RePEc: Add citation now

  4. Afonso, A. ; Furceri, D. ; Gomes, P. Sovereign credit ratings and financial markets linkages: application to European data. 2012 J. Int. Money Finance. 31 606-638

  5. Arezki, R. ; Candelon, B. ; Sy, A. Sovereign Rating News and Financial Market Spillovers: Evidence from the European Debt Crisis. 2011 International Monetary Fund: Washington D.C

  6. Arghyrou, M.G. ; Kontonikas, A. The EMU sovereign-debt crisis: fundamentals, expectations and contagion. 2012 J. Int. Financial Mark. Inst. Money. 22 658-677

  7. Barrios, S. ; Iversen, P. ; Lewandowska, M. ; Setzer, R. Determinants of Intra-euro Area Government Bond Spreads during the Financial Crisis. 2009 European Commission:

  8. Beber, A. ; Brandt, M. ; Kavajecz, K. Flight-to-quality or flight-to-liquidity? Evidence from the Euro-Area bond market. 2009 Rev. Financial Stud.. 22 925-957

  9. Beirne, J. ; Fratzscher, M. The pricing of sovereign risk and contagion during the European sovereign debt crisis. 2013 J. Int. Money Finance. 34 60-82

  10. Bernoth, K. ; Erdogan, B. Sovereign bond yield spreads: a time varying coefficient approach. 2012 J. Int. Money Finance. 31 639-656

  11. Blanco, R. ; Brennan, S. ; Marsh, I.W. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps. 2005 J. Finance. 60 2255-2281

  12. Brownlees, T.C. ; Engle, R.F. Volatility, Correlation and Tails for Systemic Risk Measurement. 2012 NYU:
    Paper not yet in RePEc: Add citation now

  13. Candelon, B. ; Colletaz, G. ; Hurlin, C. ; Tokpavi, S. Backtesting value-at-risk: a GMM duration-based test. 2011 J. Financial Econ.. 9 314-343

  14. Christoffersen, P. Evaluating interval forecasts. 1998 Int. Econ. Rev.. 39 841-862

  15. Codogno, L. ; Favero, C. ; Missale, A. Yield spreads on EMU government bonds. 2003 Econ. Policy. 18 505-532

  16. Dornbusch, R. ; Park, Y.C. ; Claessens, S. Contagion: understanding how it spreads. 2000 World Bank. Res. Observ.. 15 177-197

  17. Dufour, J. Monte Carlo tests with nuisance parameters: a general approach to finite sample inference and nonstandard asymptotics. 2006 J. Econ.. 127 443-477

  18. Eichler, S. The impact of banking and sovereign debt crisis risk in the eurozone on the euro/US dollar exchange rate. 2012 Appl. Financ. Econ.. 22 1215-1232

  19. Elliott, G. ; Rothenberg, T.J. ; Stock, J.H. Efficient tests for an autoregressive unit root. 1996 Econometrica. 64 813-836

  20. Favero, C. ; Pagano, M. ; von Thadden, E.L. How does liquidity affect government bond yields?. 2010 J. Financial Quant. Anal.. 45 107-134

  21. Forbes, K. ; Rigobon, R. No contagion, only interdependence: measuring stock market co-movement. 2002 J. Finance. 57 2223-2261

  22. Gerlach, S. ; Schulz, A. ; Wolff, G.B. Banking and Sovereign Risk in the Euro Area. 2010 Deutsche Bundesbank, Research Centre:

  23. Giordano, R. ; Pericoli, M. ; Tommasino, P. Pure or Wake-up Call Contagion? Another Look at the EMU Sovereign Debt Crisis. 2013 Banca di Italia:

  24. Kalbaska, A. ; Gatkowski, M. Eurozone sovereign contagion: evidence from the CDS market (2005–2010). 2012 J. Econ. Behav. Organ.. 83 657-673

  25. Karmann, A. ; Maltritz, D. Sovereign default risk and recovery rates: what government bond markets expect for Greece. 2012 Rev. Int. Econ.. 20 723-739

  26. Kelejian, H.H. Two-stage least squares and econometric systems linear in parameters but nonlinear in the endogenous variables. 1971 J. Am. Stat. Assoc.. 66 373-374
    Paper not yet in RePEc: Add citation now
  27. Kianifard, F. ; Swallow, W.H. A review of the development and application of recursive residuals in linear models. 1996 J. Am. Stat. Assoc.. 91 391-400
    Paper not yet in RePEc: Add citation now

  28. Lee, J. ; Strazicich, M.C. Minimum LM unit root test with two structural breaks. 2003 Rev. Econ. Stat.. 85 1082-1089

  29. Leschinski, C. ; Bertram, P. Contagion Dynamics in EMU Government Bond Spreads. 2013 Leibniz University Hannover: Germany

  30. Longstaff, F. ; Mithal, S. ; Neis, E. Corporate yield spreads: default risk or liquidity? New evidence from the credit default swap market. 2005 J. Finance. 60 2213-2253

  31. Lumsdaine, R.L. ; Ng, S. Testing for ARCH in the presence of a possibly misspecified conditional mean. 1999 J. Econ.. 93 257-279

  32. Maltritz, D. Determinants of sovereign yield spreads in the Eurozone: a Bayesian approach. 2012 J. Int. Money Finance. 31 657-672

  33. Metiu, N. Sovereign contagion risk in the Eurozone. 2012 Econ. Lett.. 117 35-38

  34. Mink, M. ; De Haan, J. Contagion during the Greek sovereign debt crisis. 2013 J. Int. Money Finance. 34 102-113

  35. Missio, S. ; Watzka, S. Financial Contagion and the European Debt Crisis. 2011 CESifo: Munich, Germany

  36. Perron, P. Dealing with structural breaks. 2006 En : Patterson, K. ; Mills, T.C. Palgrave Handbook of Econometrics. :
    Paper not yet in RePEc: Add citation now

  37. Pesaran, M.H. ; Pick, A. Econometric issues in the analysis of contagion. 2007 J. Econ. Dyn. Control. 31 1245-1277

  38. Pick, A. Financial Contagion and Tests Using Instrumental Variables. 2007 De Nederlandsche Bank NV: Amsterdam

  39. von Hagen, J. ; Schuknecht, L. ; Wolswijk, G. Government bond risk premiums in the EU revisited: the impact of the financial crisis. 2011 Eur. J. Polit. Econ.. 27 36-43

  40. Wing Fong, T. ; Wong, A. Gauging potential sovereign risk contagion in Europe. 2012 Econ. Lett.. 115 496-499

  41. Zellner, A. An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias. 1962 J. Am. Stat. Assoc.. 57 348-368
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data. (2019). Klose, Jens.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201903.

    Full description at Econpapers || Download paper

  2. Sovereign Bond Yields Spreads Spillovers in the EMU. (2018). Afonso, Antonio ; Kazemi, Mina.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0522018.

    Full description at Econpapers || Download paper

  3. Euro Area Sovereign Yields and the Power of Unconventional Monetary Policy. (2018). Kazemi, Mina ; Afonso, Antonio.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:68:y:2018:i:2:p:100-119.

    Full description at Econpapers || Download paper

  4. “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

    Full description at Econpapers || Download paper

  5. Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence. (2017). Jalles, Joao ; Afonso, Antonio.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0202017.

    Full description at Econpapers || Download paper

  6. Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0022017.

    Full description at Econpapers || Download paper

  7. Euro area sovereign yields and the power of QE. (2017). Kazemi, Mina ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp122017.

    Full description at Econpapers || Download paper

  8. Risk assessment on euro area government bond markets – The role of governance. (2017). Boysen-Hogrefe, Jens.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:73:y:2017:i:pa:p:104-117.

    Full description at Econpapers || Download paper

  9. Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience. (2017). Osterloh, Steffen ; Feld, Lars ; Moessinger, Marc-Daniel ; Kalb, Alexander .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:319-343.

    Full description at Econpapers || Download paper

  10. Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6691.

    Full description at Econpapers || Download paper

  11. Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2017/12.

    Full description at Econpapers || Download paper

  12. Revisiting Sovereign Bond Spreads’Determinants in the EMU. (2016). Reis, Manuel ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp082016.

    Full description at Econpapers || Download paper

  13. ifo Konjunkturumfragen und Konjunkturanalyse: Band II. (2016). Nierhaus, Wolfgang ; Wollmershauser, Timo.
    In: ifo Forschungsberichte.
    RePEc:ces:ifofob:72.

    Full description at Econpapers || Download paper

  14. Zinsersparnisse des Bundes im Zeitraum 2009 - 06/2015 und als Szenariobetrachtung bis 2019. (2015). Rahausen, Christian ; Ehrhold, Frank .
    In: Wirtschaftswissenschaftliche Diskussionspapiere.
    RePEc:zbw:grewdp:022015.

    Full description at Econpapers || Download paper

  15. Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions.. (2015). Trzeciakowski, Rafał ; Rzońca, Andrzej ; Ciżkowicz, Piotr ; Rzonca, Andrzej .
    In: MPRA Paper.
    RePEc:pra:mprapa:61560.

    Full description at Econpapers || Download paper

  16. Sovereign Risk, European Crisis-Resolution Policies, and Bond Spreads. (2015). Vilmunen, Jouko ; Laakkonen, Helinä ; Kilponen, Juha.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2015:q:2:a:8.

    Full description at Econpapers || Download paper

  17. Windfall of Low Interest Payments and Fiscal Sustainability in the Euro Area: Analysis through Panel Fiscal Reaction Functions. (2015). Trzeciakowski, Rafał ; Rzońca, Andrzej ; Ciżkowicz, Piotr ; Rzoca, Andrzej ; Cikowicz, Piotr.
    In: Kyklos.
    RePEc:bla:kyklos:v:68:y:2015:i:4:p:475-510.

    Full description at Econpapers || Download paper

  18. .

    Full description at Econpapers || Download paper

  19. Default probabilities, CDS premiums and downgrades : A probit-MIDAS analysis. (2014). Freitag, Lennart ; Freitag L., .
    In: Research Memorandum.
    RePEc:unm:umagsb:2014038.

    Full description at Econpapers || Download paper

  20. Expectations and systemic risk in EMU government bond spreads. (2014). Piersanti, Giovanni ; Canofari, Paolo ; Giancarlo, Marini ; Giovanni, Piersanti .
    In: wp.comunite.
    RePEc:ter:wpaper:0113.

    Full description at Econpapers || Download paper

  21. Expectations and Systemic Risk in EMU Government Bond Spreads. (2014). Piersanti, Giovanni ; Canofari, Paolo ; Marini, Giancarlo .
    In: SEP Working Papers.
    RePEc:ris:sepewp:2014_001.

    Full description at Econpapers || Download paper

  22. Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model. (2014). Niehof, Britta .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201458.

    Full description at Econpapers || Download paper

  23. “An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Maria del Carmen Ramos-Herrera, ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201407.

    Full description at Econpapers || Download paper

  24. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pa:p:125-146.

    Full description at Econpapers || Download paper

  25. Sovereign risk premia: The link between fiscal rules and stability culture. (2014). Osterloh, Steffen ; Heinemann, Friedrich ; Kalb, Alexander .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:41:y:2014:i:c:p:110-127.

    Full description at Econpapers || Download paper

  26. The pricing of G7 sovereign bond spreads – The times, they are a-changin. (2014). Ehrmann, Michael ; D'Agostino, Antonello ; Dagostino, Antonello .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:155-176.

    Full description at Econpapers || Download paper

  27. An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

    Full description at Econpapers || Download paper

  28. An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Maria del Carmen Ramos-Herrera, ; Gomez-Puig, Marta.
    In: Working Papers.
    RePEc:bak:wpaper:201404.

    Full description at Econpapers || Download paper

  29. Sovereign spreads and financial market behavior before and during the crisis. (2014). Gajewski, Pawel.
    In: Lodz Economics Working Papers.
    RePEc:ann:wpaper:4/2014.

    Full description at Econpapers || Download paper

  30. Sovereign risk premia: The link between fiscal rules and stability culture. (2013). Osterloh, Steffen ; Heinemann, Friedrich ; Kalb, Alexander .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:13016.

    Full description at Econpapers || Download paper

  31. Sovereign risk premia: The link between fiscal rules and stability culture. (2013). Osterloh, Steffen ; Heinemann, Friedrich ; Kalb, Alexander .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:80043.

    Full description at Econpapers || Download paper

  32. Sovereign risk contagion in the Eurozone: A time-varying coefficient approach. (2013). Ludwig, Alexander.
    In: Dresden Discussion Paper Series in Economics.
    RePEc:zbw:tuddps:0213.

    Full description at Econpapers || Download paper

  33. Sovereign yield spreads during the Euro-crisis: Fundamental factors versus redenomination risk. (2013). Weigert, Benjamin ; Klose, Jens.
    In: Working Papers.
    RePEc:zbw:svrwwp:072012r.

    Full description at Econpapers || Download paper

  34. Weathering the Crisis and Beyond: Perspectives for the Euro Area. (2013). Weigert, Benjamin ; Schmidt, Christoph.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:409.

    Full description at Econpapers || Download paper

  35. The euro as a proxy for the classical gold standard? Government debt financing and political commitment in historical perspective. (2013). Hoffmann, Andreas.
    In: Working Papers.
    RePEc:zbw:leiwps:119.

    Full description at Econpapers || Download paper

  36. Sovereign risk contagion in the Eurozone: a time-varying coefficient approach. (2013). Ludwig, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:52340.

    Full description at Econpapers || Download paper

  37. Weathering the crisis and beyond: perspectives for the Euro area. (2013). Weigert, Benjamin ; Schmidt, Christoph.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:20:y:2013:i:4:p:564-595.

    Full description at Econpapers || Download paper

  38. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp052013.

    Full description at Econpapers || Download paper

  39. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: Working Papers.
    RePEc:gla:glaewp:2013_05.

    Full description at Econpapers || Download paper

  40. A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis. (2013). Boysen-Hogrefe, Jens.
    In: Economics Letters.
    RePEc:eee:ecolet:v:118:y:2013:i:1:p:50-54.

    Full description at Econpapers || Download paper

  41. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:474.

    Full description at Econpapers || Download paper

  42. Weathering the crisis and beyond: Perspectives for the Euro Area. (2013). Weigert, Benjamin ; Schmidt, Christoph.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9414.

    Full description at Econpapers || Download paper

  43. The Euro as a Proxy for the Classical Gold Standard? Government Debt Financing and Political Commitment in Historical Perspective. (2013). Hoffmann, Andreas.
    In: Journal des Economistes et des Etudes Humaines.
    RePEc:bpj:jeehcn:v:19:y:2013:i:1:p:41-61:n:4.

    Full description at Econpapers || Download paper

  44. Determinants of sovereign yield spreads during the Euro-crisis: Fundamental factors versus systemic risk. (2012). Weigert, Benjamin ; Klose, Jens.
    In: Working Papers.
    RePEc:zbw:svrwwp:072012.

    Full description at Econpapers || Download paper

  45. Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model. (2012). Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:431.

    Full description at Econpapers || Download paper

  46. Für einen Schuldenschnitt und gegen den Rettungsschirm? Argumente auf dem Prüfstand. (2011). Boysen-Hogrefe, Jens.
    In: Kiel Policy Brief.
    RePEc:zbw:ifwkpb:29.

    Full description at Econpapers || Download paper

  47. Was kosten Eurobonds?. (2011). Sinn, Hans-Werner ; Carstensen, Kai ; Berg, Tim.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:64:y:2011:i:17:p:25-33.

    Full description at Econpapers || Download paper

  48. Schwache Konjunktur im Euroraum: Nur langsamer Abbau der Ungleichgewichte. (2010). Dovern, Jonas ; Boysen-Hogrefe, Jens ; Meier, Carsten-Patrick ; Gern, Klaus-Jurgen.
    In: Open Access Publications from Kiel Institute for the World Economy.
    RePEc:zbw:ifwkie:45583.

    Full description at Econpapers || Download paper

  49. Sovereign bond yield spreads: a time-varying coefficient approach. (2010). Bernoth, Kerstin ; Erdogan, Burcu .
    In: Discussion Papers.
    RePEc:zbw:euvwdp:289.

    Full description at Econpapers || Download paper

  50. Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach. (2010). Bernoth, Kerstin ; Erdogan, Burcu .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1078.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-04-24 08:03:24 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2024. Contact: Jose Manuel Barrueco.