What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?

Citations

Cited by:

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   • Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 15/25, Division of Economics, School of Business, University of Leicester.
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14. Klose, Jens & Weigert, Benjamin, 2012. "Determinants of sovereign yield spreads during the Euro-crisis: Fundamental factors versus systemic risk," Working Papers 07/2012, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
15. Iustina Alina Boitan & Kamilla Marchewka-Bartkowiak, 2021. "The Sovereign-Bank Nexus in the Face of the COVID-19 Pandemic Outbreak—Evidence from EU Member States," Risks, MDPI, vol. 9(5), pages 1-21, May.
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27. repec:zbw:rwirep:0409 is not listed on IDEAS
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