Sovereign Yield Spreads During the Euro Crisis: Fundamental Factors Versus Redenomination Risk
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- Klose, Jens & Weigert, Benjamin, 2013. "Sovereign yield spreads during the Euro-crisis: Fundamental factors versus redenomination risk," Working Papers 07/2012 [rev.], German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
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Citations
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- Zaghini, Andrea, 2016.
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- Zaghini, Andrea, 2016. "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," CFS Working Paper Series 530, Center for Financial Studies (CFS).
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The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 133-153.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," Working Papers 14-07, Asociación Española de Economía y Finanzas Internacionales.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis," Working Papers 2014-04, Universitat de Barcelona, UB Riskcenter.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers 201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
- Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016.
"Credit rating agency downgrades and the Eurozone sovereign debt crises,"
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- Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," Boston College Working Papers in Economics 841, Boston College Department of Economics, revised 30 Jan 2014.
- Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," EcoMod2014 6939, EcoMod.
- Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen, 2014. "Credit rating agency downgrades and the Eurozone sovereign debt crises," NBP Working Papers 177, Narodowy Bank Polski, Economic Research Department.
- Claeys, Peter & Vašíček, Bořek, 2019.
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International Review of Economics & Finance, Elsevier, vol. 64(C), pages 62-83.
- Peter Claeys & Borek Vasicek, 2017. "Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries," Working Papers 2017/13, Czech National Bank.
- Zaghini, Andrea, 2017.
"A tale of fragmentation: Corporate funding in the euro-area bond market,"
International Review of Financial Analysis, Elsevier, vol. 49(C), pages 59-68.
- Andrea Zaghini, 2017. "A tale of fragmentation: corporate funding in the euro-area bond market," Temi di discussione (Economic working papers) 1104, Bank of Italy, Economic Research and International Relations Area.
- Jens Klose, 2019.
"Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data,"
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201903, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Klose, Jens, 2019. "Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203484, Verein für Socialpolitik / German Economic Association.
- Borri, Nicola, 2019. "Redenomination-risk spillovers in the Eurozone," Economics Letters, Elsevier, vol. 174(C), pages 173-178.
- Zaghini, Andrea, 2019.
"The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel,"
Journal of Corporate Finance, Elsevier, vol. 56(C), pages 282-297.
- Andrea Zaghini, 2017. "The CSPP at work: yield heterogeneity and the portfolio rebalancing channel," Temi di discussione (Economic working papers) 1157, Bank of Italy, Economic Research and International Relations Area.
- Zaghini, Andrea, 2019. "The CSPP at work - yield heterogeneity and the portfolio rebalancing channel," Working Paper Series 2264, European Central Bank.
- Eichler, Stefan & Rövekamp, Ingmar, 2017. "Eurozone exit risk," CEPIE Working Papers 07/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Tholl, Johannes & Schwarzbach, Christoph & Pittalis, Sandro & von Mettenheim, Hans-Jörg, 2020. "Bank funding and the recent political development in Italy: What about redenomination risk?," International Review of Law and Economics, Elsevier, vol. 64(C).
- Afonso, António & Tovar Jalles, João, 2019.
"Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 208-224.
- António Afonso & João Tovar Jalles, 2017. "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM 2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Steiner, Andreas & Steinkamp, Sven & Westermann, Frank, 2019.
"Exit strategies, capital flight and speculative attacks: Europe's version of the trilemma,"
European Journal of Political Economy, Elsevier, vol. 59(C), pages 83-96.
- Andreas Steiner & Sven Steinkamp & Frank Westermann, 2017. "Exit Strategies, Capital Flight and Speculative Attacks: Europe's Version of the Trilemma," IEER Working Papers 108, Institute of Empirical Economic Research, Osnabrueck University.
- de Grauwe, Paul & Ji, Yuemei & Macchiarelli, Corrado, 2017. "Fundamentals versus market sentiments in the euro bond markets: implications for QE," LSE Research Online Documents on Economics 85127, London School of Economics and Political Science, LSE Library.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
- Samir Kadiric & Arthur Korus, 2019. "The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets," International Economics and Economic Policy, Springer, vol. 16(1), pages 65-102, March.
- António Afonso & Frederico Silva Leal, 2017. "Sovereign yield spreads in the EMU: crisis and structural determinants," Working Papers Department of Economics 2017/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Steiner, Andreas & Steinkamp, Sven & Westermann, Frank, 2019.
"Exit strategies, capital flight and speculative attacks: Europe's version of the trilemma,"
European Journal of Political Economy, Elsevier, vol. 59(C), pages 83-96.
- Andreas Steiner & Sven Steinkamp & Frank Westermann, 2017. "Exit Strategies, Capital Flight and Speculative Attacks: Europe's Version of the Trilemma," IEER Working Papers 108, Institute of Empirical Economic Research, Osnabrueck University.
- Andreas Steiner & Sven Steinkamp & Frank Westermann, 2017. "Exit Strategies, Capital Flight and Speculative Attacks: Europe's Version of the Trilemma," CESifo Working Paper Series 6753, CESifo.
- Samir Kadiric, 2020. "The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit," EIIW Discussion paper disbei271, Universitätsbibliothek Wuppertal, University Library.
- De Santis, Roberto A., 2015. "A measure of redenomination risk," Working Paper Series 1785, European Central Bank.
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