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Credit risks and European government bond markets: a panel data econometric analysis
6 references·15 citing·43 second hop
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this work references cited by second hop

References

  • 1978Specification Tests in Econometrics18,788 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 1992budgeting procedures and fiscal performance in the european communities461 cited
  • 1998The emergence of the euro as an international currency327 cited
  • 1984Interest Yields, Credit Ratings, and Economic Characteristics of State Bonds: An Empirical Analysis: Note134 cited

Cited by

  • 2004Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries126 cited
  • 2012Estimating Sovereign Default Risk107 cited
  • 2014Rules and risk in the Euro area98 cited
  • 2006Democratic Processes and Financial Markets: Pricing Politics94 cited
  • 2006Fiscal policy events and interest rate swap spreads: Evidence from the EU88 cited
  • 2011The determinants of sovereign credit spread changes in the Euro-zone86 cited
  • 2008Government Risk Premiums in the Bond Market: EMU and Canada80 cited
  • 2014Tweets, Google trends, and sovereign spreads in the GIIPS74 cited
  • 2011Determinants of government bond spreads in the euro area: in good times as in bad

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68 cited
  • 2009The Macroeconomic Effects of Fiscal Policy54 cited
  • 2004Fiscal Policy Events and Interest Rate Swap Spreads: Evidence from the EU50 cited
  • 2013Country credit risk determinants with model uncertainty43 cited
  • 2004Government–Financial Market Relations after EMU40 cited
  • 2012The term structure of sovereign default risk in EMU member countries and its determinants31 cited
  • 2011Fiscal variables and bond spreads – evidence from Eastern European countries and Turkey31 cited