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Boom-Bust Cycles, Imbalances and Discipline in Europe
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References

  • 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
  • 2009The Determinants of Credit Default Swap Premia663 cited
  • 2012Sovereign risk premiums in the European government bond market432 cited
  • 2012What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk422 cited
  • 2004An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps386 cited
  • 1995Do Credit Markets Discipline Sovereign Borrowers? Evidence from U.S. States333 cited
  • 2009What drives spreads in the euro area government bond market?301 cited
  • 2004Sovereign Risk Premia in the European Government Bond Market227 cited
  • 2009Determinants of intra-euro area government bond spreads during the financial crisis204 cited
  • 1993Market Discipline200 cited
  • 2009Euro Area Sovereign Risk During the Crisis188 cited
  • 2004Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads180 cited
  • 2011What Explains the Surge in Euro Area Sovereign Spreads During the Financial Crisis of 2007–2009?165 cited
  • 2010Sovereign Spreads163 cited
  • 2010Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis

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162 cited
  • 2010Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?160 cited
  • Cited by

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    • 2013Short-Term Forecasting for Empirical Economists. A Survey of the Recently Proposed Algorithms61 cited
    • 2012Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?46 cited
    • 2014Third-Country Relations in the Directive Establishing a Framework for the Recovery and Resolution of Credit Institutions44 cited
    • 2012Why Did High Productivity Growth of Banks Precede the Financial Crisis?44 cited
    • 2013Meeting Our D€Stiny. A Disaggregated Euro Area Short Term Indicator Model to Forecast GDP (Y) Growth42 cited
    • 2014When Does Cash Matter? Evidence for Private Firms37 cited
    • 2012Bank Leverage Cycles32 cited
    • 2014Correlations32 cited