SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Determinants of intra-euro area government bond spreads during the financial crisis
9 references·16 citing·47 second hop
Determinants of intra-euro area government bond spreads during the financial crisis (2009)Determinants of intra-euro area governmen…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)An Empirical Analysis of the …Sovereign Risk Premia in the European Government Bond Market (2004)Sovereign Risk Premia in the …Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Yield spreads on EMU government bonds (2003)Yield spreads on EMU governme…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)What To Do (and Not to Do) wi…Financial Integration in Europe (1993)Financial Integration in Euro…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…The effect of countries’ ESG ratings on their sovereign borrowing costs (2017)The effect of countries’ ESG …‘Whatever It Takes’ to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects (2017)‘Whatever It Takes’ to Resolv…Under pressure: how the business environment affects productivity and efficiency of European life insurance companies (2016)Under pressure: how the busin…Bond market investor herding: Evidence from the European financial crisis (2015)Bond market investor herding:…The pricing of G7 sovereign bond spreads – The times, they are a-changin (2014)The pricing of G7 sovereign b…Rules and risk in the Euro area (2014)Rules and risk in the Euro ar…Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective (2014)Determinants of sovereign bon…All in: Market expectations of eurozone integrity in the sovereign debt crisis (2014)All in: Market expectations o…The euro area sovereign debt crisis: Identifying flight-to-liquidity and the spillover mechanisms (2013)The euro area sovereign debt …Recent Estimates of Sovereign Risk Premia for Euro-Area Countries (2012)Recent Estimates of Sovereign…Level, slope, curvature of the sovereign yield curve, and fiscal behaviour (2012)Level, slope, curvature of th…How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods (2012)How to Evaluate an Early-Warn…Fiscal space and sovereign risk pricing in a currency union (2012)Fiscal space and sovereign ri…The determinants of sovereign credit spread changes in the Euro-zone (2011)The determinants of sovereign…Determinants of government bond spreads in the euro area: in good times as in bad (2011)Determinants of government bo…Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis (2010)Government Bond Risk Premiums…Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Statistical Inference in Dynamic Economic Models (1950)Analysis of Panel Data (2003)Veto Players. How Political Institutions Work (2003)Modernization, cultural change, and democracy the human development sequence (2005)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Macroeconomic Forecasting Using Diffusion Indexes (2002)A PANIC Attack on Unit Roots and Cointegration (2004)Measuring Uncertainty (2015)Asset pricing and the bid-ask spread (1986)Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Debt and growth: New evidence for the euro area (2012)Public debt and economic growth: Is there a causal effect? (2014)Public debt and growth: Heterogeneity and non-linearity (2015)Financial Super-Markets: Size Matters for Asset Trade (2001)Fiscal policy and interest rates in Europe (2006)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)The Janus-headed salvation: Sovereign and bank credit risk premia during 2008–2009 (2010)Intrinsic and Extrinsic Motivation (2003)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Financial Markets and the Transition to a Low-Carbon Economy: Challenging the Dominant Logics (2019)The adverse impact of corporate ESG controversies on sustainable investment (2023)Unlocking Sustainable Value through Digital Transformation: An Examination of ESG Performance (2023)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Liquidity Risk and Expected Stock Returns (2003)Forecasting Default with the Merton Distance to Default Model (2008)The Aggregate Demand for Treasury Debt (2012)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Modeling Term Structures of Defaultable Bonds (1999)Market Liquidity and Funding Liquidity (2008)Evaporating Liquidity (2012)International Channels of Transmission of Monetary Policy and the Mundellian Trilemma (2016)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Insider trading in credit derivatives☆ (2007)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)Integration and efficiency convergence in EU banking markets (2009)Do financial systems converge? New evidence from financial assets in OECD countries (2011)Systemic risk, sovereign yields and bank exposures in the euro crisis (2014)
this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1995What To Do (and Not to Do) with Time-Series Cross-Section Data6,833 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2003Yield spreads on EMU government bonds580 cited
  • 2004Sovereign Risk Premia in the European Government Bond Market227 cited
  • 1993Financial Integration in Europe204 cited

Cited by

  • 2017The effect of countries’ ESG ratings on their sovereign borrowing costs162 cited
  • 2010Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis162 cited
  • 2013The euro area sovereign debt crisis: Identifying flight-to-liquidity and the spillover mechanisms142 cited
  • 2012How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods114 cited
  • 2012Recent Estimates of Sovereign Risk Premia for Euro-Area Countries

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

112 cited
  • 2012Fiscal space and sovereign risk pricing in a currency union106 cited
  • 2016Under pressure: how the business environment affects productivity and efficiency of European life insurance companies99 cited
  • 2014Rules and risk in the Euro area98 cited
  • 2015Bond market investor herding: Evidence from the European financial crisis89 cited
  • 2011The determinants of sovereign credit spread changes in the Euro-zone86 cited
  • 2014Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective86 cited
  • 2017‘Whatever It Takes’ to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects79 cited
  • 2012Level, slope, curvature of the sovereign yield curve, and fiscal behaviour75 cited
  • 2014All in: Market expectations of eurozone integrity in the sovereign debt crisis71 cited
  • 2014The pricing of G7 sovereign bond spreads – The times, they are a-changin70 cited
  • 2011Determinants of government bond spreads in the euro area: in good times as in bad68 cited