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Fiscal and financial determinants of Eurozone sovereign spreads
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Fiscal and financial determinants of Eurozone sovereign spreads (2012)Fiscal and financial determinants of Euro…Banking and Sovereign Risk in the Euro Area (2016)Banking and Sovereign Risk in…Measuring Economic Policy Uncertainty (2013)Measuring Economic Policy Unc…From Financial Crash to Debt Crisis (2011)From Financial Crash to Debt …What Explains the Surge in Euro Area Sovereign Spreads during the Financial Crisis of 2007–09? (2010)What Explains the Surge in Eu…Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals? (2010)Sovereign Spreads: Global Ris…Sovereign Spreads (2010)Sovereign SpreadsSovereign Bond Yield Spreads: A Time-Varying Coefficient Approach (2010)Sovereign Bond Yield Spreads:…Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market (2008)Flight-to-Quality or Flight-t…Measuring Systematic Risk in EMU Government Yield Spreads (2004)Banking Stability Measures (2009)The "Big C": Identifying Contagion (2012)Sovereign and corporate credit risk: Evidence from the Eurozone (2015)Economic policy uncertainty and risk spillovers in the Eurozone (2016)Irreversibility, Uncertainty, and Cyclical Investment (1980)Investment Under Uncertainty. (1994)The Impact of Uncertainty Shocks (2009)Economic policy uncertainty and firm-level investment (2013)The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment (2016)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2016)Statistical Inference in Random Coefficient Regression Models (1971)The cost of firms’ debt financing and the global financial crisis (2014)Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries (2018)Yield spreads on EMU government bonds (2003)Pricing the commonality across alternative measures of liquidity (2007)Sovereign defaults by currency denomination (2015)The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences (2016)Quantitative easing and the pricing of EMU sovereign debt (2017)Judgment under Uncertainty: Heuristics and Biases (1975)Bank Runs, Deposit Insurance, and Liquidity (1983)Golden Eggs and Hyperbolic Discounting (1997)The Aftermath of Financial Crises (2009)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Systemic Banking Crises Database (2013)Asset pricing and the bid-ask spread (1986)Parsimonious Modeling of Yield Curves (1987)Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected Corporate Bond Returns (2010)Rollover Risk and Credit Risk (2012)The EMU sovereign-debt crisis: Fundamentals, expectations and contagion (2012)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Pricing the term structure with linear regressions (2013)Systemic risk, sovereign yields and bank exposures in the euro crisis (2014)Fiscal Institutions and Fiscal Performance (1999)Cluster-Sample Methods in Applied Econometrics (2003)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Sovereign bond yield spreads: A time-varying coefficient approach (2011)The Greek financial crisis: Growing imbalances and sovereign spreads (2011)Credit spread interdependencies of European states and banks during the financial crisis (2012)
this work references cited by second hop

References

  • 2011From Financial Crash to Debt Crisis1,556 cited
  • 2013Measuring Economic Policy Uncertainty858 cited
  • 2008Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market706 cited
  • 2010What Explains the Surge in Euro Area Sovereign Spreads during the Financial Crisis of 2007–09?312 cited
  • 2016Banking and Sovereign Risk in the Euro Area213 cited
  • 2010Sovereign Spreads163 cited
  • 2010Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?160 cited
  • 2010Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach67 cited

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