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Italian government debt and sovereign credit risk: an empirical exploration and some thoughts about consequences for European insurers
14 references·3 citing·37 second hop
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  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
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  • 1907The Rate of Interest404 cited
  • 1998APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS249 cited
  • 2004Vector Autoregressive and Vector Error Correction Models154 cited
  • 1999Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited114 cited
  • 1997Convergence in Interest Rates and Inflation Rates Across Countries and Over Time73 cited
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  • 2000Price convergence of peripheral European countries on the way to the EMU: A time series approach45 cited
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  • 2008Real interest rate convergence under the euro20 cited

Cited by

  • 2017The walking debt crisis

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35 cited
  • 2017Interest rate convergence, sovereign credit risk and the European debt crisis: a survey29 cited
  • 2014Are interest rates too low? Empirical evidence and implications for German life insurers16 cited