SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Fiscal Policy Events and Interest Rate Swap Spreads: Evidence from the EU
7 references·4 citing·51 second hop
Fiscal Policy Events and Interest Rate Swap Spreads: Evidence from the EU (2004)Fiscal Policy Events and Interest Rate Sw…The Term Structure of Announcement Effects (2005)The Term Structure of Announc…Yield spreads on EMU government bonds (2003)Yield spreads on EMU governme…Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies (2003)Understanding the determinant…Event study concerning international bond price effects of credit rating actions (2001)Event study concerning intern…Credit risks and European government bond markets: a panel data econometric analysis (1999)Credit risks and European gov…High Yields: The Spread on German Interest Rates (1997)High Yields: The Spread on Ge…Default Risk on Government Debt in OECD Countries (1992)Default Risk on Government De…How Effective is Fiscal Policy Response in Systemic Banking Crises? (2009)How Effective is Fiscal Polic…Fiscal Variables and Bond Spreads: Evidence from Eastern European Countries and Turkey (2009)Fiscal Variables and Bond Spr…Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region (2005)Factors affecting the yields …Expected Budget Deficits and Interest Rate Swap Spreads - Evidence for France, Germany and Italy (2005)Expected Budget Deficits and …Specification Tests in Econometrics (1978)Determinants and Impact of Sovereign Credit Ratings (1996)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2004)Estimating Sovereign Default Risk (2012)Rules and risk in the Euro area (2014)Econometric Analysis of Panel Data (2021)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Credit cycle dependent spread determinants in emerging sovereign debt markets (2013)The Determinants of Banking Crises in Developing and Developed Countries (1998)Understanding the Effects of Government Spending on Consumption (2007)The Aftermath of Financial Crises (2009)Environmental policy and the economic downturn (2010)FISCAL POLICY AND ASSET PRICES (2011)Effectiveness of countercyclical fiscal policy: Evidence from developing Asia (2014)Bank Runs, Deposit Insurance, and Liquidity (1983)Government Spending and Budget Deficits in the Industrial Countries (1989)Political and Monetary Institutions and Public Financial Policies in the Industrial Countries (1991)The Democratic Advantage: Institutional Foundations of Financial Power in International Competition (2003)Sovereign default risk premia, fiscal limits, and fiscal policy (2011)The Bocconi boys go to Brussels: Italian economic ideas, professional networks and European austerity (2015)Parsimonious Modeling of Yield Curves (1987)Statistical analysis of cointegration vectors (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Fiscal institutions, fiscal policy and sovereign risk premia in EMU (2008)FOOL THE MARKETS? CREATIVE ACCOUNTING, FISCAL TRANSPARENCY AND SOVEREIGN RISK PREMIA (2008)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks (2006)Information Effects of Bond Rating Changes (2007)The impact of credit rating announcements on credit default swap spreads (2013)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)The Econometrics of Financial Markets (1997)An Econometric Model of the Yield Curve with Macroeconomic Jump Effects (2001)Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery (2007)When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions (2009)Sovereign Debt: Is To Forgive To Forget? (1988)The new Palgrave dictionary of money and finance (1992)Fiscal policy and growth: evidence from OECD countries (1999)Sovereign Bonds and the “Democratic Advantage”: Does Regime Type Affect Credit Rating Agency Ratings in the Developing World? (2007)Sovereign credit ratings, capital flows and financial sector development in emerging markets (2007)Short- and long-run determinants of sovereign debt credit ratings (2010)Monetary Policy Rules in Practice: Some International Evidence (1997)
this work references cited by second hop

References

  • 2003Yield spreads on EMU government bonds580 cited
  • 2003Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies309 cited
  • 1992Default Risk on Government Debt in OECD Countries295 cited
  • 2001Event study concerning international bond price effects of credit rating actions193 cited
  • 1999Credit risks and European government bond markets: a panel data econometric analysis108 cited
  • 1997High Yields: The Spread on German Interest Rates107 cited
  • 2005The Term Structure of Announcement Effects93 cited

Cited by

  • 2009How Effective is Fiscal Policy Response in Systemic Banking Crises?103 cited
  • 2009Fiscal Variables and Bond Spreads: Evidence from Eastern European Countries and Turkey29 cited
  • 2005Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region28 cited
  • 2005Expected Budget Deficits and Interest Rate Swap Spreads - Evidence for France, Germany and Italy26 cited

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