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Self-Fulfilling Crises in the Eurozone: An Empirical Test
15 references·11 citing·41 second hop
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References

  • 1984Rational and Self-Fulfilling Balance-of-Payments Crises960 cited
  • 2005Manias, Panics and Crashes821 cited
  • 2012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion458 cited
  • 2012What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk422 cited
  • 2005Other People's Money341 cited
  • 1983LDC's Foreign Borrowing and Default Risk: An Empirical Investigation287 cited
  • 1986The pricing of bonds and bank loans in international markets274 cited
  • 1985The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries' Foreign Borrowing248 cited
  • 2011The Greek financial crisis: Growing imbalances and sovereign spreads235 cited
  • 20191. The Pain of Original Sin218 cited
  • 1999Determinants of Emerging Market Bond Spread: Do Economic Fundamentals Matter?205 cited
  • 2011What Explains the Surge in Euro Area Sovereign Spreads During the Financial Crisis of 2007–2009?165 cited
  • 2010Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?160 cited
  • 1990Determinants of Secondary Market Prices for Developing Country Syndicated Loans129 cited
  • 2003Japan's Negative Risk Premium in Interest Rates: The Liquidity Trap and the Fall in Bank Lending

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Cited by

  • 2022Sticky Power77 cited
  • 2014Searching Under the Lamp-Post: The Evolution of Fiscal Surveillance74 cited
  • 2013The Fragility of Two Monetary Regimes: The European Monetary System and the Eurozone60 cited
  • 2017Limits to government debt sustainability in OECD countries60 cited
  • 2017The Shifting Drivers of Global Liquidity55 cited
  • 2017Rating Agencies, Self-Fulfilling Prophecy and Multiple Equilibria? An Empirical Model of the European Sovereign Debt Crisis 2009-201145 cited
  • 2014Sovereign Yield Spreads During the Euro Crisis: Fundamental Factors Versus Redenomination Risk44 cited
  • 2016Environmental, Social and Governance (ESG) Performance and Sovereign Bond Spreads: An Empirical Analysis of OECD Countries34 cited
  • 2021Sovereign Debt in the 21st Century34 cited
  • 2013Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis31 cited
  • 2015Reconciling Insurance with Market Discipline: A Blueprint for a European Fiscal Union22 cited