SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Regime-Dependent Sovereign Risk Pricing During the Euro Crisis
16 references·6 citing·45 second hopsampled
Regime-Dependent Sovereign Risk Pricing During the Euro Crisis (2016)Regime-Dependent Sovereign Risk Pricing D…A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)A Pyrrhic Victory? Bank Bailo…Systemic sovereign credit risk: Lessons from the U.S. and Europe (2013)Systemic sovereign credit ris…What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk (2012)What is the risk of European …Self-fulfilling crises in the Eurozone: An empirical test (2012)Self-fulfilling crises in the…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis (2011)Default Risk of Advanced Econ…A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk (2011)A Pyrrhic Victory? - Bank Bai…How Does Liquidity Affect Government Bond Yields? (2009)How Does Liquidity Affect Gov…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Determinants and Impact of Sovereign Credit Ratings (2007)Determinants and Impact of So…Measuring Systematic Risk in EMU Government Yield Spreads (2004)Measuring Systematic Risk in …SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)SMOOTH TRANSITION AUTOREGRESS…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…The pricing of bonds and bank loans in international markets (1986)The pricing of bonds and bank…The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries' Foreign Borrowing (1985)The Pricing of Bonds and Bank…The Inefficiency of the Stock Market Equilibrium (1982)The Inefficiency of the Stock…Eurozone government bond spreads: A tale of different ECB policy regimes (2023)Eurozone government bond spre…Forecasting China’s sovereign CDS with a decomposition reconstruction strategy (2021)Forecasting China’s sovereign…Risk, financial stability and FDI (2020)Risk, financial stability and…Revisiting the Economic Case for Fiscal Union in the Euro Area (2018)Revisiting the Economic Case …Government bond yields in Germany and Spain—empirical evidence from better days (2018)Government bond yields in Ger…An international forensic perspective of the determinants of bank CDS spreads (2017)An international forensic per…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Comparing Predictive Accuracy (1994)Testing for a unit root in the nonlinear STAR framework (2002)Dealing with Structural Breaks (2005)An Empirical Comparison of Machine Learning Models for Time Series Forecasting (2010)Valuation effects of security offerings and the issuance process (1986)Sovereign Debt: Is To Forgive To Forget? (1988)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies (2003)The Empire Effect: The Determinants of Country Risk in the First Age of Globalization, 1880–1913 (2006)Short- and long-run determinants of sovereign debt credit ratings (2010)Bank Runs, Deposit Insurance, and Liquidity (1983)Models of Currency Crises with Self-Fulfilling Features (1995)Bank/sovereign risk spillovers in the European debt crisis (2013)Credit Default Swaps: A Survey (2014)The Transmission of Federal Reserve Tapering News to Emerging Financial Markets (2014)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Determinants of corporate borrowing (1977)This Time Is Different (2009)The EMU sovereign-debt crisis: Fundamentals, expectations and contagion (2012)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)The Pass-Through of Sovereign Risk (2016)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Modeling Term Structures of Defaultable Bonds (1999)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)Credit Rationing in Markets with Imperfect Information (1981)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Spurious regression and residual-based tests for cointegration in panel data (1999)Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe (2014)Varieties of capitalism in light of the euro crisis (2017)EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness (2020)This Time Is Different (2009)Sovereign Default, Domestic Banks, and Financial Institutions (2013)Local Crowding Out in China (2019)Global Capital and National Governments (2001)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads (2016)Municipal Bond Liquidity and Default Risk (2017)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2014A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk812 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 2012Self-fulfilling crises in the Eurozone: An empirical test631 cited
  • 2007Determinants and Impact of Sovereign Credit Ratings509 cited
  • 2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk488 cited
  • 2012What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk422 cited
  • 2013Systemic sovereign credit risk: Lessons from the U.S. and Europe373 cited
  • 2009How Does Liquidity Affect Government Bond Yields?342 cited
  • 1982The Inefficiency of the Stock Market Equilibrium287 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
  • 2011Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis

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

246 cited
  • 2004Measuring Systematic Risk in EMU Government Yield Spreads216 cited
  • Cited by

    • 2020Risk, financial stability and FDI47 cited
    • 2021Forecasting China’s sovereign CDS with a decomposition reconstruction strategy47 cited
    • 2018Revisiting the Economic Case for Fiscal Union in the Euro Area35 cited
    • 2017An international forensic perspective of the determinants of bank CDS spreads32 cited
    • 2023Eurozone government bond spreads: A tale of different ECB policy regimes23 cited
    • 2018Government bond yields in Germany and Spain—empirical evidence from better days17 cited