This document has not been cited yet.

References contributed by ppe413-13105

1. Acharya, V. V., & Steffen, S. (2015). The greatest carry trade ever? Understanding eurozone bank risks. Journal of Financial Economics, 115: 215-236. Afonso, A., Furceri, D., & Gomes, P. (2012). Sovereign credit ratings and financial markets linkages: application to European data. Journal of International Money and Finance, 31: 606-638.

2. Al-Eyd, M. A., & Berkmen, P. (2013). Fragmentation and monetary policy in the euro area. Working Paper 13/208. International Monetary Fund, Washington, DC.

3. Angeloni, I., Faia, E., & Duca, M. L. (2015). Monetary policy and risk taking. Journal of Economic Dynamics and Control, 52: 285-307.

4. Antonakakis, N., & Vergos, K. (2013). Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. Journal of International Financial Markets, Institutions and Money, 26: 258-272.

5. Arghyrou, M. G., & Kontonikas, A. (2012). The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. Journal of International Financial Markets, Institutions and Money, 22: 658-677.

6. Bauer, G. H., & Granziera, E. (2016). Monetary policy and private debt. Staff Working Paper 2016-59. Bank of Canada, Ottawa.
   Paper not yet in RePEc: Add citation now
   

7. Bauer, M. D., & Rudebusch, G. D. (2014). The signaling channel for federal reserve bond purchases. International Journal of Central Banking, 10: 233-289.

8. Bech, M. L., & Malkhozov, A. (2016). How have central banks implemented negative policy rates? BIS Quarterly Review, March: 31-44.

9. Beirne, J., & Fratzscher, M. (2013). The pricing of sovereign risk and contagion during the European sovereign debt crisis. Journal of International Money and Finance, 34: 6082.

10. Bernanke, B. S., & Gertler, M. (1995). Inside the black box: The credit channel of monetary policy. The Journal of Economic Perspectives, 9: 27-48.

11. Boeckx, J., Dossche, M., & Peersman, G. (2014). Effectiveness and transmission of the ECB’s balance sheet policies. Working Paper 275, National Bank of Belgium, Brussels.

12. Bridges, J., & Thomas, R. (2012). The Impact of QE on the UK Economy–Some supportive monetarist arithmetic. Working Paper 442, Bank of England, London.

13. Bruno, V., & Shin, H. S. (2015). Capital flows and the risk-taking channel of monetary policy. Journal of Monetary Economics, 71: 119-132.

14. Burriel, P., & Galesi, A. (2016). Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries. Working Paper 16/31, Bank of Spain, Madrid.

15. Chow, G. C., & Lin, A. L. (1971). Best linear unbiased interpolation, distribution, and extrapolation of time series by related series. The Review of Economics and Statistics, 53: 372-375.

16. Christensen, J. H., & Rudebusch, G. D. (2012). The response of interest rates to US and UK quantitative easing. The Economic Journal, 122: F385-F414.

17. Christiano, L. J., Eichenbaum, M., & Evans, C. L. (1999). Monetary policy shocks: What have we learned and to what end? In: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, North-Holland, Amsterdam (pp. 65-148).

18. Churm, R., Joyce, M., Kapetanios, G., & Theodoridis, K. (2015). Unconventional monetary policies and the macroeconomy: The impact of the United Kingdom’s QE2 and funding for lending scheme. Staff Working Paper No. 542, Bank of England, London.
    Paper not yet in RePEc: Add citation now
    

19. Churm, R., Joyce, M., Kapetanios, G., & Theodoridis, K. (2015). Unconventional monetary policies and the macroeconomy: The impact of the United Kingdom’s QE2 and funding for lending scheme. Staff Working Paper No. 542, Bank of England, London.

20. Ciccarelli, M., Maddaloni, A., & Peydró, J. L. (2013). Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone. Economic Policy, 28: 459-512.

21. Corsetti, G., Dedola, L., Jarociński, M., Mańkowiak, B., & Schmidt, S. (2016). Macroeconomic stabilization, monetary-fiscal interactions, and Europe's monetary union. Working Paper 1675, European Central Bank, Frankfurt am Main.

22. Cour-Thimann, P., & Winkler, B. (2012). The ECB’s non-standard monetary policy measures: the role of institutional factors and financial structure. Oxford Review of Economic Policy, 28: 765-803.

23. D’Amico, S., English, W., López‐ Salido, D., & Nelson, E. (2012). The Federal Reserve's large-scale asset purchase `programmes: Rationale and effects. The Economic Journal, 122: F415-F446.

24. De Nicolò, G., Dell'Ariccia, G., Laeven, L., & Valencia, F. (2010). Monetary policy and bank risk taking.IMF StaffPosition Note 10/09, International Monetary Fund, Washington, DC.
    Paper not yet in RePEc: Add citation now
    

25. De Santis, R. & Stein, M. (2016). Correlation changes between the risk-free rate and sovereign yields of euro area countries. Working Paper 1979, European Central Bank, Frankfurt am Main.

26. De Santis, R. A. (2014). The euro area sovereign debt crisis: Identifying flight-to-liquidity and the spillover mechanisms. Journal of Empirical Finance, 26: 150-170.
    Paper not yet in RePEc: Add citation now
    

27. Dees, S., Mauro, F. D., Pesaran, M. H., & Smith, L. V. (2007). Exploring the international linkages of the euro area: a global VAR analysis. Journal of Applied Econometrics, 22: 1-38.

28. Dell'Ariccia, G., Laeven, L., & Suarez, G. A. (2016). Bank leverage and monetary policy's risk-taking channel: Evidence from the United States. The Journal of Finance. forthcoming.

29. Draghi, M. (2012). Speech by at the Global Investment Conference in London, 26 July 2012.
    Paper not yet in RePEc: Add citation now
    

30. Ehrmann, M. & Fratzscher, M. (2017). Euro area government bondsfragmentation and contagion during the sovereign debt crisis. Journal of International Money and Finance, 70: 26-44.

31. European Commission (1995): The impact of exchange-rate movements on trade within the Single Market. European Economy, 4: 1–94.
    Paper not yet in RePEc: Add citation now
    

32. Gagnon, J., Raskin, M., Remache, J., & Sack, B. (2011). The financial market effects of the Federal Reserve’s large-scale asset purchases. International Journal of Central Banking, 7: 3-43.

33. Gambacorta, L., Hofmann, B., & Peersman, G. (2014). The effectiveness of unconventional monetary policy at the zero lower bound: A Cross-country analysis. Journal of Money, Credit and Banking, 46: 615-642.

34. Georgiadis, G. (2015). Determinants of global spillovers from US monetary policy. Journal of International Money and Finance, 67: 41-61.

35. Giannone, D., Lenza, M., & Reichlin, L. (2012). money, credit, monetary policy and the business cycle in the Euro Area. Discussion Paper 8944, Centre for Economic Policy Research, London.

36. Gilchrist, S., Yue, V. Z., & Zakrajsek, E. (2014). The response of sovereign bond yields to US monetary policy.
    Paper not yet in RePEc: Add citation now
    

37. Goodhart, C. A., & Ashworth, J. P. (2012). QE: A successful start may be running into diminishing returns. Oxford Review of Economic Policy, 28: 640-670.

38. Goretti, M., & Souto, M. (2013). Macro-financial implications of corporate (de) leveraging in the Euro Area periphery. Working Paper 13/154. International Monetary Fund, Washington, DC.

39. Hodson, D. (2013). The Eurozone in 2012:‘Whatever it takes to preserve the euro'? Journal of Common Market Studies, 51: 183-200.

40. Holló, D., Kremer, M. & Lo Duca, M. (2012). CISS: A composite indicator of systemic stress in the financial system. Working Paper 1426, European Central Bank, Frankfurt am Main.

41. Iturriaga, F. J. L. (2000). More on the credit channel of monetary policy transmission: an international comparison. Applied Financial Economics, 10: 423-434.
    Paper not yet in RePEc: Add citation now
    

42. Jacquemin, A., & Sapir, A. (1996): Is a European hard core credible? A statistical analysis. Kyklos, 49: 105–117.

43. Joyce, M., Lasaosa, A., Stevens, I., & Tong, M. (2011). The financial market impact of quantitative easing in the United Kingdom. International Journal of Central Banking, 7: 113-161.

44. Koop, G., Pesaran, M. H. & Potter, S. M. (1996). Impulse response analysis in non-linear multivariate models. Journal of Econometrics 74: 119–147. Pesaran, M. H. & Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters 58: 17–29.

45. Krishnamurthy, A., & Vissing-Jorgensen, A. (2012). The aggregate demand for treasury debt. Journal of Political Economy, 120: 233-267.

46. Ledesma-Rodríguez, F., Navarro-Ibáñez, M., Pérez-Rodríguez, J., & Sosvilla-Rivero, S. (2005): Assessing the credibility of a target zone: Evidence from the EMS. Applied Economics, 37: 2265–2287.

47. Mayordomo, S., Abascal, M., Alonso, T., & Rodriguez-Moreno, M. (2015). Fragmentation in the European interbank market: Measures, determinants, and policy solutions. Journal of Financial Stability, 16: 1-12.

48. Mimeo Gómez-Puig, M., & Sosvilla-Rivero, S. (2014). Causality and contagion in EMU sovereign debt markets. International Review of Economics & Finance, 33: 12-27.

49. Obstfeld, M. (1996). Models of currency crises with self-fulfilling features. European Economic Review, 40: 1037-1047.

50. Pesaran, M. H., Schuermann, T., & Weiner, S. M. (2004). Modeling regional interdependencies using a global error-correcting macroeconometric model. Journal of Business & Economic Statistics, 22: 129-162.

51. Reichlin, L., 2013. The ECB and the banks: The tale of two crises. Discussion Paper 964, Centre for Economic Policy Research, London.

52. Robstad, Ø. (2017). House prices, credit and the effect of monetary policy in Norway: Evidence from structural VAR models. Empirical Economics, forthcoming.
    Paper not yet in RePEc: Add citation now
    

53. Santor, E., & Suchanek, L. (2013). Unconventional Monetary Policies: evolving practices, their effects and potential costs. Bank of Canada Review, Spring: 1-15.

54. Sims, C.A. (1980). Macroeconomics and reality. Econometrica 48: 1-48.

55. Sosvilla-Rivero, S. & Morales-Zumaquero, A. (2012). Volatility in EMU sovereign bond yields: Permanent and transitory components. Applied Financial Economics, 22: 1453– 1464.

56. Sosvilla-Rivero, S., & Maroto-Illera, R. (2003). Regimen changes and duration in the European Monetary System. Applied Economics, 35: 1923-1933.

57. Uhlig, H. (2005). What are the effects of monetary policy on output? Results from an agnostic identification procedure. Journal of Monetary Economics 52: 381–419.

58. Wu, J. C., & Xia, F. D. (2016). Measuring the macroeconomic impact of monetary policy at the zero lower bound. Journal of Money, Credit and Banking, 48: 253-291.

59. Zoli, M. E. (2013). Italian sovereign spreads: Their determinants and pass-through to bank funding costs and lending conditions. Working Paper 13/84. International Monetary Fund, Washington, DC.

1. Do Financial Markets Reward Government Spending Efficiency?. (2021). Jalles, Joao ; Afonso, Antonio ; Venancio, Ana.
   In: Working Papers REM.
   RePEc:ise:remwps:wp01662021.

   Full description at Econpapers || Download paper

2. Do Financial Markets Reward Government Spending Efficiency?. (2021). Jalles, Joao ; Afonso, Antonio ; Venancio, Ana.
   In: Working Papers.
   RePEc:inf:wpaper:2021.01.

   Full description at Econpapers || Download paper

3. The joint dynamics of sovereign ratings and government bond yields. (2016). von Schweinitz, Gregor ; El-Shagi, Makram.
   In: Discussion Papers.
   RePEc:zbw:bubdps:132016.

   Full description at Econpapers || Download paper

4. Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law. (2016). Cerqueti, Roy ; Castellano, Rosella ; ausloos, marcel.
   In: Papers.
   RePEc:arx:papers:1603.01103.

   Full description at Econpapers || Download paper

5. Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis. (2015). Tuna, Gulcay ; Bein, murad.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2015:i:2:p:61-80.

   Full description at Econpapers || Download paper

6. The Determinants of Economic Fragility: Case of the Fragile Five Countries. (2015). dogru, bulent ; Unver, Mustafa .
   In: MPRA Paper.
   RePEc:pra:mprapa:68734.

   Full description at Econpapers || Download paper

7. Deciphering financial contagion in the euro area during the crisis. (2015). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien .
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:55:y:2015:i:c:p:108-123.

   Full description at Econpapers || Download paper

8. The credit signals that matter most for sovereign bond spreads with split rating. (2015). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Huong.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:53:y:2015:i:c:p:174-191.

   Full description at Econpapers || Download paper

9. Macroannouncements, bond auctions and rating actions in the European government bond spreads. (2015). Urga, Giovanni ; Boffelli, Simona .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:53:y:2015:i:c:p:148-173.

   Full description at Econpapers || Download paper

10. Credit ratings and cross-border bond market spillovers. (2015). Boninghausen, Benjamin ; Zabel, Michael .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:53:y:2015:i:c:p:115-136.

    Full description at Econpapers || Download paper

11. The adverse effects of systematic leakage ahead of official sovereign debt rating announcements. (2015). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander ; Papakyriakou, Panayiotis .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:3:p:526-547.

    Full description at Econpapers || Download paper

12. Does sovereign creditworthiness affect bank valuations in emerging markets?. (2015). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129.

    Full description at Econpapers || Download paper

13. The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China. (2015). Wu, Eliza ; Kim, Suk-Joong ; Salem, Leith .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:208-224.

    Full description at Econpapers || Download paper

14. Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes. (2015). Apergis, Nicholas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:54-62.

    Full description at Econpapers || Download paper

15. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong ; Chiarella, Carl.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:19-34.

    Full description at Econpapers || Download paper

16. Risk and return—Is there an unholy cycle of ratings and yields?. (2015). von Schweinitz, Gregor ; El-Shagi, Makram.
    In: Economics Letters.
    RePEc:eee:ecolet:v:129:y:2015:i:c:p:49-51.

    Full description at Econpapers || Download paper

17. The determinants of sovereign bond yield spreads in the EMU. (2015). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151781.

    Full description at Econpapers || Download paper

18. The Home Bias in Sovereign Ratings. (2014). Fuchs, Andreas ; Gehring, Kai.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100274.

    Full description at Econpapers || Download paper

19. Quo Vadis, raters? A frontier approach to identify misratings in sovereign credit risk. (2014). Tortosa-Ausina, Emili ; Ozturk, Huseyin ; Shaban, Mohamed ; Duygun, Meryem.
    In: Working Papers.
    RePEc:jau:wpaper:2014/10.

    Full description at Econpapers || Download paper

20. The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies. (2014). Kliber, Agata.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:64:y:2014:i:4:p:330-350.

    Full description at Econpapers || Download paper

21. Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises. (2014). Stephan, Andreas ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea ; Karpava, Margarita .
    In: EcoMod2014.
    RePEc:ekd:006356:6939.

    Full description at Econpapers || Download paper

22. The reaction of European credit default swap spreads to the U.S. credit rating downgrade. (2014). Blau, Benjamin ; Roseman, Brian S..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:34:y:2014:i:c:p:131-141.

    Full description at Econpapers || Download paper

23. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pa:p:125-146.

    Full description at Econpapers || Download paper

24. Sovereign rating actions and the implied volatility of stock index options. (2014). Tran, Vu ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:101-113.

    Full description at Econpapers || Download paper

25. Understanding the sovereign credit ratings of emerging markets. (2014). Varlı, Yusuf ; Erdem, Orhan ; Varli, Yusuf .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:20:y:2014:i:c:p:42-57.

    Full description at Econpapers || Download paper

26. Sovereign credit ratings, market volatility, and financial gains. (2014). Taamouti, Abderrahim ; Gomes, Pedro ; Afonso, Antonio.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:20-33.

    Full description at Econpapers || Download paper

27. The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis. (2014). Corbet, Shaen.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2014-01-9.

    Full description at Econpapers || Download paper

28. Sovereign credit ratings, market volatility, and financial gains. (2014). Taamouti, Abderrahim ; Gomes, Pedro ; Afonso, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141654.

    Full description at Econpapers || Download paper

29. Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area. (2014). Bahaj, Saleem.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1406.

    Full description at Econpapers || Download paper

30. The 2011 European short sale ban on financial stocks: A cure or a curse?. (2013). Stork, Philip ; Kräussl, Roman ; Felix, Luiz ; Kraussl, Roman.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201317.

    Full description at Econpapers || Download paper

31. Sovereign ratings in the post-crisis world : an analysis of actual, shadow and relative risk ratings. (2013). Ratha, Dilip ; Basu, Kaushik ; De, Supriyo ; Timmer, Hans .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6641.

    Full description at Econpapers || Download paper

32. Sovereign risk contagion in the Eurozone: a time-varying coefficient approach. (2013). Ludwig, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:52340.

    Full description at Econpapers || Download paper

33. News Flow, Web Attention and Extreme Returns in the European Financial Crisis. (2013). Grammatikos, Theoharry ; Chouliaras, Andreas.
    In: MPRA Paper.
    RePEc:pra:mprapa:51335.

    Full description at Econpapers || Download paper

34. Credit Ratings and Cross-Border Bond Market Spillovers. (2013). Boninghausen, Benjamin ; Zabel, Michael .
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:21075.

    Full description at Econpapers || Download paper

35. Anatomy of a fiscal débacle: the case of Portugal. (2013). Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp012013.

    Full description at Econpapers || Download paper

36. What determines the duration of a fiscal consolidation program?. (2013). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:113-134.

    Full description at Econpapers || Download paper

37. Fiscal space and sovereign risk pricing in a currency union. (2013). Qureshi, Mahvash ; Ostry, Jonathan ; Ghosh, Atish.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:34:y:2013:i:c:p:131-163.

    Full description at Econpapers || Download paper

38. The euro exchange rate during the European sovereign debt crisis - dancing to its own tune?. (2013). Uusküla, Lenno ; Osbat, Chiara ; Ehrmann, Michael ; Uuskula, Lenno ; Strask, Jan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131532.

    Full description at Econpapers || Download paper

39. Sovereign credit ratings in the European Union: a model-based fiscal analysis. (2013). Wickens, Michael ; Polito, Vito.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9665.

    Full description at Econpapers || Download paper

40. A Rating Agency for Europe – A good idea?. (2013). Weder, Beatrice ; di Mauro, Beatrice Weder ; Bartels, Bernhard .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9512.

    Full description at Econpapers || Download paper

41. The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis. (2013). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: Working Papers.
    RePEc:bng:wpaper:13007.

    Full description at Econpapers || Download paper

42. Sovereign debt: financial market over-reliance on credit rating agencies. (2013). Bank for International Settlements, .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:72-12.

    Full description at Econpapers || Download paper

43. The Home Bias in Sovereign Ratings. (2013). Fuchs, Andreas ; Gehring, Kai.
    In: Working Papers.
    RePEc:awi:wpaper:0552.

    Full description at Econpapers || Download paper

44. Deciphering financial contagion in the euro area during the crisis. (2012). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien .
    In: MPRA Paper.
    RePEc:pra:mprapa:49251.

    Full description at Econpapers || Download paper

45. Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies Downgrades. (2012). Antonakakis, Nikolaos.
    In: MPRA Paper.
    RePEc:pra:mprapa:43013.

    Full description at Econpapers || Download paper

46. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp362012.

    Full description at Econpapers || Download paper

47. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers.
    RePEc:gla:glaewp:2012_14.

    Full description at Econpapers || Download paper

48. The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal. (2012). De Santis, Roberto A..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121419.

    Full description at Econpapers || Download paper

49. Sovereign Debt Rating Changes and the Stock Market. (2012). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander ; Papakyriacou, Panayiotis .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8743.

    Full description at Econpapers || Download paper

50. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek.
    In: Working Papers.
    RePEc:cnb:wpaper:2012/07.

    Full description at Econpapers || Download paper

Report date: 2025-02-23 16:27:10 || Missing content? Let us know