create a website

How do experts forecast sovereign spreads?. (2016). Poplawski-Ribeiro, Marcos ; Claeys, Peter ; Cimadomo, Jacopo.
In: European Economic Review.
RePEc:eee:eecrev:v:87:y:2016:i:c:p:216-235.

Full description at Econpapers || Download paper

Cited: 19

Citations received by this document

Cites: 59

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Fiscal Forecasting Rationality Among Expert Forecasters. (2025). Claeys, Peter ; Poplawskiribeiro, Marcos ; Chocobar, Belen.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:44:y:2025:i:3:p:941-959.

    Full description at Econpapers || Download paper

  2. Fiscal multipliers, public debt anchor and government credibility in a behavioural macroeconomic model. (2023). Betti, Thierry ; Metz, Theo ; Barbier-Gauchard, Amelie.
    In: Working Papers.
    RePEc:inf:wpaper:2023.10.

    Full description at Econpapers || Download paper

  3. QE in the euro area: Has the PSPP benefited peripheral bonds?. (2021). Gros, Daniel ; Belke, Ansgar.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100069x.

    Full description at Econpapers || Download paper

  4. Effects of discretionary fiscal policy and fiscal communication on fiscal credibility: Empirical evidence from Brazil. (2021). Montes, Gabriel ; Luna, Paulo Henrique.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-21-00873.

    Full description at Econpapers || Download paper

  5. Fiscal credibility, target revisions and disagreement in expectations about fiscal results. (2020). Montes, Gabriel ; Acar, Tatiana.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:76:y:2020:i:c:p:38-58.

    Full description at Econpapers || Download paper

  6. Gains from trade and the sovereign bond market. (2020). Sasahara, Akira ; Kikkawa, Ken.
    In: European Economic Review.
    RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300453.

    Full description at Econpapers || Download paper

  7. Estimating Fiscal Space: The Theoretical Framework of Ostry et al. Approach. (2019). Yereli, Ahmet ; Akbayir, Fatih.
    In: Sosyoekonomi Journal.
    RePEc:sos:sosjrn:190114.

    Full description at Econpapers || Download paper

  8. How risky is the high public debt in a context of low interest rates ?. (2019). van Parys, S ; van Meensel, L ; Godefroid, H ; Cornille, D.
    In: Economic Review.
    RePEc:nbb:ecrart:y:2019:m:september:i:ii:p:70-96.

    Full description at Econpapers || Download paper

  9. Dynamic fiscal limits and monetary-fiscal policy interactions. (2019). Battistini, Niccolò ; Zavalloni, Luca ; Callegari, Giovanni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192268.

    Full description at Econpapers || Download paper

  10. Gains from Trade and the Sovereign Bond Market. (2018). Sasahara, Akira ; Kikkawa, Ken.
    In: EconStor Preprints.
    RePEc:zbw:esprep:190820.

    Full description at Econpapers || Download paper

  11. Gains from Trade and the Sovereign Bond Market. (2018). Sasahara, Akira ; Kikkawa, Ken.
    In: MPRA Paper.
    RePEc:pra:mprapa:90685.

    Full description at Econpapers || Download paper

  12. Medium-term fiscal multipliers during protracted economic contractions. (2018). Poplawski-Ribeiro, Marcos ; Koloskova, Ksenia ; Dell'Erba, Salvatore.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:56:y:2018:i:c:p:35-52.

    Full description at Econpapers || Download paper

  13. Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A.
    In: Working Papers.
    RePEc:bol:bodewp:wp1120.

    Full description at Econpapers || Download paper

  14. Learning about Debt Crises. (2017). Paluszynski, Radek.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1602.

    Full description at Econpapers || Download paper

  15. Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model. (2017). Mongeau Ospina, Christian Alexander ; Granville, Brigitte ; Bagnai, Alberto.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:524-538.

    Full description at Econpapers || Download paper

  16. Uncertainty spillover and policy reactions. (2017). Claeys, Peter.
    In: Revista ESPE - Ensayos Sobre Política Económica.
    RePEc:col:000107:015470.

    Full description at Econpapers || Download paper

  17. Uncertainty spillover and policy reactions. (2017). Claeys, Peter.
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77.

    Full description at Econpapers || Download paper

  18. Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter.
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45.

    Full description at Econpapers || Download paper

  19. Withdrawal of Italy from the Eurozone: stochastic simulations of a structural macroeconometric model. (2017). Mongeau Ospina, Christian Alexander ; Granville, Brigitte ; Bagnai, Alberto.
    In: a/ Working Papers Series.
    RePEc:ais:wpaper:1702.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aizenman, J. ; Hutchison, M. ; Jinjarak, Y. What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk. 2013 J. Int. Money Financ.. 34 37-59

  2. Akerlof, G.A. ; Shiller, R.J. Animal Spirits: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism. 2009 Princeton University Press: Princeton

  3. Alesina, A. ; de Broeck, M. ; Prati, A. ; Tabellini, G. Default risk on government debt in OECD countries. 1992 Econ. Policy. 7 428-463
    Paper not yet in RePEc: Add citation now
  4. Alper, E. ; Forni, L. Public Debt in Advanced Economies and its Spillover Effects on Long-term Yields. 2011 International Monetary Fund: Washington

  5. Aristei, D. ; Martelli, D. Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries. 2014 J. Econ. Bus.. 76 55-84

  6. Attinasi, M.G. ; Checherita, C. ; Nickel, C. What Explains the Surge in Euro Area Sovereign Spreads During the Financial Crisis 2007–2009?. 2009 European Central Bank: Frankfurt

  7. Bao, T. ; Duffy, J. ; Hommes, C. Learning, forecasting and optimizing: an experimental study. 2013 Eur. Econ. Rev.. 61C 186-204

  8. Bao, T. ; Duffy, J. ; Hommes, C. ; Sonnemans, J. ; Tuinstra, J. Individual expectations, limited rationality and aggregate outcomes. 2012 J. Econ. Dyn. Control. 36 1101-1120

  9. Barberis, N. ; Shleifer, A. ; Vishny, R. A model of investor sentiment. 1998 J. Financ. Econ.. 49 307-343

  10. Batchelor, R. How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the Consensus. 2001 Appl. Econ.. 33 225-235

  11. Bi, H. Sovereign default risk premia, fiscal limits, and fiscal policy. 2012 Eur. Econ. Rev.. 56 389-410

  12. Bi, H. ; Leeper, E.M. ; Leith, C. Uncertain fiscal consolidations. 2013 Econ. J. R. Econ. Soc.. 0 F31-F63

  13. Blommestein, H. ; Eijffinger, S. ; Zongxin, Q. Animal Spirits in the Euro Area Sovereign CDS Market. 2012 Centre for Economic Policy Research: London

  14. Cardarelli, R. ; Elekdag, S. ; Lall, S. Financial stress and economic contractions. 2011 J. Financ. Stab.. 7 78-97

  15. Cheung, Y.W. ; Chinn, M.D. Currency traders and exchange rate dynamics: a survey of the US market. 2001 J. Int. Money Financ.. 20 439-471

  16. Cheung, Y.W. ; Marsh, I.W. How do U.K.-Based Foreign Exchange Dealers Think Their Market Operates. 2000 National Bureau of Economic Research: Cambridge, MA

  17. Citibank, 2012, Sovereign CDS ban already having an impact on CEEMEA. Emerging Markets Strategy. October 18th
    Paper not yet in RePEc: Add citation now
  18. Claessens, S. ; Kose, M. Financial Crises Explanations, Types, and Implications. 2013 International Monetary Fund: Washington

  19. Codogno, L. ; Favero, C. ; Missale, A. Yield spreads on EMU government bonds. 2003 Econ. Policy. 505-532

  20. Cottarelli, C. ; Jaramillo, L. Walking Hand in Hand: Fiscal Policy and Growth in Advanced Economies. 2012 International Monetary Fund: Washington

  21. D׳Agostino, A. ; Ehrmann, M. The Pricing of G7 sovereign bond spreads–the times, they are a-changing. 2014 J. Bank. Financ.. 47C 155-176

  22. Davig, T. ; Leeper, E. ; Walker, T.B. Inflation and the fiscal limit. 2011 Eur. Econ. Rev.. 55 31-47

  23. De Bondt, W.F. ; Thaler, R. Does the stock market overreact?. 1985 J. Financ.. 40 793-805

  24. De Grauwe, P. ; Ji, J. Self-fulfilling crises in the eurozone: an emprical test. 2013 J Int Money Financ.. 34 15-36
    Paper not yet in RePEc: Add citation now
  25. Dell׳Erba, S. ; Sola, S. Expected Fiscal Policy and Interest Rates in Open Economy. 2011 Graduate Institute of International and Development Studies: Geneva

  26. Dick, C.D. ; Schmeling, M. ; Schrimpf, A. Macro-expectations, aggregate uncertainty, and expected term premia. 2013 Eur. Econ. Rev.. 58 58-80

  27. Dovern, J. ; Fritsche, U. ; Slacalek, J. Disagreement Among Forecasters in G7 Countries. 2012 Rev. Econ. Stat.. 94 1081-1096

  28. Ejsing, J. ; Lemke, W. The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia During 2008–09. 2009 European Central Bank: Frankfurt

  29. Favero, C.A. Modelling and forecasting government bond spreads in the euro area: a GVAR model. 2013 J. Econ.. 177 343-356

  30. Favero, C.A. ; Missale, A. EU Public Debt Management and Eurobonds. 2012 European Parliament: Brussels
    Paper not yet in RePEc: Add citation now
  31. Favero, C.A. ; Pagano, M. ; von Thadden, E. How does liquidity affect government bond yields?. 2010 J. Financ. Quant. Anal.. 45 107-134

  32. Gerlach, S. ; Alexander, S. ; Guntram, G.B. Banking and Sovereign Risk in the Euro Area. 2010 Deutsche Bundesbank: Frankfurt

  33. Ghosh, A. ; Ostry, J. ; Qureshi, M.S. Fiscal space and sovereign risk pricing in a currency union. 2013 J. Int. Money Financ.. 34 131-163

  34. Heppke-Falk, K. ; Hüfner, F. Expected Budget Deficits and Interest Rate Swap Spreads: Evidence for France, Germany and Italy. 2004 Deutsche Bundesbank: Frankfurt

  35. Hirshleifer, D. Investor Psychology and Asset Pricing. 2001 J. Financ.. 56 1533-1597

  36. Hommes, C. ; Sonnemans, J. ; Tuinstra, J. ; van de Velden, H. A strategy experiment in dynamic asset pricing. 2005 J. Econ. Dyn. Control. 29 823-843

  37. Hommes, C.H. Behaviorally rational expectations and almost self-fulfilling equilibria. 2014 Rev. Behav. Econ.. 1 75-97

  38. Keane, M.P. ; Runkle, D.E. Testing the rationality of price forecasts: new evidence from panel data. 1990 Am. Econ. Rev.. 80 714-735

  39. Kleibergen, F. ; Paap, R. Generalized Reduced Rank Tests Using the Singular Value Decomposition. 2006 J. Econ.. 133 97-126

  40. Kumar, M. ; Okimoto, T. Dynamics of International Integration of Government Securities’ Markets. 2011 J. Bank. Financ.. 35 142-154

  41. Laubach, T. New Evidence on the Interest Rate Effects of Budget Deficits and Debt. 2009 J. Eur. Econ. Assoc.. 7 858-885

  42. Leeper, E.M. Anchoring Fiscal Expectations. 2009 National Bureau of Economic Research: Cambridge, MA

  43. Leeper, E.M. Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies. 1991 J. Monet. Econ.. 85 473-492

  44. Leeper, E.M. Fiscal Analysis is Darned Hard. 2015 National Bureau of Economic Research: Cambridge, MA

  45. Leeper, E.M. Fiscal Limits and Monetary Policy. 2013 National Bureau of Economic Research: Cambridge, MA

  46. Leeper, E.M. Monetary Science, Fiscal Alchemy. 2010 Federal Reserve Bank of Kansas City: Kansas City

  47. Manganelli, S. ; Wolswijk, G. What drives spreads in the euro area government bond market?. 2009 Econ. Policy. 24 191-240

  48. Odean, T. Do Investors Trade Too Much?. 1999 Am. Econ. Rev.. 89 1279-1298

  49. Onorante, L. ; Pedregal, D.J. ; Perez, J.J. ; Signorini, S. The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area. 2009 J. Policy Model.. 32 98-119
    Paper not yet in RePEc: Add citation now
  50. Ottaviani, M. ; Sørensen, P. Aggregation of Information and Beliefs: Asset Pricing Lessons from Prediction Markets. 2009 University of Copenhagen: Copenhagen

  51. Poghosyan, T. Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies. 2012 International Monetary Fund: Washington

  52. Polito, V. ; Wickens, M. Sovereign credit ratings in the European Union: a model-based fiscal analysis. 2015 Eur. Econ. Rev.. 78 220-247

  53. Poplawski-Ribeiro, M. ; Ruelke, J.C. Fiscal Expectations Under the Stability and Growth Pact: Evidence from Survey Data. 2011 International Monetary Fund: Washington

  54. Schuknecht, L. ; von Hagen, J. ; Wolswijk, G. Government Bond Risk Premiums in the EU: Revisited the Impact of the Financial Crisis. 2010 European Central Bank: Frankfurt

  55. Shearman, ; Sterling, L.L.P. Selling Themselves Short: EU Enacts Regulation Banning Naked Short Sales and Sovereign Debt CDS. 2012 Client Publication:
    Paper not yet in RePEc: Add citation now
  56. Shleifer, A. Inefficient Markets: A Introduction to Behavioral Finance. 2000 Oxford University Press: Oxford

  57. Sims, C.A. A Simple Model for Study of the Determination of the Price Level and the Interaction of Monetary and Fiscal Policy. 1994 Econ. Theory. 4 381-399

  58. Stock, J. ; Wright, J. ; Yogo, M. A Survey of weak instruments and weak identification in generalized method of moments. 2002 J. Bus. Econ. Stat.. 20 518-529

  59. Trueman, B. Analyst forecasts and herding behavior. 1994 Rev. Financ. Stud.. 7 97-124

Cocites

Documents in RePEc which have cited the same bibliography

  1. How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285.

    Full description at Econpapers || Download paper

  2. How do Experts Forecast Sovereign Spreads?. (2016). Poplawski-Ribeiro, Marcos ; Claeys, Peter ; Cimadomo, Jacopo ; Poplawskiribeiro, Marcos.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/100.

    Full description at Econpapers || Download paper

  3. The quest for banking stability in the euro area: The role of government interventions. (2016). Paltalidis, Nikos ; Kizys, Renatas ; Vergos, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:111-133.

    Full description at Econpapers || Download paper

  4. Sovereign Debt, Bail-Outs and Contagion in a Monetary Union. (2015). Uras, Burak ; Kobielarz, Michal ; Eijffinger, Sylvester ; Eijffinger, S. C. W., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:3a1338db-3d69-448b-92c0-85d57f44a988.

    Full description at Econpapers || Download paper

  5. Sovereign debt spread and default in a model with self fullfilling prophecies ans asymmetric information. (2015). Timbeau, Xavier ; Ducoudré, Bruno ; Blot, Christophe ; Ducoudre, Bruno.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5bhbhfsmhj981b00go8c6saind.

    Full description at Econpapers || Download paper

  6. To bail out or not to bail out? Crisis politics, credibility, and default risk in the Eurozone. (2015). .
    In: European Union Politics.
    RePEc:sae:eeupol:v:16:y:2015:i:3:p:325-346.

    Full description at Econpapers || Download paper

  7. On Origins and Implications of the Sovereign Debt Crisis in the Euro Area. (2015). Mirdala, Rajmund ; Ruakova, Anna.
    In: MPRA Paper.
    RePEc:pra:mprapa:68859.

    Full description at Econpapers || Download paper

  8. How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices. (2015). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:15/25.

    Full description at Econpapers || Download paper

  9. How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices. (2015). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:15/13.

    Full description at Econpapers || Download paper

  10. In Search of Fiscal Space in Africa: The Role of the Quality of Government Spending. (2015). Yohou, Hermann.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01222812.

    Full description at Econpapers || Download paper

  11. Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?. (2015). Minea, Alexandru ; Combes, Jean-Louis ; BALIMA, HIPPOLYTE.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01128239.

    Full description at Econpapers || Download paper

  12. Erosion du tissu productif en France : Causes et remèdes. (2015). Ragot, Xavier ; Aglietta, Michel.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1504.

    Full description at Econpapers || Download paper

  13. ECB policy and Eurozone fragility: Was De Grauwe right?. (2015). Fuertes, Ana-Maria ; Saka, Orkun ; Kalotychou, Elena.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:54:y:2015:i:c:p:168-185.

    Full description at Econpapers || Download paper

  14. Does economic policy uncertainty drive CDS spreads?. (2015). Wisniewski, Tomasz Piotr ; Lambe, Brendan John.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:447-458.

    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 (Tony) ; 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. The effects of fiscal opacity on sovereign credit spreads. (2015). Peat, Maurice ; Wang, Jue ; Svec, Jiri.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:24:y:2015:i:c:p:34-45.

    Full description at Econpapers || Download paper

  17. Public debt, population ageing and medium-term growth. (2015). Rodano, Lisa ; Papadopoulou, Niki ; Marchiori, Luca ; Kilponen, Juha ; Guarda, Paolo ; Gonzalez Pandiella, Alberto ; Gordo, Esther ; Dieppe, Alistair ; Vogel, Edgar ; Kulikov, Dmitry ; Sideris, Dimitris ; Grech, Owen ; Irac, Delphine ; Contributors, Other ; Albani, Maria ; Felix, Ricardo Mourinho ; Mora, Esther Gordo.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2015165.

    Full description at Econpapers || Download paper

  18. Public debt, population ageing and medium-term growth. (2015). Vogel, Edgar ; Kulikov, Dmitry ; Sideris, Dimitris ; Felix, Ricardo Mourinho ; Irac, Delphine ; Guarda, Paolo ; Dieppe, Alistair ; Grech, Owen ; Pandiella, Alberto Gonzalez ; Albani, Maria ; Marchiori, Luca ; Rodano, Lisa ; Kilponen, Juha ; Mora, Esther Gordo.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2014165.

    Full description at Econpapers || Download paper

  19. Sovereign Debt, Bail-Outs and Contagion in a Monetary Union. (2015). Uras, Burak ; Kobielarz, Michal ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10459.

    Full description at Econpapers || Download paper

  20. Expectations and systemic risk in EMU government bond spreads. (2014). Piersanti, Giovanni ; Canofari, Paolo ; Giovanni, Piersanti ; Giancarlo, Marini .
    In: wp.comunite.
    RePEc:ter:wpaper:0113.

    Full description at Econpapers || Download paper

  21. Theory and practice of contagion in monetary unions: Domino effects in EMU Mediterranean countries. (2014). Piersanti, Giovanni ; Di Bartolomeo, Giovanni ; Canofari, Paolo.
    In: wp.comunite.
    RePEc:ter:wpaper:0109.

    Full description at Econpapers || Download paper

  22. Credit Default Swaps: A Survey. (2014). Augustin, Patrick ; Wang, Sarah Qian ; Subrahmanyam, Marti G. ; Tang, Dragon Yongjun.
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000040.

    Full description at Econpapers || Download paper

  23. The Transmission of Federal Reserve Tapering News to Emerging Financial Markets. (2014). Hutchison, Michael ; Binici, Mahir ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19980.

    Full description at Econpapers || Download paper

  24. Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model. (2014). Niehof, Britta .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201458.

    Full description at Econpapers || Download paper

  25. How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices. (2014). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:14/17.

    Full description at Econpapers || Download paper

  26. External Imbalances and Fiscal Fragility in the Euro Area. (2014). Presbitero, Andrea ; Fratianni, Michele ; Alessandrini, Pietro ; Hallett, Andrew Hughes.
    In: Open Economies Review.
    RePEc:kap:openec:v:25:y:2014:i:1:p:3-34.

    Full description at Econpapers || Download paper

  27. Hypnosis Before Wake-up Call? The Revival of Sovereign Credit Risk Perception in the EMU-Crisis. (2014). Schmid, Kai ; Schmidt, Michael ; Bordon, Ingo G..
    In: IMK Working Paper.
    RePEc:imk:wpaper:138-2014.

    Full description at Econpapers || Download paper

  28. Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers. (2014). Sun, Yan M ; Heinz, Frigyes F.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/017.

    Full description at Econpapers || Download paper

  29. Increase in home bias in the Eurozone debt crisis: the role of domestic shocks. (2014). Gimet, Céline ; Gandré, Pauline ; Cornand, Camille ; Gandre, Pauline.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01015475.

    Full description at Econpapers || Download paper

  30. Increase in home bias in the Eurozone debt crisis: the role of domestic shocks. (2014). Gimet, Céline ; Gandré, Pauline ; Cornand, Camille ; Gandre, Pauline.
    In: Working Papers.
    RePEc:gat:wpaper:1419.

    Full description at Econpapers || Download paper

  31. 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

  32. Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis. (2014). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:39:y:2014:i:pb:p:405-419.

    Full description at Econpapers || Download paper

  33. Monetary policy and the twin crises. (2014). Lothian, James.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:49:y:2014:i:pb:p:197-210.

    Full description at Econpapers || Download paper

  34. Sovereign default risk and state-dependent twin deficits. (2014). Rühmkorf, Ronald ; Hürtgen, Patrick ; Ruhmkorf, Ronald ; Hurtgen, Patrick.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pb:p:357-382.

    Full description at Econpapers || Download paper

  35. Are European sovereign bonds fairly priced? The role of modelling uncertainty. (2014). Hessel, Jeroen ; de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:47:y:2014:i:c:p:239-267.

    Full description at Econpapers || Download paper

  36. Sovereign risk premia: The link between fiscal rules and stability culture. (2014). Osterloh, Steffen ; Heinemann, Friedrich ; Kalb, Alexander.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:41:y:2014:i:c:p:110-127.

    Full description at Econpapers || Download paper

  37. The pricing of G7 sovereign bond spreads – The times, they are a-changin. (2014). Ehrmann, Michael ; D'Agostino, Antonello ; Dagostino, Antonello.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:155-176.

    Full description at Econpapers || Download paper

  38. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:151-165.

    Full description at Econpapers || Download paper

  39. How do financial institutions forecast sovereign spreads?. (2014). Poplawski-Ribeiro, Marcos ; Claeys, Peter ; Cimadomo, Jacopo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141750.

    Full description at Econpapers || Download paper

  40. 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

  41. Hypnosis Before Wake-up Call?! The Revival of Sovereign Credit Risk Perception in the EMU-Crisis. (2014). Schmid, Kai ; Schmidt, Michael ; Bordon, Ingo G..
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4946.

    Full description at Econpapers || Download paper

  42. The Transmission of Federal Reserve Tapering News to Emerging Financial Markets. (2014). Hutchison, Michael ; Binici, Mahir ; Aizenman, Joshua.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt7n17z9km.

    Full description at Econpapers || Download paper

  43. Growth, Deficits and Uncertainty: Theoretical Aspects and Empirical Evidence. (2013). Zervoyianni, Athina ; Goulas, Eleftherios.
    In: Working Paper series.
    RePEc:rim:rimwps:53_13.

    Full description at Econpapers || Download paper

  44. Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis. (2013). Hutchison, Michael ; Binici, Mahir ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19125.

    Full description at Econpapers || Download paper

  45. FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS. (2013). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:13/20.

    Full description at Econpapers || Download paper

  46. Growth, deficits and uncertainty: Theoretical aspects and empirical evidence from a panel of 27 countries. (2013). Zervoyianni, Athina ; Goulas, Eleftherios.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:53:y:2013:i:4:p:380-392.

    Full description at Econpapers || Download paper

  47. Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:4793-4809.

    Full description at Econpapers || Download paper

  48. .

    Full description at Econpapers || Download paper

  49. .

    Full description at Econpapers || Download paper

  50. The Fiscal Stimulus of 2009-10: Trade Openness, Fiscal Space and Exchange Rate Adjustment. (2011). Aizenman, Joshua ; Jinjarak, Yothin.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt1vm5d1p4.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-13 09:23:37 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.