create a website

Confidence Swings and Sovereign Risk Dynamics. (2021). Tancioni, Massimiliano ; Patella, Valeria.
In: Structural Change and Economic Dynamics.
RePEc:eee:streco:v:56:y:2021:i:c:p:195-206.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 53

References cited by this document

Cocites: 71

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 retrenchments and the transmission mechanism of the sovereign risk channel for highly indebted countries. (2021). Tancioni, Massimiliano ; Fedeli, Silvia ; Beqiraj, Elton.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000358.

    Full description at Econpapers || Download paper

  2. Fiscal stance and the sovereign risk pass-through. (2021). Tancioni, Massimiliano ; Patella, Valeria ; Beqiraj, Elton.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001620.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, S.J.B. ; Huo, Z. The anatomy of sentiment-driven fluctuations. 2017 :

  2. Afonso, A.M.G.A. ; Kontonikas, A. Pricing sovereign bond risk in the EMU area: an empirical investigation. 2014 Int. J. Finance Econ.. 19 49-56
    Paper not yet in RePEc: Add citation now
  3. Aizenman, J.M.M.H. ; Jinjarak, Y. What is the risk of European sovereign debt default? Fiscal space, CDS spread, and market pricing of risk. 2013 J. Int. Money Finance. 60 37-59

  4. Alessandri, P. ; Mumtaz, H. Financial regimes and uncertainty shocks. 2019 J. Monet. Econ.. 101 31-46

  5. Altavilla, C.D.G. ; Lenza, M. The financial and macroeconomic effects of the OMT announcements. 2016 Int. J. Cent. Bank.. 12 29-57

  6. Andrade, P.J.B. ; de Fiore, F. ; Karadi, P. ; Tristani, O. The reanchoring channel of QE: the ECB asset purchase programme and long-term inflation expectations. 2016 R&R International Journal of Central Banking. -
    Paper not yet in RePEc: Add citation now
  7. Angeletos, M. ; La’o, J. Sentiments. 2013 Econometrica. 81 739-779
    Paper not yet in RePEc: Add citation now
  8. Angeletos, M.F.C. ; Dellas, H. Quantifying confidence. 2018 Econometrica. 86 1689-1726

  9. Arias, J.E. ; Rubio‐Ramírez, J.F. ; Waggoner, D.F. Inference based on structural vector autoregressions identified with sign and zero restrictions: theory and applications. 2018 Econometrica. 86 685-720

  10. Auerbach, A.J. ; Gorodnichenko, Y. Measuring the output responses to fiscal policy. 2012 Am. Econ. J.. 4 1-27

  11. Barsky, R.B. ; Sims, E. Information, animal spirits, and the meaning of innovations in consumer confidence. 2012 Am. Econ. Rev.. 102 1343-1377

  12. Benati, F. ; Surico, C. VAR Analysis and the great moderation. 2009 Am. Econ. Rev.. 99 1636-1652

  13. Benhabib, J. ; Spiegel, M.M. Sentiments and economic activity: evidence from US states. 2019 Econ. J.. 129 715-733

  14. Benhabib, J.P.W. ; Wen, Y. Sentiments and aggregate demand fluctuations. 2015 Econometrica. 83 549-585

  15. Bernanke, B. ; Gertler, M. Agency costs, net worth, and business fluctuations. 1989 Am. Econ. Rev.. 79 14-31

  16. Bernard, L.A.V.G. ; Palley, T. ; Semmler, W. Time scales and mechanisms of economic cycles: a review of theories of long waves. 2014 Rev. Keynesian Econ.. 2 87-107

  17. Bianchi, B.P.O. ; Presno, I. Fiscal stimulus under sovereign risk. 2019 :

  18. Bianchi, F. ; Ilut, C. Monetary/Fiscal policy mix and agents’ beliefs. 2017 Rev. Econ. Dyn.. 26 113-139

  19. Blanchard, O. Public debt and low interest rates. 2019 Am. Econ. Rev.. 109 1197-1229

  20. Bocola, L. ; Dovis, A. Self-fulfilling debt crises: a quantitative analysis. 2019 Am. Econ. Rev.. 109 4343-4377

  21. Caldara, D.C.F.-A. ; Gilchrist, S. ; Zakrajsek, E. The macroeconomic impact of financial and uncertainty shocks. 2016 Eur. Econ. Rev.. 88 185-207

  22. Calvo, G.A. Servicing the public debt: the role of expectations. 1988 Am. Econ. Rev.. 78 647-661

  23. Canova, F. ; De Nicolo, G. Monetary disturbances matter for business cycle fluctuations in the G7. 2002 J. Monet. Econ.. 49 1131-1159
    Paper not yet in RePEc: Add citation now
  24. Canova, F. ; Gambetti, L. Do expectations matter? The great moderation revisited. 2010 Am. Econ. J.. 2 183-205

  25. Canzonieri, M.F.C. ; Dellas, H. ; Diba, B. Fiscal Multipliers in Recessions. 2015 Econ. J.. 126 75-108

  26. Chib, S. Marginal likelihood from the Gibbs output. 1995 J. Am. Stat. Assoc.. 90 1313-1321
    Paper not yet in RePEc: Add citation now
  27. Corsetti, G.K.K. ; Meier, A. ; Muller, G. Sovereign risk, fiscal policy, and macroeconomic stability. 2013 The Economic Journal. 123 -

  28. Costantini, M.M.F. ; Melina, G. Determinants of sovereign bond yield spreads in the EMU: an optimal currency area perspective. 2014 Eur. Econ. Rev.. 70 337-349

  29. De Grauwe, P. The governance of a fragile Eurozone. 2012 Aust. Econ. Rev.. 45 255-268

  30. De Grauwe, P. ; Ji, Y. Self-fulfilling crises in the Eurozone: an empirical test. 2013 J. Int. Money Finance. 34 15-36

  31. Delatte, A.J.F. ; Portes, R. Regime-dependent sovereign risk pricing during the euro crisis. 2017 Rev. Finance. 21 362-385

  32. Faust, J. The robustness of identified VAR conclusions about money. 1998 Carnegie-Rochester Conf. Ser. Public Policy. 49 207-244

  33. Fernandez-Villaverde, J.P.G.-Q. ; Rubio-Ramirez, J.F. Estimating dynamic equilibrium models with stochastic volatility. 2015 J. Econom.. 185 216-229

  34. Fève, P. ; Guay, A. Sentiments in SVARs. 2018 Econ. J.. 129 877-896
    Paper not yet in RePEc: Add citation now
  35. Giannone, D.M.L. ; Primiceri, G.E. Prior selection for vector autoregressions. 2015 Rev. Econ. Stat.. 97 436-451

  36. Gilchrist, S. ; Mojon, B. Credit risk in the euro area. 2018 Econ. J.. 128 118-158

  37. Hamilton, J.D. Analysis of time series subject to changes in regime. 1990 J. Econom.. 45 39-70

  38. Jorda, O.M.S. ; Taylor, A.M. Macrofinancial history and the new business cycle facts. 2016 :

  39. Keynes, J.M. General Theory of Employment, Interest and Money. 1936 Cambridge University Press:
    Paper not yet in RePEc: Add citation now
  40. Kim, C.J. Dynamic linear models with Markov-switching. 1994 J. Econom.. 60 1-22

  41. Kiyotaki, N. ; Moore, J. Credit Cycles. 1997 J. Polit. Economy. 105 211-248
    Paper not yet in RePEc: Add citation now
  42. Liu, Z.D.W. ; Zha, T. Sources of the great moderation: a regime-switching DSGE approach. 2011 Quant. Econ.. 2 251-301
    Paper not yet in RePEc: Add citation now
  43. Lorenzoni, G. A theory of demand shocks. 2013 Am. Econ. Rev.. 99 2050-2084
    Paper not yet in RePEc: Add citation now
  44. Lubik, T.A.C.M. ; Owens, A. Beveridge curve shifts and time-varying parameter VARs. 2016 Fed. Reserve Bank Richmond Econ. Q.. 102 197-223

  45. Mendoza, E.G. ; Yue, V.Z. A general equilibrium model of sovereign default and business cycles. 2012 Q. J. Econ.. 127 889-946

  46. Meng, X. ; Wong, W.H. Simulating ratios of normalizing constants via a sample identity: a theoretical exploration. 1996 Stat. Sin.. 6 831-860
    Paper not yet in RePEc: Add citation now
  47. Minsky, H. Stabilizing an Unstable Economy. 1986 Yale University Press:
    Paper not yet in RePEc: Add citation now
  48. Orphanides, A. The fiscal-monetary policy mix in the euro area: challenges at the zero lower bound. 2017 :

  49. Primiceri, G.E. Time varying structural vector autoregressions and monetary policy. 2005 Rev. Econ. Stud.. 72 821-852

  50. Sims, C.A. Gaps in the institutional structure of the euro area. 2013 :

  51. Sims, C.A. ; Zha, T. Were there regime switches in U.S. monetary policy?. 2006 Am. Econ. Rev.. 96 54-81

  52. Sims, C.A.D.F.W. ; Zha, T. Methods for inference in large multiple-equation Markov-switching models. 2008 J. Econom.. 146 255-274

  53. Uhlig, H. What are the effects of monetary policy on output? Results from an agnostic identification procedure. 2005 J. Monet. Econ.. 52 381-419

Cocites

Documents in RePEc which have cited the same bibliography

  1. Development Of Composite Indicators Of Cyclical Response In Business Surveys Considering The Specifics Of The ‘Covid-19 Economy’. (2021). Lipkind, Tamara ; Kitrar, Liudmila.
    In: HSE Working papers.
    RePEc:hig:wpaper:121sti2021.

    Full description at Econpapers || Download paper

  2. Confidence Swings and Sovereign Risk Dynamics. (2021). Tancioni, Massimiliano ; Patella, Valeria.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:56:y:2021:i:c:p:195-206.

    Full description at Econpapers || Download paper

  3. Confounding dynamics. (2021). Walker, Todd ; Rondina, Giacomo.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121000685.

    Full description at Econpapers || Download paper

  4. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001.

    Full description at Econpapers || Download paper

  5. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni.
    In: Working Papers.
    RePEc:bol:bodewp:wp1160.

    Full description at Econpapers || Download paper

  6. Indeterminacy and imperfect information. (2020). Mertens, Elmar ; Matthes, Christian ; Lubik, Thomas A.
    In: Discussion Papers.
    RePEc:zbw:bubdps:012020.

    Full description at Econpapers || Download paper

  7. Imperfect Macroeconomic Expectations: Evidence and Theory. (2020). Huo, Zhen ; Sastry, Karthik ; Angeletos, George-Marios.
    In: NBER Chapters.
    RePEc:nbr:nberch:14490.

    Full description at Econpapers || Download paper

  8. 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

  9. CEOs market sentiment and corporate innovation: The role of financial uncertainty, competition and capital intensity. (2020). Lartey, Theophilus ; Owusu-Agyei, Samuel ; Danso, Albert.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302258.

    Full description at Econpapers || Download paper

  10. Monetary Policy and Sentiment-Driven Fluctuations. (2020). Chan, Jenny.
    In: Discussion Papers.
    RePEc:cfm:wpaper:2020.

    Full description at Econpapers || Download paper

  11. Prospect Theory and sentiment-driven fluctuations. (2020). Marchetti, Enrico ; giuli, francesco ; Ciccarone, Giuseppe ; Francesco, Giuli ; Giuseppe, Ciccarone.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:20:y:2020:i:1:p:25:n:10.

    Full description at Econpapers || Download paper

  12. Unconventional economic policies and sentiment: An international assessment. (2020). Gimet, Céline ; Gagnon, Mariehelene.
    In: The World Economy.
    RePEc:bla:worlde:v:43:y:2020:i:6:p:1544-1591.

    Full description at Econpapers || Download paper

  13. MORE THAN A FEELING: CONFIDENCE, UNCERTAINTY, AND MACROECONOMIC FLUCTUATIONS. (2020). Stracca, Livio ; Nowzohour, Laura.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:34:y:2020:i:4:p:691-726.

    Full description at Econpapers || Download paper

  14. Robust Predictions for DSGE Models with Incomplete Information. (2019). Ulbricht, Robert ; Chahrour, Ryan.
    In: TSE Working Papers.
    RePEc:tse:wpaper:33124.

    Full description at Econpapers || Download paper

  15. Financial, business and trust cycles: the issues of synchronization. (2019). Brychko, Maryna ; Bilan, Yuriy ; Vasilyeva, Tetyana ; Buriak, Anna.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:37:y:2019:i:1:p:113-138.

    Full description at Econpapers || Download paper

  16. Indeterminacy and Imperfect Information. (2019). Mertens, Elmar ; Matthes, Christian ; Lubik, Thomas.
    In: Working Paper.
    RePEc:fip:fedrwp:19-17.

    Full description at Econpapers || Download paper

  17. Optimism, pessimism, and short-term fluctuations. (2019). Grigoli, Francesco ; Di Bella, C..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:60:y:2019:i:c:p:79-96.

    Full description at Econpapers || Download paper

  18. Information-driven Business Cycles: A Primal Approach. (2018). Ulbricht, Robert ; Chahrour, Ryan.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:240.

    Full description at Econpapers || Download paper

  19. Frictional Coordination. (2018). Angeletos, George-Marios.
    In: Journal of the European Economic Association.
    RePEc:oup:jeurec:v:16:y:2018:i:3:p:563-603..

    Full description at Econpapers || Download paper

  20. Effect of Sentiments on Macroeconomic Variables in Iran: A Dynamic Stochastic General Equilibrium Approach. (2018). Nabavi, Seyed Mohsen ; Ehsani, Mohammad Ali ; Tavakolian, Hossein.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:13:y:2018:i:1:p:1-30.

    Full description at Econpapers || Download paper

  21. More than a feeling: confidence, uncertainty and macroeconomic fluctuations. (2017). Stracca, Livio ; Nowzohour, Laura.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172100.

    Full description at Econpapers || Download paper

  22. 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

  23. 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

  24. 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

  25. 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

  26. 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

  27. 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

  28. 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

  29. 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

  30. 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

  31. 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

  32. 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

  33. 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

  34. 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

  35. 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

  36. 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

  37. 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

  38. 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

  39. 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

  40. 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

  41. 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

  42. 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

  43. 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

  44. 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

  45. 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

  46. 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

  47. 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

  48. 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

  49. 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

  50. 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

  51. 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

  52. 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

  53. 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

  54. 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

  55. 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

  56. 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

  57. 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

  58. 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

  59. 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

  60. 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

  61. 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

  62. 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

  63. 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

  64. 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

  65. 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

  66. 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

  67. 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

  68. .

    Full description at Econpapers || Download paper

  69. .

    Full description at Econpapers || Download paper

  70. 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

  71. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 20:12:18 || 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.