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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.

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  1. Financial growth and Economic Growth in Europe : Is the Euro Beneficial for All Countries?. (2016). Durgheu, Beatrice ; Kalaitzoglou, Iordanis.
    In: Post-Print.
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  2. Has Austerity Succeeded in Ameliorating the Economic Climate? The Cases of Ireland, Cyprus and Greece. (2014). Vegh, Marcell Zoltan.
    In: Social Sciences.
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  3. The Greek Economy and Banking System: Recent Developments and the Way Forward. (2013). Provopoulos, George .
    In: Special Conference Papers.
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References

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  1. Afonso, A., Arghyrou, M.G., Kontonikas, A. (2012). “The determinants of sovereign bond yield spreads in the EMU”. University of Glasgow, Adam Smith Business School, Discussion Paper 2012-14.

  2. Aizenman, J., Hutchison, M. and Jinjarak, Y. (2013) “What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and the market pricing of risk”, Journal of International Money and Finance, 34, 37-49.

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  4. Beetsma, R., Giuliodori, M., de Jong F. and Widijanto, D. (2013) “Spread the News: the impact of news on the European sovereign bonds markets during the crisis”, Journal of International Money and Finance, 34, 83-101.

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  7. Cuthbertson, K., Hall, S. G. and Taylor, M. P. (1992) Applied Econometric Techniques, University of Michigan Press, Ann Arbor.
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  8. De Santis, R. A. (2012) “The Euro Area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal”, ECB Working Paper Series, no. 1419.

  9. DeGrauwe, P. and Ji, Y. (2013) “Self-fulfilling crises in the Eurozone: an empirical test”, Journal of International Money and Finance, 34, 15-36.

  10. Doetz, N. and Fischer, C. (2010) “What can EMU countries’ sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?” Deutsche Bundesbank, Discussion Paper Series 1, Economic Studies, no. 11.

  11. Fontana, A. and Scheicher, M. (2010) “An analysis of euro area sovereign CDS and their relation with government bonds” ECBWorking Paper, no. 1271 Gibson, H. D., Hall, S. G. and Tavlas, G. S. (2012) “The Greek financial crisis: growing imbalances and sovereign spreads”, Journal of International Money and Finance, 31, 498-516.

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  13. Mink, M., de Haan, J. 2013. Contagion during the Greek sovereign debt crisis. Journal of International Money and Finance 34, 102-13.

  14. von Hagen, J., Schuknecht, L. and Wolswijk G. (2011) “Government bond risk premiums in the EU revisited: the impact of the financial crisis”, European Journal of Political Economy, 27, 1, 36-43.

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    In: Discussion Papers in Economics.
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