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Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks. (2014). Ludwig, Alexander.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:24:y:2014:i:12:p:811-823.

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  1. Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054.

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  2. Macroeconomic and policy implications of eurobonds. (2021). Badarau, Cristina ; Huart, Florence ; Sangare, I.
    In: Post-Print.
    RePEc:hal:journl:hal-03407523.

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  3. Macroeconomic and policy implications of eurobonds. (2021). Huart, Florence ; Sangare, Ibrahima ; Badarau, Cristina.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:65:y:2021:i:c:s0144818820301678.

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  4. Analysing the link between environmental performance and sovereign credit risk. (2020). de Boyrie, Maria E ; Pavlova, Ivelina.
    In: Applied Economics.
    RePEc:taf:applec:v:52:y:2020:i:54:p:5949-5966.

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  5. Economic volatility and sovereign yields’ determinants: a time-varying approach. (2020). Jalles, Joao ; Afonso, Antonio.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1540-6.

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  6. Investor sentiment and insurers’ financial stability: do sovereign ratings matter?. (2020). Ye, Zhiwei ; Shahab, Yasir ; Ullah, Farid ; Ahmed, Danish.
    In: The Geneva Papers on Risk and Insurance - Issues and Practice.
    RePEc:pal:gpprii:v:45:y:2020:i:2:d:10.1057_s41288-020-00160-z.

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  7. Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers. (2020). Basse, Tobias.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:64:y:2020:i:c:s0144818820301460.

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  8. Bank funding and the recent political development in Italy: What about redenomination risk?. (2020). Pittalis, Sandro ; Tholl, Johannes ; von Mettenheim, Hans-Jorg ; Schwarzbach, Christoph.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:64:y:2020:i:c:s0144818820301459.

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  9. The walking debt crisis. (2019). Kruse, Robinson ; Basse, Tobias ; Wegener, Christoph.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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  10. Explosive behaviour and long memory with an application to European bond yield spreads. (2019). Kruse, Robinson ; Wegener, Christoph.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:66:y:2019:i:1:p:139-153.

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  11. Financial repression and high public debt in Europe. (2018). van Riet, Ad.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:3391dd73-357a-4071-825c-7b077c2676af.

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  12. The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias.
    In: CREATES Research Papers.
    RePEc:aah:create:2017-06.

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References

References cited by this document

    References contributed by plu308-10642

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