Pages that link to "Item:Q4554710"
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The following pages link to Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks* (Q4554710):
Displaying 13 items.
- Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts (Q1667420) (← links)
- Beyond spreads: measuring sovereign market stress in the Euro area (Q1782420) (← links)
- Transmission of the Greek crisis on the sovereign debt markets in the euro area (Q2151664) (← links)
- Affine arbitrage-free yield net models with application to the euro debt crisis (Q2155317) (← links)
- Sovereign illiquidity and recessions. (Q2246681) (← links)
- European spreads at the interest rate lower bound (Q2246719) (← links)
- Redenomination-risk spillovers in the eurozone (Q2328548) (← links)
- A market-consistent framework for the fair evaluation of insurance contracts under Solvency II (Q2331008) (← links)
- Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach (Q2401249) (← links)
- External imbalances and fiscal fragility in the euro area (Q2416053) (← links)
- Regime-Dependent Sovereign Risk Pricing During the Euro Crisis* (Q4555642) (← links)
- Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads* (Q5378888) (← links)
- Non-significant in life but significant in death: spillover effects to euro area banks from the SVB fallout (Q6093772) (← links)
