Pages that link to "Item:Q1782420"
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The following pages link to Beyond spreads: measuring sovereign market stress in the Euro area (Q1782420):
Displaying 13 items.
- Vulnerable growth in the euro area: measuring the financial conditions (Q777666) (← links)
- An optimization model for minimizing systemic risk (Q829210) (← links)
- A tale of two risks in the EMU sovereign debt markets (Q1629645) (← links)
- Debt-deflation, financial market stress and regime change -- evidence from Europe using MRVAR (Q1655610) (← links)
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
- Sovereign bond market integration in the euro area: a new empirical conceptualization (Q2095910) (← links)
- Transmission of the Greek crisis on the sovereign debt markets in the euro area (Q2151664) (← links)
- Redenomination-risk spillovers in the eurozone (Q2328548) (← links)
- Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks* (Q4554710) (← 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)
- The role of systemic risk spillovers in the transmission of euro area monetary policy (Q6547492) (← links)