Sovereign illiquidity and recessions.

DOI10.1016/J.JEDC.2020.104029zbMath1475.91387OpenAlexW3123240612MaRDI QIDQ2246681

Violeta A. Gutkowski

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.104029

zbMATH Keywords

liquidityfinancial frictionscrisissovereign bonds

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

Did long-memory of liquidity signal the European sovereign debt crisis?

Cites Work

• Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks*
• Endogenous Liquidity and Defaultable Bonds
• Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads*

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