Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion

Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion
Author: Luboš Komárek
Publisher:
Total Pages:
Release: 2016
Genre:
ISBN:


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Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion
Language: en
Pages:
Authors: Luboš Komárek
Categories:
Type: BOOK - Published: 2016 - Publisher:

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Credit Risk Contagion Before and During the Euro Area Sovereign Debt Crisis
Language: en
Pages: 20
Authors: Kristyna Ters
Categories:
Type: BOOK - Published: 2016 - Publisher:

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We examine whether sovereign credit risk shocks emanating from the GIIPS countries had an effect on central European countries such as the Czech Republic, Hunga
The Transmission of Euro Area Sovereign Risk Contagion
Language: en
Pages: 38
Authors: Kristyna Ters
Categories:
Type: BOOK - Published: 2016 - Publisher:

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We examine the role of the CDS and bond markets during and before the recent euro area sovereign debt crisis as transmission channels for credit risk contagion
Euro Area Sovereign Risk During the Crisis
Language: en
Pages: 25
Authors: Ms.Silvia Sgherri
Categories: Business & Economics
Type: BOOK - Published: 2009-10-01 - Publisher: International Monetary Fund

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While the use of public resources is critical to cushion the impact of the financial crisis on the euro-area economy, it is key that the entailed fiscal costs n
Intraday Dynamics of Euro Area Sovereign CDS and Bonds
Language: en
Pages: 82
Authors: Jacob Gyntelberg
Categories: Bonds
Type: BOOK - Published: 2013 - Publisher:

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