Contagion in EU Sovereign Yield Spreads

Contagion in EU Sovereign Yield Spreads
Author: António Afonso
Publisher:
Total Pages:
Release: 2013
Genre:
ISBN:


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Contagion in EU Sovereign Yield Spreads
Language: en
Pages:
Authors: António Afonso
Categories:
Type: BOOK - Published: 2013 - Publisher:

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The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis
Language: en
Pages: 41
Authors: John Beirne
Categories:
Type: BOOK - Published: 2013 - Publisher:

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The paper analyses the drivers of sovereign risk for 31 advanced and emerging economies during the European sovereign debt crisis. It shows that a deterioration
Measuring Sovereign Contagion in Europe
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2013 - Publisher:

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Sovereign Risk Contagion in the Eurozone
Language: en
Pages: 38
Authors:
Categories:
Type: BOOK - Published: 2013 - Publisher:

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This paper analyzes sovereign risk contagion in the Eurozone using an extension to the canonical model for contagion proposed by Pesaran and Pick (2007) and Met
Explaining Sovereign Spreads in the Euro Area
Language: en
Pages: 56
Authors: Sergio Capaldi
Categories:
Type: BOOK - Published: 2014 - Publisher:

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Several recent contributions on the euro crisis have highlighted the presence of discontinuity points in the link between sovereign spreads and economic fundame