Conditional Euro Area Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2286654 ◽

2013 ◽

Cited By ~ 3

Author(s):

Andre Lucas ◽

Bernd Schwaab ◽

Xin Zhang

Keyword(s):

Euro Area ◽

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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Escape Routes from Sovereign Default Risk in the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.2595078 ◽

2015 ◽

Author(s):

Willi Semmler ◽

Christian R. Proaao

Keyword(s):

Euro Area ◽

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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Conditional Euro Area Sovereign Default Risk

Journal of Business and Economic Statistics ◽

10.1080/07350015.2013.873540 ◽

2014 ◽

Vol 32 (2) ◽

pp. 271-284 ◽

Cited By ~ 88

Author(s):

André Lucas ◽

Bernd Schwaab ◽

Xin Zhang

Keyword(s):

Euro Area ◽

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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Escape Routes from Sovereign Default Risk in the Euro Area

Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons - International Symposia in Economic Theory and Econometrics ◽

10.1108/s1571-038620150000024018 ◽

2015 ◽

pp. 163-193 ◽

Cited By ~ 2

Author(s):

Willi Semmler ◽

Christian R. Proaño

Keyword(s):

Euro Area ◽

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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Conditional Probabilities for Euro Area Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1971705 ◽

2011 ◽

Cited By ~ 4

Author(s):

Andre Lucas ◽

Bernd Schwaab ◽

Xin Zhang

Keyword(s):

Euro Area ◽

Default Risk ◽

Sovereign Default ◽

Conditional Probabilities ◽

Sovereign Default Risk

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Sovereign default risk and credit supply: Evidence from the euro area

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2020.102257 ◽

2020 ◽

Vol 109 ◽

pp. 102257

Author(s):

Olli Palmén

Keyword(s):

Euro Area ◽

Default Risk ◽

Sovereign Default ◽

Credit Supply ◽

Sovereign Default Risk

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Redesigning Credit Derivatives to Better Cover Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2050499 ◽

2012 ◽

Cited By ~ 4

Author(s):

Darrell Duffie ◽

Mohit Thukral

Keyword(s):

Default Risk ◽

Credit Derivatives ◽

Sovereign Default ◽

Sovereign Default Risk

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Asset Allocation Under (One's Own) Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2759805 ◽

2016 ◽

Author(s):

Didier Maillard

Keyword(s):

Asset Allocation ◽

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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Ricardian Equivalence and Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2906312 ◽

2017 ◽

Author(s):

Stefan Eichler ◽

Ju Hyun Pyun

Keyword(s):

Default Risk ◽

Sovereign Default ◽

Ricardian Equivalence ◽

Sovereign Default Risk

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Sovereign default risk, overconfident investors and diverse beliefs: Theory and evidence from a new dataset on outstanding credit default swaps

Journal of Financial Stability ◽

10.1016/j.jfs.2012.11.007 ◽

2013 ◽

Vol 9 (3) ◽

pp. 330-336 ◽

Cited By ~ 9

Author(s):

Thorsten Janus ◽

Yothin Jinjarak ◽

Manachaya Uruyos

Keyword(s):

Default Risk ◽

Credit Default Swaps ◽

Sovereign Default ◽

Sovereign Default Risk ◽

Credit Default

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Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk

NBER International Seminar on Macroeconomics ◽

10.1086/658302 ◽

2010 ◽

Vol 7 (1) ◽

pp. 7-30 ◽

Cited By ~ 15

Author(s):

Thomas Laubach

Keyword(s):

Fiscal Policy ◽

Interest Rates ◽

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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