SEARCH

SEARCH BY CITATION

References

  • Aizenman, J., M. M. Hutchison, and Y. Jinjarak (2011), What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk. Working Paper. National Bureau of Economic Research.
  • Antzoulatos, A. (2011), ‘Greece in 2010: A Tragedy without(?) Catharsis’, International Advances in Economic Research, 17(3), 24157.
  • Aßmann, C., and J. Boysen-Hogrefe (2011), ‘Determinants of Government Bond Spreads in the Euro Area: In Good Times as in Bad’, Empirica, 39(3), 34156.
  • Beber, A., M. W. Brandt, and K. A. Kavajecz (2009), ‘Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market’, Review of Financial Studies, 22(3), 92557.
  • Bernoth, K., and B. Erdogan (2012), ‘Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach’, Journal of International Money and Finance, 31(3), 63956.
  • Bernoth, K., J. von Hagen, and L. Schuknecht (2012), ‘Sovereign Risk Premiums in the European Government Bond Market’, Journal of International Money and Finance, 31(5), 97595.
  • Bielsa, J., and R. Duarte (2011), ‘Size and Linkages of the Spanish Construction Industry: Key Sector or Deformation of the Economy?’, Cambridge Journal of Economics, 35(2), 31734.
  • De Grauwe, P. (2011), Governance of a Fragile Eurozone. CEPS Working Documents.
  • De Grauwe, P., and Y. Ji (2012), Self-Fulfilling Crises in the Eurozone: An Empirical Test. CEPS Working Documents.
  • Di Cesare, A., G. Grande, M. Manna, and M. Taboga (2012), Recent Estimates of Sovereign Risk Premia for Euro-Area Countries. Questioni di Economia e Finanza (Occasional Papers). Bank of Italy, Economic Research and International Relations Area.
  • Dötz, N., and C. Fischer (2010), What Can EMU Countries' Sovereign Bond Spreads Tell Us About Market Perceptions of Default Probabilities During the Recent Financial Crisis? Discussion Paper Series 1: Economic Studies. Deutsche Bundesbank.
  • Eichler, S. (2011), ‘What Can Currency Crisis Models Tell Us About the Risk of Withdrawal From the EMU? Evidence From ADR Data’, Journal of Common Market Studies, 49(4), 71939.
  • Favero, C., and A. Missale (2012), ‘Sovereign Spreads in the Eurozone: Which Prospects for a Eurobond?’, Economic Policy, 27(70), 23173.
    Direct Link:
  • Gerlach, S., A. Schulz, and G. B. Wolff (2010), Banking and Sovereign Risk in the Euro Area. Discussion Paper Series 1: Economic Studies. Deutsche Bundesbank.
  • German Council of Economic Experts. (2012), After the Euro Area Summit: Time to Implement Long-Term Solutions. Wiesbaden.
  • Glosten, L. R., R. Jagannathan, and D. E. Runkle (1993), ‘On the Relation Between the Expected Value and the Volatility of the Nominal Excess Return on Stocks’, Journal of Finance, 48(5), 1779801.
  • Hallwood, C. P., R. MacDonald, and I. W. Marsh (2000), ‘Realignment Expectations and the US Dollar, 1890–1897: Was There a ‘Peso Problem”?’, Journal of Monetary Economics, 46(3), 60520.
  • Haugh, D., P. Ollivaud, and D. Turner (2009), What Drives Sovereign Risk Premiums?: An Analysis of Recent Evidence From the Euro Area. OECD Economics Department Working Paper.
  • International Monetary Fund. (2012), Fiscal Monitor Update.
  • Lane P. R. (2011), The Irish Crisis. IIIS Discussion Paper No. 356.
  • Lane, P. R. (2012), ‘The European Sovereign Debt Crisis’, Journal of Economic Perspectives, 26(3), 4968.
  • Von Hagen, J., L. Schuknecht, and G. Wolswijk (2011), ‘Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis’, European Journal of Political Economy, 27(1), 3643.