Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Theodoros Bratis"'
Publikováno v:
Review of Quantitative Finance and Accounting. 60:1259-1281
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dbc369f9263f6c1f5606b0513959db84
https://doi.org/10.1007/s11156-023-01126-7
https://doi.org/10.1007/s11156-023-01126-7
Publikováno v:
Oxford Economic Papers. 73:1493-1515
We empirically assess the dynamic linkages among sovereign bond yield spreads (both short- and long-term) and monetary policy rates/spreads during the Eurozone’s sovereign and banking crises in the post-2008 period when unconventional monetary poli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de092a518755a70eebfbf5622f8d139c
https://doi.org/10.1093/oep/gpab045
https://doi.org/10.1093/oep/gpab045
Publikováno v:
The European Journal of Finance. 26:1876-1899
We examine the dynamic correlations among several global financial assets with an eye to potential portfolio diversification benefits during the 2008 US financial crisis and EMU sovereign debt cris...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c9c3039fdbd7bfdfe77c121fda4ec65
https://doi.org/10.1080/1351847x.2020.1791924
https://doi.org/10.1080/1351847x.2020.1791924
Publikováno v:
International Journal of Finance & Economics. 23:655-674
This paper focuses on the nature of co‐movement of credit risk measured by credit default swap spreads in both banking and sovereign sectors within EMU. We test for contagion and/or interdependence across countries and across banks under the prism
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b9a927460ca410578498eb1845360be
https://doi.org/10.1002/ijfe.1642
https://doi.org/10.1002/ijfe.1642
Publikováno v:
International Review of Financial Analysis. 53:12-24
Under the context of EMU debt and financial crisis, we assess the impact of EMU's announcement of a Financial Transactions tax (FTT) on bond and equity volatilities for seven countries, namely Germany, France (core EMU), Greece, Italy, Ireland, Portu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9c14a32723077724ed9a98b92b69139
https://doi.org/10.1016/j.irfa.2017.08.002
https://doi.org/10.1016/j.irfa.2017.08.002
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 39:122-135
A recent line of research deals with the formulation, the justification and the modelling of a crisis triggered by involved economic agents. Modelling financial crises within an asymmetric information environment is argued to be a difficult task sinc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8dd36963bbf558ebae8d515817794d50
https://doi.org/10.1016/j.intfin.2015.07.001
https://doi.org/10.1016/j.intfin.2015.07.001