Testing for a break in the persistence in yield spreads of EMU government bonds

P Sibbertsen, C Wegener, T Basse - Journal of Banking & Finance, 2014 - Elsevier
This study tests for a break in the persistence of EMU government bond yield spreads
examining data from France, Italy and Spain and using German interest rates as a kind of …

Extension of the Fama and French model: A study of the largest European financial institutions

F Jareño, M de la O González, AM Escolástico - International Economics, 2020 - Elsevier
This paper analyses the sensitivity of the most relevant European financial institutions'
returns to changes in selected risk factors between October 2003 and December 2018. In …

[PDF][PDF] An application of conventional sovereign debt sustainability analysis to the current debt crises

S Contessi - Federal Reserve Bank of St. Louis Review, 2012 - Citeseer
The developing international debt crisis has unleashed unanticipated fears that more
governments in some advanced economies may default on their sovereign debt and trigger …

Монетарная политика Европейского Центрального Банка в современных условиях

ИЛ Кавицкая - Journal of Economic Regulation (Вопросы …, 2015 - cyberleninka.ru
Статья представляет собой анализ монетарной политики Европейского Центрального
Банка (ЕЦБ) в условиях современного кризиса. В статье проведена систематизация …

Asia and the Pacific region: Change and workforce adjustments post-GFC

J Burgess, J Connell - Asia Pacific Business Review, 2013 - Taylor & Francis
Although an extensive literature has been developed on the global financial crisis (GFC) in
the USA and Europe, thus far there has been less attention paid to the rest of the world …

A Greek wedding in SADC? Testing for structural symmetry towards SADC monetary integration

MF Zerihun, MC Breitenbach, F Kemegue - African Finance Journal, 2014 - journals.co.za
This paper investigates structural symmetry among Southern African Development
Community (SADC) in order to evaluate the potential for monetary union among member …

When good intentions pave the road to hell: monetization fears and Europe's narrowing options

A Terzi - Levy Economics Institute of Bard College Working …, 2014 - papers.ssrn.com
With the creation of the Economic and Monetary Union and the euro, the national
government debt of eurozone member-states became credit sensitive. While the potentially …

[PDF][PDF] Lessons and implications from the European sovereign debt crisis

KH Park - Journal of finance and economics, 2015 - academia.edu
The European sovereign debt crisis entered into the stage of contagion in the late 2010 as it
spread first from Greece to Ireland, and then to Portugal and Spain. The European sovereign …

[图书][B] Too Smart for Our Own Good

BI Jacobs - 2018 - pm-research.com
One of today's leading nancial thinkers, Bruce I. Jacobs, examines recent nancial crises—
including the 1987 stock market crash, the 1998 collapse of the hedge fund Long-Term …

The value of constraints on discretionary government policy

FM Martin - FRB St. Louis Working Paper, 2016 - papers.ssrn.com
This paper investigates how institutional constraints discipline the behavior of discretionary
governments subject to an expenditure bias. The focus is on constraints implemented in …