Italian government debt and sovereign credit risk: an empirical exploration and some thoughts about consequences for European insurers-Reference-Cited by-同舟云学术

Italian government debt and sovereign credit risk: an empirical exploration and some thoughts about consequences for European insurers

Published:2012-09-05 Issue:5 Volume:101 Page:571-579
ISSN:0044-2585
Container-title:Zeitschrift für die gesamte Versicherungswissenschaft
language:en
Short-container-title:ZVersWiss

Author:

Basse Tobias,Friedrich Meik,Kleffner Anne

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,Accounting

Link

http://link.springer.com/content/pdf/10.1007/s12297-012-0208-0.pdf

Reference26 articles.

1. Arneth, S., Sauka, C.: Solvency II – Konsequenzen für das Kapitalanlagegeschäft der Versicherungen. Z. Gesamte Kreditwes. 61, 796–799 (2008)

2. Basse, T.: Floating exchange rates and inflation in Germany: are external shocks really irrelevant? Econ. Lett. 93, 393–397 (2006)

3. Basse, T., Friedrich, M.: Solvency II, asset liability management, and the European bond market—theory and empirical evidence. ZVersWiss 97, 155–171 (2008)

4. Basse, T., Friedrich, M., v.d. Schulenburg, J.-M.: The Greek debt crisis, structural change and sovereign credit risk: empirical evidence from cointegration analysis. Unpublished working paper (2011)

5. Becker, B., Hall, S.G.: Measuring convergence of the new member countries’ exchange rates to the Euro. J. Financ. Transform. 19, 20–25 (2007)

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