PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION-Reference-Cited by-同舟云学术

PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION

Published:2013-12-28 Issue:1 Volume:19 Page:49-56
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J. Fin. Econ.

Author:

Afonso António¹²,Arghyrou Michael G.³,Kontonikas Alexandros⁴

Affiliation:

1. European Central Bank; Directorate General Economics; Kaiserstraße 29 D-60311 Frankfurt am Main Germany

2. Department of Economics; UECE-Research Unit on Complexity and Economics; ISEG-Technical University of Lisbon; R. Miguel Lupi 20 1249-078 Lisbon Portugal

3. Cardiff Business School; Cardiff University; Cardiff CF10 3EU UK

4. Accounting and Finance Subject; Adam Smith Business School, University of Glasgow; Glasgow G12 8QQ UK

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1484/fullpdf

Reference20 articles.

1. Acharya VV Drechsler I Schnabl P 2011 A pyrrhic victory? - Bank bailouts and sovereign credit risk

2. Sovereign credit ratings and financial markets linkages: application to European data;Afonso;Journal of International Money and Finance,2012

3. The EMU sovereign debt crisis: fundamentals, expectations and contagion;Arghyrou;Journal of International Financial Markets Institutions and Money,2012

4. The Greek debt crisis: Likely causes, mechanics and outcomes;Arghyrou;The World Economy,2011

5. Attinasi M-G Checherita C Nickel C 2009 What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?

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