Regime-Dependent Sovereign Risk Pricing During the Euro Crisis*
Author:
Affiliation:
1. CNRS, OFCE, CEPR
2. ESCP EUROPE, Labex ReFi
3. London Business School, European University Institute, CEPR and NBER
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/21/1/363/26321982/rfw050.pdf
Reference39 articles.
1. A Pyrrhic victory? Bank bailouts and sovereign credit risk;Acharya;Journal of Finance,2013
2. What is the risk of European sovereign debt default? Fiscal space, CDS spread, and market pricing of risk;Aizenman;Journal of International Money and Finance,2013
3. Systemic sovereign credit risk: Lessons from the US and Europe;Ang;Journal of Monetary Economics,2013
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