The pricing of sovereign risk and contagion during the European sovereign debt crisis-Reference-Cited by-同舟云学术

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The pricing of sovereign risk and contagion during the European sovereign debt crisis

Published:2013-04 Issue: Volume:34 Page:60-82
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Beirne John,Fratzscher Marcel

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference23 articles.

1. What Hides behind Sovereign Debt Ratings?;Afonso,2007

2. What Is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk;Aizenman,2011

3. Emerging Market Bond Spreads and Sovereign Credit Ratings: Reconciling Market View with Fundamentals;Amadou,2001

4. Risk aversion and risk premia in the CDS market;Amato;BIS Quarterly Review,2005

5. What Explains the Surge in Euro Area Sovereign Spreads during the Financial Crisis of 2007–09;Attinasi,2009

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