[PDF] Top 20 Contagion of Sovereign Debt in the Eurozone
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Contagion of Sovereign Debt in the Eurozone
... In the first step, we employ unit root tests involving structural breaks (by [18,19]) and break trend regression models in order to define an indicator variable. This va- riable indicates if the debt to GDP time ... See full document
12
A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets
... of sovereign credit ratings revisions on Eurozone stock market s’ co-movements is relatively ...downgrade sovereign rating systematically results in a decline in stock prices in the rated country ... See full document
14
Eurozone sovereign debt restructuring : promising legal prospects?
... of sovereign debt crises over eight centuries, Carmen Reinhart and Kenneth Rogoff conclude the “the most fundamental “imperfection” of international capital markets, [is] the lack of a supernational legal ... See full document
30
A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets
... the contagion effects generated by the European sovereign debt crisis shows that only the dynamic conditional correlations of the Greek stock market and the Portuguese stock market have increased ... See full document
14
European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns
... European sovereign debt crisis for example, a downgrade in one countries’ sovereign debt credit rating can trigger debt crisis and lager capital ...flows. Contagion can also ... See full document
101
Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt
... existing Eurozone crisis literature by providing a novel perspective on the Eurozone countries during recent crises using sovereign debt returns and realised volatilities as proxies for ... See full document
29
The Reasons of Eurozone Sovereign Debt Crisis and an Empirical Analysis over Permanency of the Crisis
... The accumulating private debts and declining government revenues following Global Credit Crunch obliged Eurozone governments to intervene. This great increase required a great part of the private sector to be ... See full document
11
Contagion of financial crises in sovereign debt markets
... The results of the current paper are consistent with the empirical evidence regard- ing contagion as a consequence of financial links. First, since investors’ preferences exhibit DARA, they are able to tolerate ... See full document
49
The Impact of The Sovereign Debt Crisis on The Eurozone Countries
... This is only possible through balancing the Monetary and Economic Union (MEU) by installing a European economic government and reforming competition between states. This would further push member states to implement the ... See full document
8
Why Is Sovereign Debt Restructuring a Challenge? The Case of Greece. Bruges European Economic Policy (BEEP) Briefing 24/2012
... At the outset of the crisis the Greek economy suffered from a number of structural problems and competitiveness issues. The levels of public finance were completely unsustainable, with expenditure rising by 87% in the ... See full document
46
The anatomy of sovereign risk contagion
... Global sovereign credit risk levels particularly that captured by PC4, remained relatively elevated, albeit lower than the peak, marking the onset of the entire 2008-2013 sub-period in which there is an intense ... See full document
47
Assessing the extent of contagion of sovereign credit risk among BRICS countries
... peripheral Eurozone countries such as Greece, Italy, Spain compared to core Eurozone countries such as France, Germany, Netherland and ...Greek sovereign debt crisis created significant ... See full document
16
Economic impact of Southern European member states exiting the eurozone Policy Brief #2012/06
... Greek sovereign default would also re- sult in correspondingly high writedowns for government ...the sovereign debt and debt service of these ... See full document
8
The Links between Sovereign Debt Spreads and Sovereign Rating Evaluations
... This article examines the effects over time of rating news on Eurozone sovereign debt securities and their spreads during the period January 2010 - June 2012. We found during this period that the ... See full document
20
Debt, Austerity or Fiscal Trap: Lessons from the Greek Case
... public debt while increasing in nominal amounts was kept almost constant as a percentage of GDP (around 100%), mainly due to strong domestic GDP ...period, debt service cost decreased significantly, due to ... See full document
9
The Eurozone Debt Crisis: From its origins to a way forward. CEPS Policy Brief No. 251, August 2011
... The Eurozone will keep providing resources through rescue plans approved by member states until the wealthier countries decide to swithch off the ...the Eurozone in the short/medium ...in Eurozone ... See full document
12
A less punishing, more forgiving approach to the debt crisis in the eurozone. CEPS Policy Brief No. 230/January 2011
... the sovereign debt crisis in the eurozone, moral hazard means that some governments have issued too much debt in the past, expecting other governments to bail them ...the sovereign ... See full document
5
THE CAUSES OF THE EUROZONE CRISIS
... their debt was much higher from the threshold of 60% of GDP to enter the ...public debt of countries that were the first "victims" of the debt ... See full document
7
The Greek sovereign debt crisis and the Eurosystem
... The new lending facilities, even in combination with dramatic action by the ECB, have failed to be the needed panacea to Europe’s fiscal crisis. A measure of the markets’ faith in the efficacy of the euro area policy ... See full document
8
The Role of the IMF in Sovereign Debt Restructuring
... 27 One might also hypothesize that relatively high levels of trade or direct investment with influential industrialized countries would make a Fund program easier to ob[r] ... See full document
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