Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis

Sovereign credit ratings and financial markets linkages: Application to European data

Davide Furceri · Nova Science Publishers (Nova Science Publishers, Inc.) · 2012 · 372 citations

Business, Economics, Finance +17

What determines Euro area bank CDS spreads?

Jan Annaert, Marc De Ceuster, Patrick Van Roy et al. · Journal of International Money and Finance · 2012 · 214 citations

Business, Economics, Finance +8

The Greek financial crisis: Growing imbalances and sovereign spreads

Heather D. Gibson, Stephen G. Hall, George S. Tavlas · Journal of International Money and Finance · 2011 · 211 citations · Full text

Social Sciences, Economics, Finance +15

Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach

Dominik Maltritz · Journal of International Money and Finance · 2011 · 157 citations

Business, Economics, Finance +14

Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis

Óscar Arce, Sergio Mayordomo, Juan Ignacio Peña · Journal of International Money and Finance · 2013 · 110 citations

Business, Economics, Finance +17