The euro area sovereign debt crisis: Identifying flight-to-liquidity and the spillover mechanisms

By R. A. Santis. 2014

145 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/5b452949d53d1a0040469db4c974951318f07512

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In Finance

1. A. Ugolini
2. Juan Carlos Reboredo
3. L. Pham
4. Syed Jawad Hussain Shahzad
5. Subrata Kumar Mitra
6. Debdatta Pal
7. Elettra Agliardi
8. Rossella Agliardi

Citations in the corpus

• Systemic risk in European sovereign debt markets: A CoVaR-copula approach (2015, background): “…as credit risk, exchange rate movements, specific news, rating changes and even the probability of some countries exiting the euro area (see, e.g., Manganelli and Wolswijk, 2009; Haugh et al., 2009; Schuknecht et al., 2010; Borgy et al., 2011; De Santis, 2014; Beestma et al., 2013; Favero, 2013).”