Mispricing of Sovereign Risk and Multiple Equilibria in the Eurozone. CEPS Working Document No. 361, January 2012

By P. Grauwe, Yuemei Ji. 2012

117 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/684fcc04a2e2b46beccccd29127b2694395279c9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yuemei Ji
2. Bořek Vašíček
3. P. Claeys
4. P. Grauwe
5. Xavier Vives
6. Cars H. Hommes
7. A. Verdun
8. D. Massaro

In Finance

1. Yuemei Ji
2. Bořek Vašíček
3. P. Claeys
4. P. Grauwe
5. Xavier Vives
6. A. Verdun
7. Serkan Arslanalp
8. T. Tsuda

Citations in the corpus

• Mispricing of Sovereign Risk and Macroeconomic Stability in the Eurozone (2012, methodology): “In De Grauwe and Ji (2012) we applied a Chow test confirming that a structural break occurred after 2008.”
• Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies (2012, unknown): “Second, the relationship between bond yields and their long-run determinants (debt-to-GDP ratio and potential growth) has substantially weakened in euro area countries following the 14 The convergence is even more pronounced when considering nominal yields (see De Grauwe and Ji, 2012).”
• Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe (2014, background): “This suggests that, non-eurozone countries have been able to contain mispricing on their sovereign risk (De Grauwe and Ji, 2012, Poghosyan, 2012).”