Sovereign risk contagion in the Eurozone

By N. Metiu. 2012

122 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/eac210057bdf7202f73fcab0a181081fdbbb7f88

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In Finance

1. Marco Taboga
2. P. Claeys
3. Bořek Vašíček
4. Michele Manna
5. Antonio Di Cesare
6. Giuseppe Grande

Citations in the corpus

• Recent Estimates of Sovereign Risk Premia for Euro-Area Countries (2012, background): “Metiu (2012) finds that, between January 2008 and February 2012, Italy was hit by contagion from Spain and Portugal while these two countries, in turn, were “importers of risk” from Greece. Moreover, he finds that contagion from Spain to Italy is significant both statistically and economically: more”
• Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe (2014, background): “De Santis (2012) or Metiu (2012) find that events in the EMU periphery mainly spread to other periphery countries, but also to Belgium and France.”