[PDF] Top 20 Sovereign default probabilities within the european crisis
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Sovereign default probabilities within the european crisis
... assess the real default probabilities of three groups of European sovereigns - peripheral, central and safe haven - in order to get a forward looking measure of the mar- ket sentiment ... See full document
62
“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects
... The European sovereign debt crisis has dominated the international economic debate in recent ...for the European Economic and Monetary Union (EMU), largely monopolised ... See full document
39
An analysis of equity markets cointegration in the european sovereign debt crisis
... in the portfolio diversification literature is that diversifying across countries is more effective in reducing risks than diversifying across ...While the linear approach is not designed to capture a ... See full document
10
Sovereign rating changes : how they affected the stock markets of the PIIGS countries during the European sovereign debt crisis
... During the European sovereign debt crisis (2009-2014) rating agencies were under a lot of pressure from the public opinion and were criticized by their succession of downgrades in some ... See full document
29
The Global Financial Crisis and the European Sovereign Debt Crisis revisited from the perspective of credit supply in Portugal
... Between the second quarter of 2007 and the first quarter of 2010 the loan rate spread increased by almost 1 percentage ...to the authors, this tightening effects appears to have been stronger ... See full document
80
Evaluating the default probabilities of the automotive industry using EBIT-based structural models
... shows the 5-year probability of default for the period between 2004 and 2016 based on section ...model. The probabilities of default presented were computed under the ... See full document
63
Fair value : the greek sovereign debt within the french banking sector
... with the Greek ask for a bailout package and with Moody’s downgrade to “junk” Greek Sovereign Debt, the systemic events succeed in Europe establishing the alarm in the ...in the ... See full document
78
Financialization in the European periphery and the sovereign debt crisis: the Portuguese case
... However, the 1993 recession was rapidly overcome, and in the remainder of the 20th century the Portuguese economy benefited from the improved performance of the international ... See full document
32
Sovereign credit revisions impact on the European Economy
... is the debt valuation of a country or sovereign entity to assess a borrower’s capacity and willingness to honor its current and future debt obligations fully and on time, this, as a risk measure, assists ... See full document
28
Sovereign default contagion : an agent-based model approach
... sharing the default risk is the possibility to be bailed-out too, if ...which the necessary tools are always in place to be triggered. The European Union attitude towards ... See full document
21
Financial disruption as a cost of sovereign default
... of the subprime financial crisis was a re- versal in investor base for government securities for some advanced G20 ...to the crisis, global financial integration encouraged the growth ... See full document
49
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis
... on sovereign debt from certain Euro ...on the literature on Credit Default Swap Markets on sovereign ...of the default ...savings. The different methods support the ... See full document
5
Cross Sectional Default Probabilities in European Corporate Bonds
... exposed the disparities among Eurozone countries, resulting in asymmetric effects once the global financial crisis began (Lane and Milesi-Ferretti, ...2011). The sovereign debt ... See full document
29
Sovereign yield spreads in the EMU: crisis and structural determinants
... study the behavior of sovereign bonds and the assessment of their risks, will be necessary name the importance of rating agencies in the context of the sovereign debt ... See full document
26
Fiscal policies in the European Union during the crisis
... Moreover, the composition of fiscal adjustments would not only be based on “eco- nomic” criteria, but also reflect country-specific socio-political preferences and struc- tural features regarding the ... See full document
25
Sovereign debt crisis in Portugal and Spain
... Until the prelude of the Financial Crisis in 2007, Spain was in a comfortable position, it had been growing for 14 consecutive years, at an average annual rate of ...2000-2007, the public ... See full document
49
Fiscal Adjustments and Sovereign Default in Different Government Systems
... of the Argentine default has several of the elements of the model we developed ...to default because of its structural characteristics and policies, but delayed action until external ... See full document
25
Cointegration and Structural Breaks in the EU Sovereign Debt Crisis
... results, the cointegration hypothesis was tested with the PI variable of all European countries (except GR) against the Y1 variable of GE (Table ...4). The three most economically ... See full document
11
Has the sovereign debt crisis changed the cyclicality of Portuguese remittances?
... to the Mexican business cycle and not responsive to cyclical fluctuations in US output (the main host economy), although not robust to different definitions of ...with the business cycle in the ... See full document
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