Add to ORKGThis Research Insight examines the impact of the unfolding European sovereign debt crisis, focusing on Greece, Portugal, Ireland, Spain, and Italy (GPISI). We use the new, short-horizon Barra Integrated Model (BIM Daily) to measure sovereign bond investment risk and provide insight into this market development. First, we highlight the background of this emerging crisis, in particular the links to government debt, fiscal deficits, maturity distribution, and levels of external borrowing. Then, we show how the recent volatility in European sovereign debt markets was reflected in BIM risk forecasts and led to high risk concentrations in a European government bond portfolio. Finally, we provide an historical and qualitative perspective to evalua...
The European sovereign-debt crisis began in Greece when the government announced in December, 2009, ...
The Publisher's final version can be found by following the DOI link.This note examines the impact o...
This paper investigates the interaction of market views on the sustainability of sovereign debt and ...
This Research Insight examines the impact of the unfolding European sovereign debt crisis, focusing ...
Over the past year, euro area sovereign spreads have exhibited an unprecedented degree of volatility...
For decades, scholars, investors and policymakers treated sovereign default risk as a defining featu...
The European Crisis that originated from Greece then its spillover to Portugal, Spain, Cyrus, Italy ...
Mestrado em Economia Monetária e FinanceiraSince the beginning of the sovereign debt crisis in the E...
Since the beginning of the sovereign debt crisis in the Euro Area, a main concern for European leade...
The potential mutation of the Sub-Prime banking crisis into a sovereign debt one in Euro area countr...
We use a network model to study the comovement of idiosyncratic sovereign credit risk in Europe. By ...
Against the backdrop of the contagion literature, the paper analyses the impact of financial and tra...
We assess the investor base impact on government borrowing costs and examine how investors react to ...
The sovereign debt crisis in the Eurozone began with the global economic recession that started in 2...
The European sovereign-debt crisis began in Greece when the government announced in December, 2009, ...
The European sovereign-debt crisis began in Greece when the government announced in December, 2009, ...
The Publisher's final version can be found by following the DOI link.This note examines the impact o...
This paper investigates the interaction of market views on the sustainability of sovereign debt and ...
This Research Insight examines the impact of the unfolding European sovereign debt crisis, focusing ...
Over the past year, euro area sovereign spreads have exhibited an unprecedented degree of volatility...
For decades, scholars, investors and policymakers treated sovereign default risk as a defining featu...
The European Crisis that originated from Greece then its spillover to Portugal, Spain, Cyrus, Italy ...
Mestrado em Economia Monetária e FinanceiraSince the beginning of the sovereign debt crisis in the E...
Since the beginning of the sovereign debt crisis in the Euro Area, a main concern for European leade...
The potential mutation of the Sub-Prime banking crisis into a sovereign debt one in Euro area countr...
We use a network model to study the comovement of idiosyncratic sovereign credit risk in Europe. By ...
Against the backdrop of the contagion literature, the paper analyses the impact of financial and tra...
We assess the investor base impact on government borrowing costs and examine how investors react to ...
The sovereign debt crisis in the Eurozone began with the global economic recession that started in 2...
The European sovereign-debt crisis began in Greece when the government announced in December, 2009, ...
The European sovereign-debt crisis began in Greece when the government announced in December, 2009, ...
The Publisher's final version can be found by following the DOI link.This note examines the impact o...
This paper investigates the interaction of market views on the sustainability of sovereign debt and ...