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13 research outputs found
Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
Author
Afonso
Aizenman
+15 more
Annaert
Arce
Asteriou
Fabozzi
George S. Tavlas
Gibson
Gibson
Gibson
Grammatikos
Hall
Hayashi
Heather D. Gibson
Maltritz
Stephen G. Hall
Swamy
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
Crossref
Country Default Probabilities: Assessing and Backtesting
Author
A Keswani
A M�ller
+36 more
Alexander Karmann
D
D Maltritz
Dominik Maltritz
E A Clark
E L Lehmann
E P S P Jones
F B Lehrbass
F Black
G Casella
G Delianedis
I E Ronn
I Izvorski
J
J Eaton
J Ericsson
J J Merrick
J R Andritzky
J.-C Duan
J.-C Duan
J.-C.
Jp Morgan
Konstantin Vogl
M
M H Pesaran
O Vasicek
P
P Crosbie
R C Merton
R Geske
R Geske
S C.
S Claessens
S Claessens
Stefan Huschens
V V Petrov
Publication venue
'Elsevier BV'
Publication date
01/01/2007
Field of study
No full text
Crossref
Which Countries Pay More or Less for Their Long Term Debt? A CART Approach.
Author
A Afonso
A Hodgson
+18 more
C Rault
Carmen Gonzzlez-Velasco
D Maltritz
E Remolona
G A Hardouvelis
G M Caporale
J Morrison
J W Gruber
K Bernoth
K M Kiani
L Breiman
L Schuknecht
M Oral
Marcos Gonzzlez-Fernnndez
P Manasse
S Ardagna
T Laubach
T Poghosyan
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
Sovereign Defaults by Currency Denomination
Author
A Berndt
A Jeanneret
+70 more
A Monfort
A R Ghosh
Alexandre Jeanneret
B Eichengreen
B Eichengreen
B Eichengreen
B Eichengreen
B Eichengreen
C Arellano
C M Reinhart
C M Reinhart
C M Reinhart
D A Georgoutsos
D Duffie
D Kaufmann
D Maltritz
D Maltritz
D Martin
D T Beers
E Remolona
F A Longstaff
F Broner
G Bekaert
G L Kaminsky
H Genberg
H Xia
J Beirne
J Bulow
J Eaton
J Hatchondo
J Hilscher
J Martinez
J Pan
J Y Campbell
J.-C Cosset
K Bernoth
K J Forbes
K J Forbes
L Benzoni
M A Petersen
M Chamon
M D Bordo
M D Bordo
M Schneider
N Borri
N Gennaioli
N Mora
O Jeanne
P Augustin
P Bolton
P Hill
R Cantor
R G Gelos
R Glick
R Hausmann
R Hausmann
R Hausmann
S Badaoui
S C Andrade
S Chava
S Dell&apos
S Eichler
S Eichler
Slim Souissi
T Shumway
V V Acharya
V V Acharya
V Z Yue
W Du
Z Liu
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
No full text
Crossref
The Determinants of Government Yield Spreads in the Euro Area
Author
A Beber
A Di Cesare
+26 more
A Levin
C F Baum
C Favero
C Favero
D Haugh
Dominik Maltritz
J Aizenman
J Breitung
J Kmenta
J Von Hagen
K Bernoth
K Bernoth
L Codogno
Luca Giordano
M L Buis
M Pagano
Maria-Grazia Attinasi
Nadia Linciano
P Alessandrini
P De Grauwe
Paola Soccorso
R D F Harris
S Gerlach
S R Searle
V Borgy
W H Greene
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
How Euro-Area Sovereign Spreads Respond to Shocks? A TVP-FAVAR Model
Author
A Ang
A Beber
+84 more
A Berndt
A Ebner
A Fontana
A Krishnamurthy
A Krishnamurthy
A Mody
A Shleifer
A T Wang
B Raunig
B S Bernanke
B S Bernanke
C Capuano
C Favero
C Gaganis
C K Carter
C Otrok
C Upper
Campbell
D Duffie
D Duffie
D Haugh
D Korobilis
D Lesmond
D Maltritz
D Maltritz
Deutsche Bank
E J Elton
Emmanuel C. Mamatzakis
F A Longstaff
F A Longstaff
F A Longstaff
F Comelli
F Panetta
G Elliott
G Gorton
G Koop
H F Lopes
H Zhu
I J M Arnold
J Aizenman
J Amato
J De Wit
J Duarte
J Ejsing
J Ericsson
J F Geweke
J Geweke
J Gonzalo
J Groba
J H Stock
J H Stock
J H Stock
J H Stock
J Hull
J Lemmen
J Pan
J V Hagen
K Bernoth
K Bhanot
K Giesecke
L F Ackert
L Norden
L Oliveira
M A Kose
M D Delis
M Del Negro
M Fleckenstein
M Gapen
M Mitchell
P Collin-Dufresne
P De Grauwe
R Blanco
R C Merton
R F Engle
R Giacomini
R J Brenner
R Stulz
S Badaouia
S Dieckmann
S Sgherri
S V Lizarazo
T Adrian
Vassilios Babalos
W Buiter
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
No full text
Crossref
The Center Still Holds: Financial Integration in the Euro Area
Author
A Kalbaska
A Mody
+26 more
B Eichengreen
B Eichengreen
C Favero
D Maltritz
GM Caporale
H Gabrisch
H-H Lee
Indermit S Gill
Juan Zalduendo
K Bernoth
KS Im
L Baele
L Codogno
M Ehrmann
M Mink
M Pagano
MA Kose
MP Olivero
N Antonakakis
Naotaka Sugawara
O Melander
P De Grauwe
RJ Hodrick
S Kim
S Manganelli
S-J Kim
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Interest Rate Uncertainty and Sovereign Default Risk
Author
Alejandro Justiniano
Alok Johri
+37 more
Ananth Ramanarayanan
B Eichengreen
Cesar Sosa Padilla
Cristina Arellano
C�sar Sosa-Padilla
David Benjamin
Demian Pouzo
Dominik Maltritz
Enrique Mendoza
Gaston Gelos
George Tauchen
Grace Gu
Gregor Kastner
Hern�n D Seoane
Javier Bianchi
Javier Garc�a-Cicco
Jens Hilscher
Jes�s Fern�ndez-Villaverde
Jonathan Eaton
Juan Cruces
Juan Hatchondo
Kevin Cowan
Mark Aguiar
Mart�n Gonz�lez-Rozada
Mart�n Uribe
Nicholas Bloom
Pablo D&apos
Pablo Neumeyer
Prachi Mishra
Ricardo Reyes-Heroles
Richard Cantor
Satyajit Chatterjee
Sebastian Edwards
Shahed Khan
Vikram Rai
Vivian Yue
� Ak?nc?
Publication venue
'Elsevier BV'
Publication date
01/01/2018
Field of study
No full text
Crossref
Factors of the Term Structure of Sovereign Yield Spreads
Author
A Afonso
A Ang
+72 more
A Ang
A Harri
A L Leite
A Monfort
A Ranaldo
A T Bui
B Rossi
B T Mccallum
C A Favero
C Christiansen
C Engel
C Engel
C P�rignon
D Backus
D Haugh
D Maltritz
E Moench
F A Longstaff
F Cortes
F X Diebold
G Bekaert
G Bulkley
G D Rudebusch
G D Rudebusch
G R Duffee
G W Schwert
H Dewachter
H Lustig
I T Jolliffe
J Boudoukh
J Boudoukh
J Driessen
J Hilscher
J Juneja
J R Barber
K Bernoth
K Rocha
L Krippner
L Oliveira
L P Hansen
L Sarno
L Sarno
M Bianchetti
M D Chinn
M D Pooter
M Dungey
M Eichenbaum
M Fratzscher
M Guidolin
N C Mark
N S Balke
O Blaskowitz
O Erdogan
P Bacchetta
P.-O Gourinchas
Q Dai
R A Meese
R Bikbov
R Dornbusch
R H Clarida
R H Clarida
R Litterman
R Martell
R Sueppel
S Eichler
S J Koopman
S Lardic
Stefan Trrck
W K Newey
Y.-C Chen
Y.-C Chen
Z Darvas
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
Currency Crisis Prediction Using ADR Market Data - An Options-Based Approach
Author
A Harvey
A Karmann
+37 more
A Keswani
A Torre
B Eichengreen
B Eichengreen
D G Wei
Dominik Maltritz
E A Clark
E F Fama
F Black
F Black
F Longstaff
G A Karolyi
G Delianedis
G L Kaminsky
G L Kaminsky
J A Chan-Lau
J A Frankel
J E Stiglitz
J W Gunther
J.-C Duan
J.-C Duan
J.-C Duan
J.-C Duan
Kme Dominguez
Levy Yeyati
M Melvin
O A Vasicek
O Vasicek
R C Merton
R C Merton
R Geske
R J Gropp
S Auguste
S Claessens
S Claessens
S L Schmukler
Stefan Eichler
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
No full text
Crossref
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