Citations (18)
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Maria E. de Boyrie & Ivelina Pavlova. (2020) Analysing the link between environmental performance and sovereign credit risk. Applied Economics 52:54, pages 5949-5966.
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Tobias Basse, Christoph Wegener & Frederik Kunze. (2018) Government bond yields in Germany and Spain—empirical evidence from better days. Quantitative Finance 18:5, pages 827-835.
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Alexander Ludwig. (2016) On the usability of the fluctuation test statistic to identify multiple cointegration break points. Journal of Applied Statistics 43:9, pages 1604-1624.
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Articles from other publishers (15)
Samira Meier & Miguel Rodriguez Gonzalez. (2023) Cointegration of EMU Government Bonds in Times of Financial Crises, COVID-19, and High Inflation – The Importance of Sovereign Debt for the European Insurance Industry. Zeitschrift für die gesamte Versicherungswissenschaft 112:2, pages 181-212.
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Yinglan Zhao, Yi Li, Chen Feng, Chi Gong & Hongru Tan. (2022) Early Warning of Systemic Financial Risk of Local Government Implicit Debt Based on BP Neural Network Model. Systems 10:6, pages 207.
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Johannes Tholl & Christoph Schwarzbach. (2022) The Greek sovereign debt crisis as an important chapter in the history of the European Monetary Union: empirical evidence and some thoughts on implications for investors and financial risk managersDie griechische Staatsschuldenkrise als wichtiges Kapitel in der Geschichte der Europäischen Währungsunion: empirische Belege und einige Überlegungen zu den Auswirkungen für Anleger und Risikomanager im Finanzsektor. Zeitschrift für die gesamte Versicherungswissenschaft 111:3, pages 361-378.
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Cristina Badarau, Florence Huart & Ibrahima Sangaré. (2021) Macroeconomic and policy implications of eurobonds. International Review of Law and Economics 65, pages 105954.
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Johannes Tholl, Tobias Basse, Samira Meier & Miguel Rodriguez Gonzalez. (2021) Risk premia and the European government bond market: new empirical evidence and some thoughts from the perspective of the life insurance industryRisikoprämien am europäischen Staatsanleihenmarkt: Neue empirische Erkenntnisse und Überlegungen aus der Sicht der Lebensversicherungsbranche. Zeitschrift für die gesamte Versicherungswissenschaft 110:1, pages 49-78.
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Tobias Basse. (2020) Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers. International Review of Law and Economics 64, pages 105933.
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Johannes Tholl, Christoph Schwarzbach, Sandro Pittalis & Hans-Jörg von Mettenheim. (2020) Bank funding and the recent political development in Italy: What about redenomination risk?. International Review of Law and Economics 64, pages 105932.
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Danish Ahmed, Yasir Shahab, Farid Ullah & Zhiwei Ye. (2020) Investor sentiment and insurers’ financial stability: do sovereign ratings matter?. The Geneva Papers on Risk and Insurance - Issues and Practice 45:2, pages 281-312.
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António Afonso & João Tovar Jalles. (2018) Economic volatility and sovereign yields’ determinants: a time-varying approach. Empirical Economics 58:2, pages 427-451.
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Robinson Kruse & Christoph Wegener. (2019) Explosive behaviour and long memory with an application to European bond yield spreads. Scottish Journal of Political Economy 66:1, pages 139-153.
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Miguel Rodriguez Gonzalez, Tobias Basse & Johannes Tholl. (2019) Interest Rate Differentials and Monetary Policy in the European Monetary Union: The Case of 10 and 30 Year Bonds. Zeitschrift für die gesamte Versicherungswissenschaft 108:1, pages 19-42.
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Tobias Basse. (2019) The impact of the financial crisis on the dividend policy of the european insurance industry: additional empirical evidence. Zeitschrift für die gesamte Versicherungswissenschaft 108:1, pages 3-17.
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Christoph Wegener, Robinson Kruse & Tobias Basse. (2019) The walking debt crisis. Journal of Economic Behavior & Organization 157, pages 382-402.
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Haoshen Hu. (2017) The impact of sovereign rating events on bank stock returns. The Journal of Risk Finance 18:4, pages 338-367.
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Mario Gruppe, Tobias Basse, Meik Friedrich & Carsten Lange. (2017) Interest rate convergence, sovereign credit risk and the European debt crisis: a survey. The Journal of Risk Finance 18:4, pages 432-442.
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