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Applied Economics Letters Volume 20, 2013 - Issue 1
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Original Articles

Has political communication during the crisis impacted sovereign bond spreads in the euro area?

Philipp Mohl Department of Economics, European Central Bank (ECB), Kaiserstr. 29, 60311, Frankfurt, GermanyCorrespondence[email protected]
&
David Sondermann Department of Economics, European Central Bank (ECB), Kaiserstr. 29, 60311, Frankfurt, Germany
Pages 48-61 | Published online: 20 Apr 2012

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Elizabeth-Ann van der Westhuizen, Leon Marx Brümmer & Cornelis Hendrik van Schalkwyk. (2023) The impact of news on South African sovereign bond yields. Investment Analysts Journal 0:0, pages 1-14.
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Valerio Filoso, Carlo Panico, Erasmo Papagni, Francesco Purificato & Marta Vázquez Suárez. (2021) Timing Does Matter: Institutional Flaws and the European Debt Crisis. Review of Political Economy 33:4, pages 769-792.
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Andreas Haupenthal & Matthias Neuenkirch. (2017) Grexit news and stock returns. Applied Economics 49:39, pages 3891-3898.
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Charlotte Rommerskirchen. (2015) Debt and Punishment: Market Discipline in the Eurozone. New Political Economy 20:5, pages 752-782.
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Dulani Jayasuriya Daluwathumullagamage. (2021) Icarus of the 21st century: bond/monoline insurance. Qualitative Research in Financial Markets 14:1, pages 1-52.
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Erdinc Akyildirim, Shaen Corbet, Duc Khuong Nguyen & Ahmet Sensoy. (2020) Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework. International Review of Law and Economics 63, pages 105907.
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Panagiotis E. PetrakisPanagiotis E. Petrakis. 2020. Theoretical Approaches to Economic Growth and Development. Theoretical Approaches to Economic Growth and Development 433 455 .
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Wildmer Daniel Gregori & Agnese Sacchi. (2019) Has the Grexit news affected euro area financial markets?. The North American Journal of Economics and Finance 49, pages 71-84.
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Christina Erlwein-Sayer. (2018) Macroeconomic News Sentiment: Enhanced Risk Assessment for Sovereign Bonds. Risks 6:4, pages 141.
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ROEL BEETSMA, MASSIMO GIULIODORI, JESPER HANSON & FRANK DE JONG. (2018) Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area. Journal of Money, Credit and Banking 50:7, pages 1401-1440.
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Roland Füss, Markus Grabellus, Ferdinand Mager & Michael Stein. (2018) Something in the air: Information density, news surprises, and price jumps. Journal of International Financial Markets, Institutions and Money 53, pages 50-75.
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Roel Beetsma, Massimo Giuliodori, Jesper Hanson & Frank de Jong. (2018) Bid-to-cover and yield changes around public debt auctions in the euro area. Journal of Banking & Finance 87, pages 118-134.
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Roel Beetsma, Frank de Jong, Massimo Giuliodori & Daniel Widijanto. (2017) Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. Journal of International Money and Finance 75, pages 14-31.
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Ester Faia. (2017) Sovereign risk, bank funding and investors? pessimism. Journal of Economic Dynamics and Control 79, pages 79-96.
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Graham Bird, Wenti Du & Thomas Willett. (2017) Behavioral Finance and Efficient Markets: What does the Euro Crisis Tell us?. Open Economies Review 28:2, pages 273-295.
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Christian Conrad & Klaus Ulrich Zumbach. (2016) The effect of political communication on European financial markets during the sovereign debt crisis. Journal of Empirical Finance 39, pages 209-214.
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Nicholas Apergis. (2015) Forecasting Credit Default Swaps (CDSs) spreads with newswire messages: Evidence from European countries under financial distress. Economics Letters 136, pages 92-94.
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J?rgen B?lstad & Christoph Elhardt. (2015) To bail out or not to bail out? Crisis politics, credibility, and default risk in the Eurozone. European Union Politics 16:3, pages 325-346.
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Matteo Falagiarda & Wildmer Daniel Gregori. (2015) The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis. European Journal of Political Economy 39, pages 288-304.
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Nicholas Apergis. (2015) Newswire messages and sovereign credit ratings: Evidence from European countries under austerity reform programmes. International Review of Financial Analysis 39, pages 54-62.
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Samuel Brazys & Niamh Hardiman. (2015) From ‘Tiger’ to ‘PIIGS’: Ireland and the use of heuristics in comparative political economy. European Journal of Political Research 54:1, pages 23-42.
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Michael Ehrmann, Chiara Osbat, Jan Stráský & Lenno Uusküla. (2014) The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?. Journal of International Money and Finance 49, pages 319-339.
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Roel Beetsma, Massimo Giuliodori, Frank de Jong & Daniel Widijanto. (2013) Spread the news: The impact of news on the European sovereign bond markets during the crisis. Journal of International Money and Finance 34, pages 83-101.
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Panagiotis E. Petrakis, Pantelis C. Kostis & Dionysis G. ValsamisPanagiotis E. Petrakis, Pantelis C. Kostis & Dionysis G. Valsamis. 2013. European Economics and Politics in the Midst of the Crisis. European Economics and Politics in the Midst of the Crisis 97 117 .
My T. Nguyen. (2022) Presidential Fiscal News and Cross-section of Stock Returns. SSRN Electronic Journal.
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Ester Faia. (2016) Sovereign Risk, Bank Funding and Investorss Pessimism. SSRN Electronic Journal.
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Andreas Haupenthal & Matthias Neuenkirch. (2016) Grexit News and Stock Returns. SSRN Electronic Journal.
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Matteo Falagiarda & Wildmer Daniel Gregori. (2014) Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis. SSRN Electronic Journal.
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Christian Conrad & Klaus Ulrich Zumbach. (2012) The Effect of Political Communication on European Financial Markets During the Sovereign Debt Crisis. SSRN Electronic Journal.
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