Sovereign risk dynamics in the EU: the time varying relevance of fiscal and external (im)balances
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- Afonso, António & Alves, José & Monteiro, Sofia, 2024. "Sovereign risk dynamics in the EU: The time varying relevance of fiscal and external (im)balances," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 94(C).
- António Afonso & José Alves & Sofia Monteiro, 2024. "Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)balances," CESifo Working Paper Series 10979, CESifo.
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"Fiscal sustainability, fiscal reactions, pitfalls and determinants,"
Working Papers REM
2022/0219, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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More about this item
Keywords
Sovereign Risk; Fiscal Sustainability; External Sustainability; CDS; CDS spreads.;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- F45 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Macroeconomic Issues of Monetary Unions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2024-03-18 (European Economics)
- NEP-OPM-2024-03-18 (Open Economy Macroeconomics)
Statistics
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