금융 | Sovereign CDS Spreads in Europe | 한국금융연구원

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2014-02-04 일자  [제 14-09 호]

Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers
IMF (2014-02-04)

By analysing data from January 2007 to December 2012 in a panel GLS error correction framework we find that European countries’ sovereign CDS spreads are largely driven by global investor sentiment, macroeconomic fundamentals and ..  more

Cross-border production chains and business cycle co-movement between Central and Eastern European countries and euro area member states
ECB (2014-02-03)

In this paper, we highlight the role of global value chains in the synchronization of economic activity between countries in Central and Eastern Europe (CEE) and the euro area. We start off by demonstrating that the degree of sync ..  more

Banking Union and Beyond: Discussion papers for Brussels Think Tank Dialogue
Bruegel (2014-02-03)

Three years have passed since the euro crisis broke out in 2010, revealing the shortcomings of the EMU architecture as it was foreseen in Maastricht. A number of reforms have been undertaken since 2010 in order to strengthen the M ..  more

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