메뉴 건너뛰기




Volumn 8, Issue 5, 2001, Pages 321-324

Default probabilities of European sovereign debt: Market-based estimates

Author keywords

[No Author keywords available]

Indexed keywords

DEBT; EUROPEAN MONETARY UNION;

EID: 0035042189     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048501750157521     Document Type: Article
Times cited : (14)

References (18)
  • 1
    • 0027039635 scopus 로고
    • Default risk on government debt in OECD countries
    • Alesina, A., De Broeck, M., Prati, A. and Tabellini, G. (1992) Default risk on government debt in OECD countries, Economic Policy, October, 427-63.
    • (1992) Economic Policy , vol.OCTOBER , pp. 427-463
    • Alesina, A.1    De Broeck, M.2    Prati, A.3    Tabellini, G.4
  • 2
    • 0001301064 scopus 로고    scopus 로고
    • Fiscal discipline and the question of convergence of national interest rates in the European union
    • Alexander, V. and Anker, P., (1997) Fiscal discipline and the question of convergence of national interest rates in the European union, Open Economies review, 8, 335-52.
    • (1997) Open Economies Review , vol.8 , pp. 335-352
    • Alexander, V.1    Anker, P.2
  • 3
    • 21844508334 scopus 로고    scopus 로고
    • Do credit markets discipline sovereign borrowers: Evidence from US states
    • 2995
    • Bayoumi, T., Goldstein, M. and Woglom, G. (2995) Do credit markets discipline sovereign borrowers: Evidence from US states, Journal of Money, Credit and Banking, 27, 1046-59.
    • Journal of Money, Credit and Banking , vol.27 , pp. 1046-1059
    • Bayoumi, T.1    Goldstein, M.2    Woglom, G.3
  • 5
    • 0005011128 scopus 로고
    • The risk premium on Italian government debt 1967-88
    • Cottarelli, C. and Mecagni, M. (1990) The risk premium on Italian government debt 1967-88, IMF Staff Papers, 37, 865-80.
    • (1990) IMF Staff Papers , vol.37 , pp. 865-880
    • Cottarelli, C.1    Mecagni, M.2
  • 6
    • 0000239425 scopus 로고
    • Sovereign debt
    • (Eds) G. M. Grossman and K. S. Rogoff, North-Holland, Amsterdam
    • Eaton, J. and Fernandez, R. (1995) Sovereign debt, in Handbook of International Economics (Eds) G. M. Grossman and K. S. Rogoff, North-Holland, Amsterdam.
    • (1995) Handbook of International Economics
    • Eaton, J.1    Fernandez, R.2
  • 7
    • 0005010917 scopus 로고    scopus 로고
    • Short term and long term government debt and nonresident interest withholding taxes
    • Eijffinger, S. C. W., Huizinga, H. P. and Lemmen, J. J. G. (1998) Short term and long term government debt and nonresident interest withholding taxes, Journal of Public Economics, 68, 309-34.
    • (1998) Journal of Public Economics , vol.68 , pp. 309-334
    • Eijffinger, S.C.W.1    Huizinga, H.P.2    Lemmen, J.J.G.3
  • 9
    • 0000688045 scopus 로고    scopus 로고
    • High Yields: The Spread on German Interest Rates
    • Favero, C. A., Giavazzi, F. and Spaventa, L. (1997) High Yields: The Spread on German Interest Rates, Economic Journal, 107, 956-85.
    • (1997) Economic Journal , vol.107 , pp. 956-985
    • Favero, C.A.1    Giavazzi, F.2    Spaventa, L.3
  • 10
    • 0003052370 scopus 로고
    • The default premium and corporate bond experience
    • Fons, J. (1987) The default premium and corporate bond experience, Journal of Finance, XLII, 81-97.
    • (1987) Journal of Finance , vol.42 , pp. 81-97
    • Fons, J.1
  • 12
    • 38649141305 scopus 로고
    • Martingales and Arbitrage in Multiperiod Securities Markets
    • Harrison, M. J. and Kreps, D. M. (1979) Martingales and Arbitrage in Multiperiod Securities Markets, Journal of Economic Theory, 29, 381-408.
    • (1979) Journal of Economic Theory , vol.29 , pp. 381-408
    • Harrison, M.J.1    Kreps, D.M.2
  • 14
    • 0000250338 scopus 로고    scopus 로고
    • Credit Spreads on Government Bonds
    • Kan, K. (1998) Credit Spreads on Government Bonds, Applied Financial Economics, 8, 301-13.
    • (1998) Applied Financial Economics , vol.8 , pp. 301-313
    • Kan, K.1
  • 15
  • 17
    • 0005048988 scopus 로고    scopus 로고
    • Credit Risks and European Government Bond Markets: A Panel Data Econometric Analysis
    • forthcoming in April
    • Lemmen, J. J. G. and Goodhart, C. A. E. (1999) Credit Risks and European Government Bond Markets: a Panel Data Econometric Analysis, forthcoming in Eastern Economic Journal, April.
    • (1999) Eastern Economic Journal
    • Lemmen, J.J.G.1    Goodhart, C.A.E.2
  • 18
    • 0040521832 scopus 로고    scopus 로고
    • Federalism, Fiscal Restraints and European Monetary Union
    • von Hagen, J. and Eichengreen, B. (1996) Federalism, Fiscal Restraints and European Monetary Union, American Economic Review, 86, 134-8.
    • (1996) American Economic Review , vol.86 , pp. 134-138
    • Von Hagen, J.1    Eichengreen, B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.