Paradigm Shift in the Eurozone? The Market-Based Convergence Rationale
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DOI: 10.1007/s10272-018-0738-3
Abstract: To prevent divergence in a downturn and help cushion economic shocks, capital markets and banks both need to be integrated and assets diversified across Eurozone member states. read more here.
Keywords: shift eurozone; market based; paradigm shift; eurozone ... See more keywords
The dynamics of sovereign yields over swap rates in the Eurozone market
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DOI: 10.1016/j.irfa.2020.101578
Abstract: We explore the dynamics of the adjusted swap spread (calculated as the difference between the swap rate and sovereign yields over the credit default swap premium) in the Eurozone market by studying three markets simultaneously:… read more here.
Keywords: swap; dynamics sovereign; eurozone market; swap rates ... See more keywords