Matches in SemOpenAlex for { <https://semopenalex.org/work/W1496367170> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W1496367170 abstract "This paper examines whether the efficiency market hypothesis for the Greek sovereign debt holds. As in Blanco et al. (2005) we test the theoretical equivalence of credit default swap (CDS) and spreads that dictates a cointegration relationship between the two. The main innovation of the present analysis is the use of a threshold vector error-correction (TVECM) model, thus allowing thresholds within the sample covering the period 1990-2010. Moreover, by employing this methodology we are able to evaluate the degree and dynamics of transaction costs resulting from various events due to external market imperfections but also domestic factors. The main hypothesis we test is to what extent spreads and CDS are indeed integrated that may result in an efficient and integrated seigniorage capital market. Our findings support the gradual integration hypothesis. We find that spreads and CDS are cointegrated, though threshold effects are also revealed in terms of events that have impacted on markets." @default.
- W1496367170 created "2016-06-24" @default.
- W1496367170 creator A5031586172 @default.
- W1496367170 creator A5043176303 @default.
- W1496367170 creator A5053155513 @default.
- W1496367170 date "2011-03-01" @default.
- W1496367170 modified "2023-09-27" @default.
- W1496367170 title "The Greek Sovereign Debt Crisis: Testing for Regime Changes" @default.
- W1496367170 cites W1513775446 @default.
- W1496367170 cites W1990323191 @default.
- W1496367170 cites W2011886674 @default.
- W1496367170 cites W2038621549 @default.
- W1496367170 cites W2054315242 @default.
- W1496367170 cites W2062853292 @default.
- W1496367170 cites W2077791698 @default.
- W1496367170 cites W2082317778 @default.
- W1496367170 cites W2088415914 @default.
- W1496367170 cites W2105973145 @default.
- W1496367170 cites W2127169188 @default.
- W1496367170 cites W3121328583 @default.
- W1496367170 cites W3123848600 @default.
- W1496367170 cites W3123954202 @default.
- W1496367170 cites W3123699647 @default.
- W1496367170 hasPublicationYear "2011" @default.
- W1496367170 type Work @default.
- W1496367170 sameAs 1496367170 @default.
- W1496367170 citedByCount "0" @default.
- W1496367170 crossrefType "posted-content" @default.
- W1496367170 hasAuthorship W1496367170A5031586172 @default.
- W1496367170 hasAuthorship W1496367170A5043176303 @default.
- W1496367170 hasAuthorship W1496367170A5053155513 @default.
- W1496367170 hasConcept C106159729 @default.
- W1496367170 hasConcept C120527767 @default.
- W1496367170 hasConcept C139719470 @default.
- W1496367170 hasConcept C141121606 @default.
- W1496367170 hasConcept C145162277 @default.
- W1496367170 hasConcept C149782125 @default.
- W1496367170 hasConcept C162118730 @default.
- W1496367170 hasConcept C162324750 @default.
- W1496367170 hasConcept C17744445 @default.
- W1496367170 hasConcept C178350159 @default.
- W1496367170 hasConcept C185592680 @default.
- W1496367170 hasConcept C186229450 @default.
- W1496367170 hasConcept C198531522 @default.
- W1496367170 hasConcept C199539241 @default.
- W1496367170 hasConcept C2780089521 @default.
- W1496367170 hasConcept C2994482091 @default.
- W1496367170 hasConcept C30589699 @default.
- W1496367170 hasConcept C43617362 @default.
- W1496367170 hasConcept C556758197 @default.
- W1496367170 hasConcept C94625758 @default.
- W1496367170 hasConceptScore W1496367170C106159729 @default.
- W1496367170 hasConceptScore W1496367170C120527767 @default.
- W1496367170 hasConceptScore W1496367170C139719470 @default.
- W1496367170 hasConceptScore W1496367170C141121606 @default.
- W1496367170 hasConceptScore W1496367170C145162277 @default.
- W1496367170 hasConceptScore W1496367170C149782125 @default.
- W1496367170 hasConceptScore W1496367170C162118730 @default.
- W1496367170 hasConceptScore W1496367170C162324750 @default.
- W1496367170 hasConceptScore W1496367170C17744445 @default.
- W1496367170 hasConceptScore W1496367170C178350159 @default.
- W1496367170 hasConceptScore W1496367170C185592680 @default.
- W1496367170 hasConceptScore W1496367170C186229450 @default.
- W1496367170 hasConceptScore W1496367170C198531522 @default.
- W1496367170 hasConceptScore W1496367170C199539241 @default.
- W1496367170 hasConceptScore W1496367170C2780089521 @default.
- W1496367170 hasConceptScore W1496367170C2994482091 @default.
- W1496367170 hasConceptScore W1496367170C30589699 @default.
- W1496367170 hasConceptScore W1496367170C43617362 @default.
- W1496367170 hasConceptScore W1496367170C556758197 @default.
- W1496367170 hasConceptScore W1496367170C94625758 @default.
- W1496367170 hasLocation W14963671701 @default.
- W1496367170 hasOpenAccess W1496367170 @default.
- W1496367170 hasPrimaryLocation W14963671701 @default.
- W1496367170 hasRelatedWork W1576712092 @default.
- W1496367170 hasRelatedWork W1585594448 @default.
- W1496367170 hasRelatedWork W1598034231 @default.
- W1496367170 hasRelatedWork W1971768340 @default.
- W1496367170 hasRelatedWork W2011851301 @default.
- W1496367170 hasRelatedWork W2058903648 @default.
- W1496367170 hasRelatedWork W2159798634 @default.
- W1496367170 hasRelatedWork W2205710893 @default.
- W1496367170 hasRelatedWork W2348286447 @default.
- W1496367170 hasRelatedWork W2401188215 @default.
- W1496367170 hasRelatedWork W254677358 @default.
- W1496367170 hasRelatedWork W2562612047 @default.
- W1496367170 hasRelatedWork W2739376088 @default.
- W1496367170 hasRelatedWork W2808112887 @default.
- W1496367170 hasRelatedWork W2938749460 @default.
- W1496367170 hasRelatedWork W2996000672 @default.
- W1496367170 hasRelatedWork W3121601268 @default.
- W1496367170 hasRelatedWork W3122743859 @default.
- W1496367170 hasRelatedWork W3124189076 @default.
- W1496367170 hasRelatedWork W3186820529 @default.
- W1496367170 isParatext "false" @default.
- W1496367170 isRetracted "false" @default.
- W1496367170 magId "1496367170" @default.
- W1496367170 workType "article" @default.