About: Sovereign Spreads and Implied Probability of Default in the Euro Area during the Crisis

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: Sovereign Spreads and Implied Probability of Default in the Euro Area during the Crisis Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The paper aims to identify the determinants of widening sovereign spreads in the euro area during the crisis and calculate the implied probability of default. The results suggest that sovereign spreads are mainly driven by a common factor that reflects a global risk appetite. However, some specific factors play a role as well. The calculations of implied default probability clearly show a rapid increase mainly for Ireland and Greece. The paper aims to identify the determinants of widening sovereign spreads in the euro area during the crisis and calculate the implied probability of default. The results suggest that sovereign spreads are mainly driven by a common factor that reflects a global risk appetite. However, some specific factors play a role as well. The calculations of implied default probability clearly show a rapid increase mainly for Ireland and Greece. (en)
Title	Sovereign Spreads and Implied Probability of Default in the Euro Area during the Crisis Sovereign Spreads and Implied Probability of Default in the Euro Area during the Crisis (en)
skos:prefLabel	Sovereign Spreads and Implied Probability of Default in the Euro Area during the Crisis Sovereign Spreads and Implied Probability of Default in the Euro Area during the Crisis (en)
skos:notation	RIV/47813059:19520/10:#0000555!RIV11-GA0-19520___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA402/08/0067)
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Stavárek, Daniel
http://linked.open.../riv/druhVysledku	O - Ostatní výsledky nezařaditelné do žádného z výše uvedených druhů výsledku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	288915
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/10:#0000555
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	sovereign bonds, spread, probability of default, euro area, financial crisis (en)
http://linked.open.../riv/klicoveSlovo	financial crisis spread probability of default sovereign bonds euro area
http://linked.open...ontrolniKodProRIV	[EA4B5BCC035D]
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Financial Integration of the EU New Member States with Eurozone
http://linked.open...UplatneniVysledku	2010
http://linked.open...iv/tvurceVysledku	Stavárek, Daniel
http://localhost/t...ganizacniJednotka	19520

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software