Reference health
'Incorporating Creditors' Seniority into Contingent Claim Models: Application to Peripheral Euro Area Countries'
1 of 89 checkable references need attention · checked 2026-08-25
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
32 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/2978933
The 88 checked references that resolve
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The “greatest” carry trade ever? Understanding eurozone bank risks
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Comparing the performance of market-based and accounting-based bankruptcy prediction models
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What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk
resolves10.1016/j.jeconbus.2014.08.001
Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries
resolves10.1016/j.jbankfin.2013.01.038
Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach
resolves10.1016/j.jimonfin.2012.11.004
The pricing of sovereign risk and contagion during the European sovereign debt crisis
resolves10.1023/A:1011112105352
Real Impacts of Intra-European Exchange Rate Variability: A Case for EMU?
resolves10.1007/s10663-011-9181-4
Portfolio choice of financial investors and European business cycle convergence: a panel analysis for EU countries
resolves10.1111/0022-1082.00057
The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?
resolves10.1016/j.jimonfin.2017.08.007
Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone
resolves10.1016/j.jimonfin.2017.01.005
Risk assessment on euro area government bond markets – The role of governance
resolves10.1016/j.jempfin.2015.03.010
Disentangling contagion among sovereign CDS spreads during the European debt crisis
resolves10.3386/w13811
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
resolves10.1016/j.ijforecast.2011.02.006
Better to give than to receive: Predictive directional measurement of volatility spillovers
resolves10.1016/j.jeconom.2014.04.012
On the network topology of variance decompositions: Measuring the connectedness of financial firms
resolves10.1111/j.1468-0327.2012.00282.x
Sovereign spreads in the eurozone: which prospects for a Eurobond?
resolves10.1016/j.intfin.2016.04.005
Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
resolves10.1111/1468-0300.00016
The Procyclical Role of Rating Agencies: Evidence from the East Asian Crisis
resolves10.1016/j.jbankfin.2015.10.010
An analysis of euro area sovereign CDS and their relation with government bonds
resolves10.1016/j.jbankfin.2013.07.025
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?
resolves10.1016/j.najef.2014.09.003
An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
resolves10.2307/1912791
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
resolves10.3386/w13607
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability
resolves10.5089/9781451869507.001
Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System
resolves10.3386/w14518
Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks
resolves10.3386/w16182
Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies
resolves10.1111/infi.12042
Sovereign Yield Spreads During the Euro Crisis: Fundamental Factors Versus Redenomination Risk
resolves10.1016/j.jbankfin.2009.05.009
Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach
resolves10.1093/iclqaj/39.4.801
Preferred Creditor Status under International Law: The Case of the International Monetary Fund
resolves10.2469/faj.v69.n2.5
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.1016/0378-4266(77)90015-2
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory
resolves10.1111/1468-0300.00110
Credit Risk Models – Do They Deliver Their Promises? A Quantitative Assessment
resolves10.2139/ssrn.2745767
The Invisible Hand of the Government: 'Moral Suasion' During the European Sovereign Debt Crisis
resolves10.1016/j.jfs.2016.06.004
Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust
resolves10.1016/s0165-1765(97)00214-0
Generalized impulse response analysis in linear multivariate models
resolves10.1111/j.1468-0327.2011.00270.x
Assessing the fiscal stance in the European Union and the United States, 1970-2011
resolves10.1016/j.jimonfin.2015.04.006
Market frictions and the pricing of sovereign credit default swaps
resolves10.1016/j.jfs.2013.07.003
Systemic risk analysis using forward-looking Distance-to-Default series
resolves10.1016/j.econmod.2016.05.015
Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
resolves10.1016/j.jimonfin.2016.01.003
Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries
resolves10.1007/s10797-012-9236-x
Target loans, current account balances and capital flows: the ECB’s rescue facility
resolves10.2307/2490859
Methodological Issues Related to the Estimation of Financial Distress Prediction Models
The 32 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedStatistical bond rating classification using financial and accounting data
no DOI — not checkedThe Interbank Market after
no DOI — not checkedref12
no DOI — not checkedFundamentals of systemic risk
no DOI — not checkedSystemic risk and home bias in the euro area
no DOI — not checkedref22
no DOI — not checkedThe stabilizing properties of a European banking union in case of financial shocks in the euro area. European Commission, Directorate-General Economic and Financial Affairs
no DOI — not checkedPredicting financial distress and the performance of distressed stocks
no DOI — not checkedref32
no DOI — not checkedModeling default risk. Moody's KMV Company
no DOI — not checkedref35
no DOI — not checkedref42
no DOI — not checkedThe impact of uncertainty on activity in the euro area
no DOI — not checkedref45
no DOI — not checkedDistance to default for large and complex banking groups
no DOI — not checkedHow has macroeconomic uncertainty in the euro area evolved recently?
no DOI — not checkedref49
no DOI — not checkedInternational financial markets and systemic risk
no DOI — not checkedMonetary relationships: A view from threadneedle street
no DOI — not checkedLessons from the financial crisis on modeling systemic risk and sovereign risk
no DOI — not checkedQuantifying systemic risk and reconceptualizing the role of finance for economic growth
no DOI — not checkedMonetary policy and the financial system
no DOI — not checkedref76
no DOI — not checkedComment on systemic risk
no DOI — not checkedWho's afraid of sovereign bonds
no DOI — not checkedref91
no DOI — not checkedref104
no DOI — not checkedImplicit guarantees for bank debt: Where do we stand
no DOI — not checkedref111
no DOI — not checkedMoney, income, and causality
no DOI — not checkedref118
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