Reference health
Fiscal Fatigue and Sovereign Credit Spreads
68/68 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
24 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.
The 68 checked references that resolve
resolves10.1016/j.jmoneco.2013.04.009
Systemic sovereign credit risk: Lessons from the U.S. and Europe
resolves10.1016/S0304-3932(03)00032-1
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
resolves10.1016/j.euroecorev.2011.11.001
Sovereign default risk premia, fiscal limits, and fiscal policy
resolves10.1111/j.1540-6261.2005.00798.x
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
resolves10.1093/rfs/hhn078
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
resolves10.1093/rof/rfy024
Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area
resolves10.1093/qje/qjs001
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
resolves10.1016/j.frl.2006.03.008
Disentangling risk aversion and intertemporal substitution through a reference level
resolves10.1111/ecoj.12010
Fiscal Fatigue, Fiscal Space and Debt Sustainability in Advanced Economies
resolves10.1016/0304-4076(86)90004-7
A standard error for the estimated state vector of a state-space model
resolves10.1016/j.econlet.2012.10.011
Measuring the stance of monetary policy in zero lower bound environments
resolves10.1016/j.jmoneco.2008.06.003
International evidence on fiscal solvency: Is fiscal policy “responsible”?
resolves10.1111/j.1540-6261.2008.01399.x
Default and Recovery Implicit in the Term Structure of Sovereign
<i>CDS</i>
Spreads
resolves10.1016/j.jmoneco.2020.09.003
Measuring the effects of federal reserve forward guidance and asset purchases on financial markets
resolves10.1111/jofi.12018
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
resolves10.1111/jmcb.12300
Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
The 24 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedTracking Global Demand for Emerging Market Sovereign Debt
no DOI — not checkedref21
no DOI — not checkedThe Sustainability of Fiscal Policy in the United States
no DOI — not checkedref29
no DOI — not checkedref33
no DOI — not checkedref35
no DOI — not checkedref43
no DOI — not checkedref45
no DOI — not checkedUsage Summary for Selected Optimization Routines
no DOI — not checkedref54
no DOI — not checkedFiscal and Monetary Policy Interactions in a Low Interest Rate World. CEPR Discussion Papers 16411
no DOI — not checkedGovernment Risk Premium Puzzle
no DOI — not checkedref65
no DOI — not checkedFiscal Policy and Interest Rates: The Role of Sovereign Default Risk
no DOI — not checkedCorporate Bond Valuation and the Term Structure of Credit Spreads
no DOI — not checkedHow Sovereign Is Sovereign Credit Risk?
no DOI — not checkedref77
no DOI — not checkedref79
no DOI — not checkedUS Treasury Auctions: A High-Frequency Identification of Supply Shocks
no DOI — not checkedref83
no DOI — not checkedref84
no DOI — not checkedref85
no DOI — not checkedref89
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