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Publications by Jens Klose

Sovereign Yield Spreads During the Euro Crisis: Fundamental Factors Versus Redenomination Risk

International Finance

English

Does the ECB Rely on a Taylor Rule?: Comparing Ex-Post With Real Time Data

SSRN Electronic Journal

English

Related publications

Self-Fulfilling Dynamics: The Interactions of Sovereign Spreads, Sovereign Ratings and Bank Ratings During the Euro Financial Crisis

Journal of International Money and Finance

English

The Greek Financial Crisis: Growing Imbalances and Sovereign Spreads

Journal of International Money and Finance

English

Disclosure, Banks CDS Spreads and the European Sovereign Crisis

SSRN Electronic Journal

English

Credit Ratings and the Pricing of Sovereign Debt During the Euro Crisis

English

The Euro Sovereign Debt Crisis and the Built-In Instability of the Euro

SSRN Electronic Journal

English

Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach

Journal of International Money and Finance

English

Size Matters for Liquidity: Evidence From EMU Sovereign Yield Spreads

Economics Letters

English

Default Risk in Corporate Yield Spreads

SSRN Electronic Journal

English

US Bank Credit Spreads During the Financial Crisis

SSRN Electronic Journal

English