Victor Echevarria-Icaza

Universidad Complutense de Madrid (UCM)

Carretera de Humera s/n

Madrid, Madrid 28223

Spain

  • Universidad Complutense de Madrid (UCM)

SCHOLARLY PAPERS

5

DOWNLOADS

344

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

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1.

Fiscal Fatigue and Debt Sustainability: Empirical Evidence from the Eurozone 1980-2013

Number of pages: 21 Posted: 04 Feb 2016
Victor Echevarria-Icaza
Universidad Complutense de Madrid (UCM)
Downloads 106 (432,590)

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debt sustainability, fiscal fatigue, institutions, debt limit

2.

Systemic Banks, Capital Composition and Coco Issuance: The Effects on Bank Risk

Number of pages: 23 Posted: 05 Apr 2017
Victor Echevarria-Icaza and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM) and UCM Institute for Economic Analysis
Downloads 89 (485,849)
Citation 2

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Contingent capital, banking regulation, risk-taking incentives, asset substitution, systemic risk

3.

Yields on Sovereign Debt, Fragmentation and Monetary Policy Transmission in the Euro Area: A GVAR Approach

Number of pages: 32 Posted: 11 Feb 2017
Victor Echevarria-Icaza and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM) and UCM Institute for Economic Analysis
Downloads 62 (595,230)

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monetary policy, spillovers, euro area crisis

4.

Connectedness of Stress in EMU Bank and Sovereign CDS: The Role Policy Measures 2008-2014

Number of pages: 28 Posted: 02 Feb 2016
Victor Echevarria-Icaza and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM) and UCM Institute for Economic Analysis
Downloads 60 (604,915)
Citation 1

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Connectedness, Bank risk, Sovereign risk, EMU

5.

Demand for Sovereign Bonds in the Periphery: A Regime-Switching Approach

Number of pages: 29 Posted: 05 Feb 2016 Last Revised: 08 Feb 2016
Victor Echevarria-Icaza
Universidad Complutense de Madrid (UCM)
Downloads 27 (819,140)

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sovereign bonds, financial crisis, banks, investment, eurozone