Victor Echevarria-Icaza

Universidad Complutense de Madrid (UCM)

Carretera de Humera s/n

Madrid, Madrid 28223

Spain

SCHOLARLY PAPERS

5

DOWNLOADS

204

CITATIONS

0

Scholarly Papers (5)

1.

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 57 (348,875)

Abstract:

Loading...

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

2.

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 56 (351,879)

Abstract:

Loading...

debt sustainability, fiscal fatigue, institutions, debt limit

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 40 (404,957)

Abstract:

Loading...

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 31 (441,263)

Abstract:

Loading...

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 20 (497,784)

Abstract:

Loading...

sovereign bonds, financial crisis, banks, investment, eurozone