Keywords: Redenomination risk
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Journal Articles
Studies in Economics and Finance (2025) 42 (3): 592–626.
Published: 03 March 2025
...Tarek Chebbi; Abdullah Mohammed AlGhazali; Walid Mensi; Sanghoon Kang Purpose This paper aims to investigate the interconnectedness of redenomination risk premiums across the four main European sovereign bond markets (France, Germany, Italy and the Netherlands). Design/methodology/approach...
Journal Articles
Studies in Economics and Finance (2021) 38 (5): 964–986.
Published: 04 August 2021
...Jens Klose Purpose This paper aims to introduce a new indicator to measure redenomination risks in Euro area countries. The measure is based on survey data. The influence of this indicator in determining sovereign bond yield spreads is estimated. Design/methodology/approach An autoregressive...

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