Bank to sovereign risk spillovers across borders : evidence from the ECB's comprehensive assessment
Year of publication: |
2018
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Authors: | Breckenfelder, Johannes ; Schwaab, Bernd |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 49.2018, p. 247-262
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Subject: | Bank-sovereign nexus | Comprehensive Assessment | European Central Bank | Risk spillovers | Stress test | EU-Staaten | EU countries | Spillover-Effekt | Spillover effect | Bankrisiko | Bank risk | Eurozone | Euro area | Zentralbank | Central bank | Länderrisiko | Country risk | Geldpolitik | Monetary policy |
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