Does sovereign risk impact banking risk in the Eurozone? : evidence from the COVID-19 pandemic
Year of publication: |
2022
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Authors: | González-Velasco, Carmen ; García-López, Marcos ; González-Fernández, Marcos |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-10
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Subject: | Banking risk | BEKK-GARCH models | COVID-19 | Sovereign risk | VARX models | Coronavirus | Länderrisiko | Country risk | Bankrisiko | Bank risk | Eurozone | Euro area | EU-Staaten | EU countries | Wirkungsanalyse | Impact assessment | Epidemie | Epidemic | Öffentliche Anleihe | Public bond | Schätzung | Estimation |
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