European bank credit risk transmission during the credit Suisse collapse
Year of publication: |
2023
|
---|---|
Authors: | Nekhili, Ramzi ; Foglia, Matteo ; Bouri, Elie |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 2, p. 1-9
|
Subject: | Credit default swap (CDS) | Credit Suisse collapse | European bank credit risk | Shutdown of silicon valley bank | Tail-event driven NETwork | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Kreditgeschäft | Bank lending | Europa | Europe |
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