Financial sector linkages and the dynamics of bank and sovereign credit spreads
Year of publication: |
September 2016
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Authors: | Kallestrup, René ; Lando, David ; Murgoci, Agatha |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 38.2016, Part A, p. 374-393
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Subject: | Credit risk | Banks | Sovereign risk | Kreditrisiko | Länderrisiko | Country risk | Kreditderivat | Credit derivative | Bankrisiko | Bank risk | Bankenkrise | Banking crisis | Welt | World | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Zinsstruktur | Yield curve | Finanzsektor | Financial sector |
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