Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis
Year of publication: |
2013-10-28
|
---|---|
Authors: | Battistini, Niccolò ; Pagano, Marco ; Simonelli, Saverio |
Institutions: | Centro Studi di Economia e Finanza (CSEF) |
Subject: | sovereign yield differentials | dynamic latent factor model | home bias | vector error-correction model |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Economic Policy, 2014, 29(78), 203–251 |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; c58 ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
-
Systemic risk and home bias in the euro area
Battistini, Niccolò, (2013)
-
Systemic Risk and Home Bias in the Euro Area
Battistini, Niccolò, (2013)
-
Dependence Structure and Extreme Comovements in International Equity and Bond Markets
Garcia, René, (2009)
- More ...
-
Systemic risk, sovereign yields and bank exposures in the euro crisis
Battistini, Niccolò, (2014)
-
Systemic risk and home bias in the euro area
Battistini, Niccolò, (2013)
-
Systemic Risk and Home Bias in the Euro Area
Battistini, Niccolò, (2013)
- More ...