The bank-sovereign nexus : evidence from a non-bailout episode
Massimiliano Caporin, Gisle J. Natvik, Francesco Ravazzolo, Paolo Santucci de Magistris
| Year of publication: |
2019
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|---|---|
| Authors: | Caporin, Massimiliano ; Natvik, Gisle J. ; Ravazzolo, Francesco ; Santucci de Magistris, Paolo |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 53.2019, p. 181-196
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| Subject: | Bailout expectation | CDS | Quantile regression | Risk | Spillover | Spillover-Effekt | Spillover effect | Kreditderivat | Credit derivative | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Risikoprämie | Risk premium | Bankrisiko | Bank risk | Schuldenübernahme | Bailout |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2019.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171688