The effect of the PSI in the relationship between sovereign and bank credit risk : evidence from the euro area
Year of publication: |
2019
|
---|---|
Authors: | Papafilis, Michalis-Panayiotis ; Psillaki, Maria ; Margaritis, Dimitris |
Published in: |
Multinational finance journal. - [Erscheinungsort nicht ermittelbar] : Global Business Publications, ZDB-ID 2070460-4. - Vol. 23.2019, 3/4, p. 211-272
|
Subject: | CDS spreads | PSI | sovereign/bank credit risk | contagion | nonlinear | causality | Kreditrisiko | Credit risk | Eurozone | Euro area | Kreditderivat | Credit derivative | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Länderrisiko | Country risk | Ansteckungseffekt | Contagion effect | Schuldenkrise | Debt crisis | Kausalanalyse | Causality analysis |
-
Eurozone sovereign contagion : evidence from the CDS market ; 2005 - 2010
Kalbaska, A., (2012)
-
Disentangling contagion among sovereign CDS spreads during the European debt crisis
Broto, Carmen, (2015)
-
Ters, Kristyna, (2018)
- More ...
-
Papafilis, Michalis-Panayiotis, (2020)
-
Capital structure, equity ownership and firm performance
Margaritis, Dimitris, (2010)
-
Evaluation of credit risk based on firm performance
Psillaki, Maria, (2010)
- More ...