The state dependent impact of bank exposure on sovereign risk
Year of publication: |
March 2018
|
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Authors: | Podstawski, Maximilian ; Velinov, Anton |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 88.2018, p. 63-75
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Subject: | Markov-switching | Heteroscedasticity | Identification | Sovereign-bank interlinkages | Sovereign risk | Credit default swap | Contagion | Länderrisiko | Country risk | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Finanzkrise | Financial crisis | Schätzung | Estimation | Welt | World | Ansteckungseffekt | Contagion effect | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Bankrisiko | Bank risk | Bankenkrise | Banking crisis | Öffentliche Schulden | Public debt |
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