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~isPartOf:"CFM discussion paper series"
~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"Journal of banking & finance"
~subject:"Credit risk"
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DEFAULT: THE GOOD, THE BAD, THE UGLY, C. Larkin, B. Lucey, eds., Blackhall Press, Forthcoming
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How diabolic is the sovereign-bank loop? : the effects of post-default fiscal policies
Diniz, André Sander
;
Guimarães, Bernardo
-
2017
Persistent link: https://www.econbiz.de/10012171911
Saved in:
2
Guarantees, transparency and the interdependency between sovereign and bank default risk
König, Philipp Johann
;
Anand, Kartik
;
Heinemann, Frank
- In:
Journal of banking & finance
45
(
2014
),
pp. 321-337
Persistent link: https://www.econbiz.de/10010467894
Saved in:
3
Self-fulfilling crisis with default and devaluation
Da-Rocha, José María
;
Giménez, Eduardo-Luis
;
Lores, …
- In:
Economic theory : official journal of the Society for …
53
(
2013
)
3
,
pp. 499-535
Persistent link: https://www.econbiz.de/10009779346
Saved in:
4
Do sovergeign credit default swaps represent a clean measure of sovereign default risk? : a factor model approach
Badaoui, Saad
;
Cathcart, Lara
;
Jahel, Lina el
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2392-2407
Persistent link: https://www.econbiz.de/10009760637
Saved in:
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