Gómez-Puig, Marta; Sosvilla-Rivero, Simón; Singh, … - Facultat d'Economia i Empresa, Universitat de Barcelona - 2015
This study attempts to identify and trace inter-linkages between sovereign and banking risk in the euro area. To this … causality between the two measures of risk in 10 euro area countries, allowing us to check for contagion in the form of a …