Warin, Thierry; Stojkov, Aleksandar - In: Journal of risk and financial management : JRFM 14 (2021) 2/61, pp. 1-17
framework to assess the dynamics of euro area banks' business networking. We use banks' foreign claims across Europe …, particularly the euro area, to see how banks react to various macroeconomic signals. Banks' foreign claims are particularly … interesting due to their sensitivity. One of the main conclusions is that the euro area has seen a reallocation of capital in the …