Alter, Adrian; Schüler, Yves Stephan - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 2011
We investigate the interdependence of the default risk of several Eurozone countries (France, Germany, Italy, Ireland, Netherlands, Portugal, Spain) and their domestic banks during the period June 2007 - May 2010, using daily credit default swaps (CDS). Bank bailout programs changed the...