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1
Bank exposures and sovereign stress transmission
Altavilla, Carlo
;
Pagano, Marco
;
Simonelli, Saverio
-
2016
Persistent link: https://www.econbiz.de/10011502471
Saved in:
2
Evaluating sovereign risk spillovers on domestic banks during the European debt crisis
Keddad, Benjamin
;
Schalck, Christophe
- In:
Economic modelling
88
(
2020
),
pp. 356-375
Persistent link: https://www.econbiz.de/10012417241
Saved in:
3
The rating spillover from banks to sovereigns : an empirical investigation across the European Union
Hu, Haoshen
;
Prokop, Jörg
;
Shi, Yukun
;
Trautwein, …
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012495673
Saved in:
4
Beyond spreads : measuring sovereign market stress in the
euro
area
Garcia de Andoain, Carlos
;
Kremer, Manfred
- In:
Economics letters
159
(
2017
),
pp. 153-156
Persistent link: https://www.econbiz.de/10011903478
Saved in:
5
The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the
Eurozone
and China
Kim, Suk-Joong
;
Salem, Leith
;
Wu, Eliza
- In:
Journal of financial stability
18
(
2015
),
pp. 208-224
Persistent link: https://www.econbiz.de/10011574167
Saved in:
6
Economic policy uncertainty and risk spillovers in the
Eurozone
Bernal, Oscar
;
Gnabo, Jean-Yves
;
Guilmin, Grégory
- In:
Journal of international money and finance
65
(
2016
),
pp. 24-45
Persistent link: https://www.econbiz.de/10011668397
Saved in:
7
Intraday dynamics of credit risk contagion before and during the
euro
area sovereign debt crisis : evidence from central Europe
Ters, Kristyna
;
Urban, Jörg
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 123-142
Persistent link: https://www.econbiz.de/10012033352
Saved in:
8
Measuring sovereign contagion in Europe
Caporin, Massimiliano
;
Pelizzon, Loriana
;
Ravazzolo, …
- In:
Journal of financial stability
34
(
2018
),
pp. 150-181
Persistent link: https://www.econbiz.de/10012156803
Saved in:
9
Bank exposures and sovereign stress transmission
Altavilla, Carlo
;
Pagano, Marco
;
Simonelli, Saverio
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
6
,
pp. 2103-2139
Persistent link: https://www.econbiz.de/10011804684
Saved in:
10
The impact and the spillover effect of a sovereign rating announcement on the
euro
area CDS market
Drago, Danilo
;
Gallo, Raffaele
- In:
Journal of international money and finance
67
(
2016
),
pp. 264-286
Persistent link: https://www.econbiz.de/10011711628
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