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Multinational banks and the drivers of cross-border contagion

Radev, Deyan - In: Finance a úvěr 71 (2021) 2, pp. 119-143

Persistent link: https://www.econbiz.de/10012703782

Implications of the digital euro for monetary policy transmission outside the Euro area

Radev, Deyan - In: Digital assets and the law : Fiat money in the era of …, (pp. 127-140). 2024

Persistent link: https://www.econbiz.de/10014535011

Dynamic conditional systemic risk measures

Radev, Deyan - In: Finance a úvěr 73 (2023) 2, pp. 106-133

Persistent link: https://www.econbiz.de/10014313193

Assessing systemic fragility : a probabilistic perspective

Radev, Deyan - In: Journal of risk 25 (2022) 2, pp. 47-74

Persistent link: https://www.econbiz.de/10014342462

Integration culture of global banks and the transmission of lending shocks

Barth, Andreas; Radev, Deyan - In: Journal of banking & finance 134 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013400132

The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?

Gorea, Denis; Radev, Deyan - In: International Review of Economics & Finance 30 (2014) C, pp. 78-100

We examine the determinants of joint default risk of euro area countries during 2007–2011. To accomplish this, we recover joint default probabilities from individual CDS contracts. In contrast to earlier theoretical studies, we find that financial linkages are an active contagion transmission...

Persistent link: https://www.econbiz.de/10010737936

Bank resolution regimes and systemic risk

Beck, Thorsten; Radev, Deyan; Schnabel, Isabel - 2020

Persistent link: https://www.econbiz.de/10012216613