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Guarantees, transparency and the interdependency between sovereign and bank default risk
König, Philipp Johann; Anand, Kartik; Heinemann, Frank - In: Journal of banking & finance 45 (2014), pp. 321-337
Persistent link: https://www.econbiz.de/10010467894
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Investigating the behaviour of sovereign risk for Eurozone countries
Agiakloglou, Christos N.; Deligiannakis, Emmanouil; … - In: Applied economics 53 (2021) 53, pp. 6204-6212
Persistent link: https://www.econbiz.de/10012650392
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Price discovery in euro area sovereign credit markets and the ban on naked CDS
Gyntelberg, Jacob; Hördahl, Peter; Ters, Kristyna; … - In: Journal of banking & finance 96 (2018), pp. 106-125
Persistent link: https://www.econbiz.de/10011967185
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COVID-19 pandemic and global corporate CDS spreads
Hasan, Iftekhar; Marra, Miriam; To, Thomas Y.; Wu, Eliza; … - In: Journal of banking & finance 147 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248238
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Covered interest arbitrage profits : the role of liquidity and credit risk
Fong, Wai-ming; Valente, Giorgio; Fung, Joseph K. W. - In: Journal of banking & finance 34 (2010) 5, pp. 1098-1107
Persistent link: https://www.econbiz.de/10003971367
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Bank loan losses-given-default: A case study
Dermine, Jean; Carvalho, Cristina N. de - In: Journal of banking & finance 30 (2006) 4, pp. 1219-1243
Persistent link: https://www.econbiz.de/10003310259
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Determinants of yield spread dynamics : Euro versus US dollar corporate bonds
Van Landschoot, Astrid - In: Journal of banking & finance 32 (2008) 12, pp. 2597-2605
Persistent link: https://www.econbiz.de/10003795812
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Performance and Merton-type default risk of listed banks in the EU : a panel VAR approach
Koutsomanoli-Filippaki, Anastasia; Mamatzakis, Emmanuel C. - In: Journal of banking & finance 33 (2009) 11, pp. 2050-2061
Persistent link: https://www.econbiz.de/10003892209
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Securitization and systematic risk in European banking : empirical evidence
Uhde, André; Michalak, Tobias C. - In: Journal of banking & finance 34 (2010) 12, pp. 3061-3077
Persistent link: https://www.econbiz.de/10008901299
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Joint effect of financial fragility and macroeconomic shocks on bank loan losses : evidence from Europe
Pesola, Jarmo - In: Journal of banking & finance 35 (2011) 11, pp. 3134-3144
Persistent link: https://www.econbiz.de/10009374551