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Credit spread interdependencies of European states and banks during the financial crisis
Alter, Adrian; Schüler, Yves S. - In: Journal of banking & finance 36 (2012) 12, pp. 3444-3468
Persistent link: https://www.econbiz.de/10009660434
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The dynamics of spillover effects during the European sovereign debt turmoil
Alter, Adrian; Beyer, Andreas - In: Journal of banking & finance 42 (2014), pp. 134-153
Persistent link: https://www.econbiz.de/10010408412