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Transmission channels of systemic risk and contagion in the European financial network

Paltalidis, Nikos; Gounopoulos, Dimitrios; Kizys, Renatas; … - In: Journal of banking & finance 61 (2015), pp. 36-52

Persistent link: https://www.econbiz.de/10011584245

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

Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe

Claeys, Peter; Vašíček, Bořek - In: Journal of banking & finance 46 (2014), pp. 151-165

Persistent link: https://www.econbiz.de/10010467833

Bank Sovereign Bond Holdings, Sovereign Shock Spillovers, and Moral Hazard During the European Crisis

Beltratti, Andrea - 2015

From 2010 to 2012, the relation between bank stock returns from European Union (EU) countries and the returns on …

Persistent link: https://www.econbiz.de/10013022926

Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis

Beltratti, Andrea - 2015

From 2010 to 2012, the relation between bank stock returns from European Union (EU) countries and the returns on …

Persistent link: https://www.econbiz.de/10012457516

Systemic Risk and Stability in Financial Networks

Acemoglu, Daron - 2013

We provide a framework for studying the relationship between the financial network architecture and the likelihood of systemic failures due to contagion of counterparty risk. We show that financial contagion exhibits a form of phase transition as interbank connections increase: as long as the...

Persistent link: https://www.econbiz.de/10012459934