Barth, James R.; Apanard (Penny) Prabha; Yun, Greg - In: Journal of Financial Economic Policy 4 (2012) April, pp. 76-97
examination of 44 large banks headquartered in 13 countries; eight of these countries belong to the European Union, seven belong …, different patterns in the relationships across countries and even across banks within the same country. Also, higher … correlations between bank and sovereign risk are found in countries in which the ratio of the assets of banks relative to their …