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Die Festlegung der Zinssätze : Zusammenfassung und Schlussfolgerungen

Patterson, Ben; Lygnerud, Kristina - 2001 - Ms. completed in December 1999. Abridged multilingual ed

Persistent link: https://www.econbiz.de/10001579610

"Loose lips sinking markets?": the impact of political communication on sovereign bond spreads

Gade, Thomas (contributor) - 2013

Persistent link: https://www.econbiz.de/10011627108

"Loose lips sinking markets?" : the impact of political communication on sovereign bond spreads

Gade, Thomas; Salines, Marion; Glöckler, Gabriel; … - 2013

Persistent link: https://www.econbiz.de/10010196237

What drives sovereign risk premiums? : an analysis of recent evidence from the Euro area

Haugh, David; Ollivaud, Patrice; Turner, David - 2009

Persistent link: https://www.econbiz.de/10003865794

SRISK : a conditional capital shortfall measure of systemic risk

Brownlees, Christian; Engle, Robert F. - 2017

We introduce SRISK to measure the systemic risk contribution of a financial firm. SRISK measures the capital shortfall of a firm conditional on a severe market decline, and is a function of its size, leverage and risk. We use the measure to study top US financial institutions in the recent...