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Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis
Beltratti, Andrea; Stulz, René M. - 2015
From 2010 to 2012, the relation between bank stock returns from European Union (EU) countries and the returns on sovereign CDS of peripheral (GIIPS) countries is negative. We use days with tail sovereign CDS returns of peripheral countries to identify the effects of shocks to the cost of...
Persistent link: https://www.econbiz.de/10011279577
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Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis
Beltratti, Andrea; Stulz, René M. - 2015
Persistent link: https://www.econbiz.de/10011281228
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Scenario modeling of selective hedging strategies
Beltratti, Andrea; Laurent, Andrea; Zenios, Stauros Andrea - 1999
Persistent link: https://www.econbiz.de/10001427789
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Scenario modelling for selective hedging strategies
Beltratti, Andrea; Laurant, Andrea; Zenios, Stauros Andrea - In: Journal of economic dynamics & control 28 (2004) 5, pp. 955-974
Persistent link: https://www.econbiz.de/10001856027
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Is M&A different during a crisis? : evidence from the European banking sector
Beltratti, Andrea; Paladino, Giovanna - In: Journal of banking & finance 37 (2013) 12, pp. 5394-5405
Persistent link: https://www.econbiz.de/10010343686
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Why is contagion asymmetric during the European sovereign crisis?
Beltratti, Andrea; Stulz, René M. - In: Journal of international money and finance 99 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012313662
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A small scale macroeconomics model for the Euro-12 area
Morana, Claudio - In: Economic modelling 23 (2006) 3, pp. 397-426
Persistent link: https://www.econbiz.de/10003333367
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Medium-term macroeconomic determinants of exchange rate volatility
Morana, Claudio - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 55-64
Persistent link: https://www.econbiz.de/10003904898
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The price stability oriented monetary policy of the ECB : an assessment
Morana, Claudio - In: Applied economics 38 (2006) 17, pp. 2007-2020
Persistent link: https://www.econbiz.de/10003377882
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New insights on the US OIS spreads term structure during the recent financial turmoil
Morana, Claudio - In: Applied financial economics 24 (2014) 4/6, pp. 291-317
Persistent link: https://www.econbiz.de/10010399449