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CDS and equity markets' volatility linkages : lessons from the EMU crisis

Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1259-1281

Persistent link: https://www.econbiz.de/10014291804

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

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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

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Eurozone sovereign contagion : evidence from the CDS market ; 2005 - 2010

Kalbaska, A.; Gątkowski, M. - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 657-673

Persistent link: https://www.econbiz.de/10009697968

Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis : evidence from central Europe

Ters, Kristyna; Urban, Jörg - In: International review of economics & finance : IREF 54 (2018), pp. 123-142

Persistent link: https://www.econbiz.de/10012033352

Systemic risk and financial stability dynamics during the Eurozone debt crisis

Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Journal of financial stability 47 (2020), pp. 1-20

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ECB's unconventional monetary policy and spillover effects between sovereign and bank credit risk

Katsampoxakis, Ioannis - In: EuroMed journal of business 17 (2022) 2, pp. 218-245

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Systemic risk and the sovereign-bank default nexus : a network vector autoregression approach

Claeys, Peter; Vašíček, Bořek - In: The journal of network theory in finance 1 (2015) 4, pp. 27-72

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How important was contagion through banks during the European sovereign crisis?

Gonçalves, Andrei S. - 2017

positive shocks, which creates moral hazard and is best explained by a “too-systemic-to-fail” effect. The contagion effects are … economically significant contagion channel for tail spread increases …

Persistent link: https://www.econbiz.de/10011963385

Cross-border interbank contagion in the European banking sector

Gabrieli, Silvia; Salakhova, Dilyara - In: International economics : a journal published by CEPII … 157 (2019), pp. 33-54

Persistent link: https://www.econbiz.de/10012318687

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