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Bank fragility and contagion : evidence from the bank CDS market
Ballester, Laura; Casu, Barbara; González-Urteaga, Ana - In: Journal of empirical finance 38 (2016), pp. 394-416
Persistent link: https://www.econbiz.de/10011664775
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Bank exposures and sovereign stress transmission
Altavilla, Carlo; Pagano, Marco; Simonelli, Saverio - 2016 - This version: 16 September 2016
Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the determinants of changes in banks' sovereign exposures and their effects during and after the crisis. First, public, bailed out and poorly capitalized banks responded to sovereign stress by purchasing domestic...
Persistent link: https://www.econbiz.de/10011541386
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Bank exposures and sovereign stress transmission
Altavilla, Carlo; Pagano, Marco; Simonelli, Saverio - 2016
Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the causes and effects of banks' sovereign exposures during and after the euro crisis. First, in the vulnerable countries, the publicly owned, recently bailed out and less strongly capitalized banks reacted to...
Persistent link: https://www.econbiz.de/10011974892
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Euro area sovereign risk spillovers before and after the ECB's OMT announcement
Gilbert, Niels - 2019
Persistent link: https://www.econbiz.de/10012002845
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From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang; Wu, Fei; Ji, Qiang; Nguyen, Duc Khuong - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
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Sovereign Risk, Elections, and Contagion
Li, Chi; Balding, Christopher; Lee, Minsoo - 2013
prefer change, indicating hope in new policies ameliorate public finances. Second, due to the prolonged eurozone sovereign … debt crisis, elections in European countries have stronger contagion effects in their own region during a global slowdown …
Persistent link: https://www.econbiz.de/10014156641
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Sovereign Risk, Elections and Contagion
Li, Chi - 2013
debt crisis, elections in European countries have stronger contagion effects in their own region during a global slowdown …
Persistent link: https://www.econbiz.de/10013088156
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Financial illness and political virus : the case of contagious crises in the Eurozone
Samitas, Aristeidis; Kampouris, Elias - In: International review of applied economics 33 (2019) 2, pp. 209-227
Persistent link: https://www.econbiz.de/10012182317
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Financial Contagion in the BRICS Stock Markets : An Empirical Analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis
Pereira, Dirceu - 2018
This research analyzes and extend the study of contagion for BRICS Emerging Stock Markets in the context of the last … research tests for contagion, examining the interactions and characteristics of price movements of BRICS stock markets by … towards the occurrence of contagion phenomenon among BRICS markets during the last two crises. These findings also indicate …
Persistent link: https://www.econbiz.de/10012931029
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Systemic risk spillovers in sovereign credit default swaps in Europe : a spatial approach
Mili, Mehdi - In: The journal of asset management 19 (2018) 2, pp. 133-143
Persistent link: https://www.econbiz.de/10011847723