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1
Bank/sovereign risk spillovers in the European debt crisis
De Bruyckere, Valerie
;
Gerhardt, Maria
;
Schepens, Glenn
; …
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4793-4809
Persistent link: https://www.econbiz.de/10010342225
Saved in:
2
Bank-sovereign
contagion
in the
Eurozone
: a panel VAR Approach
Georgoutsos, Demetris A.
;
Moratis, George
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 146-159
Persistent link: https://www.econbiz.de/10011892343
Saved in:
3
Systemic risk in the European Union : a network approach to banks' sovereign debt exposures
Westphal, Annika
- In:
International Journal of Financial Studies : open …
3
(
2015
)
3
,
pp. 244-279
portfolio
contagion
. In a complementary regression analysis, the effect of counterparty risk on Credit Default Swap (CDS …
Persistent link: https://www.econbiz.de/10011312216
Saved in:
4
Investor induced
contagion
during the banking and European sovereign debt crisis of 2007 - 2012 : wealth effect or portfolio rebalancing?
Petmezas, Dimitris
;
Santamaria, Daniel
- In:
Journal of international money and finance
49
(
2014
),
pp. 401-424
Persistent link: https://www.econbiz.de/10010464994
Saved in:
5
Evaluating sovereign risk spillovers on domestic banks during the European debt crisis
Keddad, Benjamin
;
Schalck, Christophe
- In:
Economic modelling
88
(
2020
),
pp. 356-375
Persistent link: https://www.econbiz.de/10012417241
Saved in:
6
Sovereign risk premia in the Euro Area and the role of
contagion
Linciano, Nadia
;
Giordano, Luca
;
Soccorso, Paola
- In:
Journal of financial management, markets and institutions
1
(
2013
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10011949545
Saved in:
7
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
Saved in:
8
Detecting
contagion
in a multivariate time series system : an application to sovereign bond markets in Europe
Blatt, Dominik
;
Candelon, Bertrand
;
Manner, Hans
- In:
Journal of banking & finance
59
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011544252
Saved in:
9
Disentangling
contagion
among sovereign CDS spreads during the European debt crisis
Broto, Carmen
;
Pérez-Quirós, Gabriel
- In:
Journal of empirical finance
32
(
2015
),
pp. 165-179
Persistent link: https://www.econbiz.de/10011556813
Saved in:
10
Crises beyond belief : findings on
contagion
, the role of beliefs, and the
Eurozone
debt crisis from a borrower-lender game
Welburn, Jonathan William
- In:
Computational economics
56
(
2020
)
2
,
pp. 263-317
Persistent link: https://www.econbiz.de/10012272031
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