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The state dependent impact of bank exposure on sovereign risk

Podstawski, Maximilian; Velinov, Anton - In: Journal of banking & finance 88 (2018), pp. 63-75

Persistent link: https://www.econbiz.de/10011962583

The sovereign crisis and Italy's potential output

Gerali, Andrea; Locarno, Alberto; Notarpietro, Alessandro; … - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 2, pp. 418-433

Persistent link: https://www.econbiz.de/10011965988

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

Sovereign debt and bank fragility in Spain

Kwaak, Christiaan van der; Wijnbergen, Sweder van - In: Review of world economics 153 (2017) 3, pp. 511-543

Persistent link: https://www.econbiz.de/10011889361

On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets

Sabkha, Saker - 2018

Persistent link: https://www.econbiz.de/10012165711

Financial fragility and the Keynesian multiplier

Kwaak, Christiaan van der; Wijnbergen, Sweder van - 2017

Persistent link: https://www.econbiz.de/10011787935

Der Einfluss von Länderratingereignissen auf den europäischen Aktienmarkt : eine branchenspezifische Analyse

Erhardt, Denise - 2016

Im Zuge der Finanzkrise haben Ratingagenturen die Bonität einiger europäischer Staaten vermehrt abgewertet, wodurch …

Persistent link: https://www.econbiz.de/10011749284

Determinants of CEE government bond spreads and contagion between 2001-2014

Gyódi, Kristóf - In: Acta oeconomica : periodical of the Hungarian Academy … 67 (2017) 2, pp. 235-256

Persistent link: https://www.econbiz.de/10011752938

The Credit Default Swap market contagion during recent crises : international evidence

Sabkha, Saker; Peretti, Christian de; Hmaied, Dorra Mezzez - In: Review of quantitative finance and accounting 53 (2019) 1, pp. 1-46

Persistent link: https://www.econbiz.de/10012173009

Structural breaks in the interaction between bank and sovereign default risk

Lovreta, Lidija; López Pascual, Joaquín - In: SERIEs : Journal of the Spanish Economic Association 11 (2020) 4, pp. 531-559

The recent financial and sovereign debt crises emphasized the interdependence between bank and sovereign default risk and showed that major shocks may lead to a self-reinforcing negative spiral. In this paper, we analyse the pattern of interaction between bank and sovereign default risk by...

Persistent link: https://www.econbiz.de/10012389039