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Analyzing credit risk transmission to the non-financial sector in Europe : a network approach

Gross, Christian; Siklos, Pierre L. - 2019

Persistent link: https://www.econbiz.de/10012223991

Applications of liquidity risk discovery using financial market infrastructures transaction archives

Heuver, Richard - 2020

Persistent link: https://www.econbiz.de/10012294786

The questionable benefits of mutual clearing agreements for derivatives

Tywoniuk, Magdalena - 2020

value), the magnitude of default contagion, the price impact of pre- dation, and the disciplinary mechanism inherent in the …

Persistent link: https://www.econbiz.de/10012271216

Bank-insurance risk spillovers : evidence from Europe

Dreassi, Alberto; Miani, Stefano; Paltrinieri, Andrea; … - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 1, pp. 72-96

Persistent link: https://www.econbiz.de/10012256016

Firm-specific shocks and contagion : are banks special?

Engljähringer, Hannah Katharina; Stracca, Livio - 2020

terms of their equity prices, CDS spreads and expected default probabilities, while contagion across firms in both sectors …

Persistent link: https://www.econbiz.de/10012299006

The European sovereign debt crisis : what have we learned?

Kräussl, Roman; Lehnert, Thorsten; Stefanova, Denitsa - 2017

This paper sets the background for the Special Issue of the Journal of Empirical Finance on the European Sovereign Debt Crisis. It identifies the channel through which risks in the financial industry leaked into the public sector. It discusses the role of the bank rescues in igniting the...

Persistent link: https://www.econbiz.de/10011588156