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Impacts of the financial crisis on eurozone sovereign CDS spreads
Gündüz, Yalın; Kaya, Orcun - In: Journal of international money and finance 49 (2014), pp. 425-442
Persistent link: https://www.econbiz.de/10010464931
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Bank stability and refinancing operations during the crisis : which way causality?
Arnold, Ivo J. M.; Soederhuizen, Beau - In: Research in international business and finance 43 (2018), pp. 79-89
Persistent link: https://www.econbiz.de/10011982939
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Estimating redenomination risk under Gumbel–Hougaard survival copulas
Cherubini, Umberto - In: Journal of economic dynamics & control 133 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10014535826
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Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2021
Persistent link: https://www.econbiz.de/10012667120
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A pyrrhic victory? : bank bailouts and sovereign credit risk
Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp - 2011
Persistent link: https://www.econbiz.de/10009427798
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A pyrrhic victory? : bank bailouts and sovereign credit risk
Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2689-2739
Persistent link: https://www.econbiz.de/10010502195
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A pyrrhic victory? - bank bailouts and sovereign credit risk
Acharya, Viral V.; Drechsler, Itamar; Schnabl, Philipp - 2011
Persistent link: https://www.econbiz.de/10009231413
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A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
Acharya, Viral V. - 2011
-way feedback between financial and sovereign credit risk using data on the credit default swaps (CDS) of the Eurozone countries for …
Persistent link: https://www.econbiz.de/10013123694
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A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
Archarya, Viral V. - 2013
We model a loop between sovereign and bank credit risk. A distressed financial sector induces government bailouts, whose cost leads to increased sovereign credit risk. Increased sovereign credit risk in turn weakens the financial sector by eroding the value of its government debt guarantees and...
Persistent link: https://www.econbiz.de/10013090988
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A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
Acharya, Viral V. - 2015
We model a loop between sovereign and bank credit risk. A distressed financial sector induces government bailouts, whose cost leads to increased sovereign credit risk. Increased sovereign credit risk in turn weakens the financial sector by eroding the value of its government debt guarantees and...
Persistent link: https://www.econbiz.de/10013037894