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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

This paper draws on network theory to investigate European banks' sovereign debt exposures. Banks' holdings of … portfolio contagion. In a complementary regression analysis, the effect of counterparty risk on Credit Default Swap (CDS …

Persistent link: https://www.econbiz.de/10011312216

Creditor rights and the bank lending channel of monetary policy

Torre Olmo, Begoña; Sanfilippo Azofra, Sergio; Cantero … - In: Corporate Governance in banking and investor protection …, (pp. 107-122). 2018

Persistent link: https://www.econbiz.de/10011810240

Chinese and European financial systems : instability drivers and contagion channels

Canofari, Paolo; Del Ponte, Alessandro - In: International advances in economic research : IAER ; an … 24 (2018) 4, pp. 311-324

Persistent link: https://www.econbiz.de/10012036620

How diabolic is the sovereign-bank loop? : the effects of post-default fiscal policies

Diniz, André Sander; Guimarães, Bernardo - 2017

Persistent link: https://www.econbiz.de/10012171911

Reforming the regulatory treatment of sovereign exposures in banking regulation

Sterzel, André - In: Credit and capital markets : Kredit und Kapital 53 (2020) 1, pp. 81-121

Persistent link: https://www.econbiz.de/10012510300

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

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

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

The effect of the PSI in the relationship between sovereign and bank credit risk : evidence from the euro area

Papafilis, Michalis-Panayiotis; Psillaki, Maria; … - In: Multinational finance journal 23 (2019) 3/4, pp. 211-272

Persistent link: https://www.econbiz.de/10012590840

Banking System Risk and Sovereign Risk - Correlation, Connection or Contagion? Literature Review

Veysov, Alexander - 2013

Persistent link: https://www.econbiz.de/10013083340