Similar Search Results

Contagion Effects between Sovereign and Bank Credit Spreads – A Global Analysis of Interdependencies between Sovereign and Bank CDS Spreads

Lahmann, Wolfgang - 2012

by euro zone member solvency issues. In this paper, we examine the contagion effects between sovereign and bank CDS … effects between sovereign vs. bank default risk. By contrast, since the sovereign debt crisis period we observe significant … dependencies between the regional sovereign CDS and the regional bank CDS in other regions, predominantly for the Asia-Pacific and …

Persistent link: https://www.econbiz.de/10013111635

CDS spreads, systemic risk and interconnectedness

Pelster, Matthias - In: The international journal of finance 27 (2015) 1, pp. 105-124

Persistent link: https://www.econbiz.de/10011691250

Domestic banking industry network analysis: the sovereign-bank nexus

Thomas, Natalie; Duke, Kateri - 2022

Persistent link: https://www.econbiz.de/10013455023

Credit risk connectivity in the financial industry and stabilization effects of government bailouts

Bosma, Jakob; Koetter, Michael; Wedow, Michael - 2012

that failed during the 2007/2008 crisis. Excess equity returns in response to bank bailouts are overall negative and …

Persistent link: https://www.econbiz.de/10009566462

The Influence of Systemic Importance Indicators on Banks’ Credit Default Swap Spreads

Cetina, Jill - 2016

more complex measure, such as designation as a globally systemically important bank (G-SIB), that includes additional … factors, such as substitutability and interconnectedness. Lastly, the model suggests that asset size acts as a threshold …

Persistent link: https://www.econbiz.de/10013003912

Credit Default Swaps : Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations

Culp, Christopher L.; Van der Merwe, Andria; Stärkle, … - 2018

Reference Entities and Creditors -- Chapter 11: Inter-Market Basis Relations -- Chapter 12: Inter-Connectedness and Systemic …

Persistent link: https://www.econbiz.de/10012396816

Digital economy era : the role of the telecommunications sector in frequency-dependent default risk connectedness

Shi, Shimeng; Liu, Pei; Xin, Jiayuan - In: Quantitative finance 20 (2020) 12, pp. 2085-2100

Persistent link: https://www.econbiz.de/10012313586

Credit default swaps : mechanics and empirical evidence on benefits, costs, and inter-market relations

Culp, Christopher L.; Van der Merwe, Andria; Stärkle, … - 2018

Persistent link: https://www.econbiz.de/10011867886

Brož, Václav; Kočenda, Evžen - In: Journal of international money and finance 122 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013433549

Social responsibility and bank resiliency

Gehrig, Thomas P.; Iannino, Maria Chiara; Unger, Stephan - In: Journal of financial stability 70 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014490458