Mink, Mark; de Haan, Jakob - In: Journal of International Money and Finance 34 (2013) C, pp. 102-113
48 European banks. We identify the twenty days with extreme returns on Greek sovereign bonds and categorise the news … events during those days into news about Greece and news about the prospects of a Greek bailout. We find that, except for …We examine the impact of news about Greece and news about a Greek bailout on bank stock prices in 2010 using data for …