An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis
Year of publication: |
March 2016
|
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Authors: | Banerjee, Anurag Narayan ; Hung, Chi-Hsiou Daniel ; Lo, Kai Lisa |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 41.2016, p. 102-120
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Subject: | Eurozone crisis | Credit default risk | Credit default swap spread | Sovereign debt | Financial institutions | European Financial Stability Facility | Bailout | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Eurozone | Euro area | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Öffentliche Schulden | Public debt | Schuldenübernahme | Schuldenkrise | Debt crisis | Geldpolitik | Monetary policy | Bankenkrise | Banking crisis | Länderrisiko | Country risk |
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