From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)
Year of publication: |
2013-08
|
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Authors: | Kalbaska, Alesia |
Institutions: | Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" |
Subject: | contagion | Furfine algorithm | stress testing | PIIGS |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | F34 - International Lending and Debt Problems ; F37 - International Finance Forecasting and Simulation ; G01 - Financial Crises ; G15 - International Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
-
Eurozone sovereign contagion: Evidence from the CDS market (2005–2010)
Kalbaska, A., (2012)
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Models of financial stability and their application in stress tests
Aymanns, Christoph, (2017)
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From Sovereigns to Banks : Evidence on Cross-Border Contagion
Kalbaska, Alesia, (2018)
- More ...
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The role of incentives for the great recession : securitization and contagion
Gabbi, Giampaolo, (2015)
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From Sovereigns to Banks : Evidence on Cross-Border Contagion
Kalbaska, Alesia, (2018)
-
From sovereigns to banks : evidence on cross-border contagion
Kalbaska, Alesia, (2019)
- More ...