Securitization and crash risk : evidence from large European banks
Francesca Battaglia, Bonnie G. Buchanan, Franco Fiordelisi, Ornella Ricci
| Year of publication: |
2021
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|---|---|
| Authors: | Battaglia, Francesca ; Buchanan, Bonnie ; Fiordelisi, Franco ; Ricci, Ornella |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 72.2021, p. 1-16
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| Subject: | Securitization | Crash risk | Tail risk | European banks | Financial crisis | Finanzkrise | Verbriefung | Bankrisiko | Bank risk | EU-Staaten | EU countries | Risiko | Risk | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2021.101339 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012802111