The effect of the PSI in the relationship between sovereign and bank credit risk : evidence from the euro area
Michalis-Panayiotis Papafilis, Maria Psillaki, Dimitris Margaritis
| Year of publication: |
2019
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|---|---|
| Authors: | Papafilis, Michalis-Panayiotis ; Psillaki, Maria ; Margaritis, Dimitris |
| Published in: |
Multinational finance journal. - [Erscheinungsort nicht ermittelbar] : Global Business Publications, ZDB-ID 2070460-4. - Vol. 23.2019, 3/4, p. 211-272
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| Subject: | CDS spreads | PSI | sovereign/bank credit risk | contagion | nonlinear | causality | Kreditderivat | Credit derivative | Eurozone | Euro area | Kreditrisiko | Credit risk | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Zinsstruktur | Yield curve | Ansteckungseffekt | Contagion effect | Schuldenkrise | Debt crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/5526 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012590840