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~accessRights:"free"
~person:"Anelli, Michele"
~type_genre:"Article"
~type_genre:"Research Report"
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Search: ("European Financial Stability Facility" OR "European Stability Mechanism" OR "Sovereign debt") AND NOT isPartOf:Intereconomics
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CDS spreads
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Granger-causality
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common shock
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idiosyncratic shock
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redenomination risk
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Anelli, Michele
Wolff, Guntram B.
10
Schäfer, Dorothea
8
Heinemann, Friedrich
5
Große Steffen, Christoph
4
Matthes, Jürgen
4
Pisani-Ferry, Jean
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König, Philipp Johann
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Meyland, Dominik
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Neyer, Ulrike
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Demary, Markus
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Dionísio, Andreia Teixeira Marques
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Domínguez-Jiménez, Marta
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Efstathiou, Konstantinos
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Eidam, Frederik
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Engler, Philipp
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Ferreira, Paulo
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Journal of Risk and Financial Management
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Are banks still a risk source for stock market? Some empirical evidences
Anelli, Michele
;
Patanè, Michele
;
Zedda, Stefano
- In:
Journal of Risk and Financial Management
15
(
2022
)
7
,
pp. 1-13
across different markets, especially
sovereign
debt
markets and the banking sector, and in the interlinkages among …
Persistent link: https://www.econbiz.de/10014332511
Saved in:
2
The role of redenomination risk in the price evolution of Italian banks' CDS spreads
Anelli, Michele
;
Patanè, Michele
;
Toscano, Mario
; …
- In:
Journal of Risk and Financial Management
13
(
2020
)
7
,
pp. 1-17
progressively becoming the main driver of the process during crises, in particular for the
sovereign
debt
crisis and in 2018. …
Persistent link: https://www.econbiz.de/10012611379
Saved in:
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