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Ansteckungseffekt 1 Contagion effect 1 Credit risk 1 Financial market 1 Finanzmarkt 1 Kreditrisiko 1 Spillover effect 1 Spillover-Effekt 1 Systemic risk 1 Systemrisiko 1 Theorie 1 Theory 1
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Free 1
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English 1
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Grinis, Inna 1
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SRC Discussion Paper No 27 1
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Credit Risk Spillovers, Systemic Importance and Vulnerability in Financial Networks
Grinis, Inna - 2017
How does the change in the creditworthiness of a financial institution or sovereign impact its creditors solvency? I address this question in the context of the recent European sovereign debt crisis. Considering the network of Eurozone member states, interlinked through investment...
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