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Conditional dependence of US and EU sovereign CDS : a time-varying copula-based estimation
Atil, Ahmed; Bradford, Marc; El Marzougui, Abdelaziz; … - In: Finance research letters 19 (2016), pp. 42-53
Persistent link: https://www.econbiz.de/10011657442
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Recent evidence on the sovereign-bank nexus in the euro area
Bochmann, Paul; Kagerer, Benedikt; Pancaro, Cosimo - In: Finance research letters 69 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10015191042
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A new measure for gauging the riskiness of European Banks’ sovereign bond portfolios
Molyneux, Philip; Pancotto, Livia; Reghezza, Alessio - In: Finance research letters 42 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10014580425
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Does sovereign risk impact banking risk in the Eurozone? : evidence from the COVID-19 pandemic
González-Velasco, Carmen; García-López, Marcos; … - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013459838
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Effects of monetary policy announcements on term premia in the euro area during the COVID-19 pandemic
Moessner, Richhild; de Haan, Jakob - In: Finance research letters 44 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014494787
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Follow the yield : Unravelling the sovereign-bank nexus
Kund, Arndt; Picarelli, Mattia; Solé López-Pinto, Juan - In: Finance research letters 80 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015422076
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The impact of fiscal rules on sovereign risk premia : international evidence
Thornton, John; Vasilakis, Chrysovalantis - In: Finance research letters 20 (2017), pp. 63-67
Persistent link: https://www.econbiz.de/10011806781
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Banks' portfolio of government debt and sovereign risk : from safe havens to stormy seas
Afonso, António; Alves, José; Monteiro, Sofia - In: Finance research letters 70 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015194077
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A sovereign risk index for the Eurozone based on stochastic dominance
Agliardi, Elettra; Pinar, Mehmet; Stengos, Thanasēs - In: Finance research letters 11 (2014) 4, pp. 375-384
Persistent link: https://www.econbiz.de/10011300439
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Sovereign debt holdings and banks' credit risk : evidence from the Eurozone
Abinzano, Isabel; Corredor, Pilar; Mansilla-Fernández, … - In: Finance research letters 47 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013457292