Foglia, Matteo; Ortolano, Alessandra; Di Febo, Elisa; … - In: Studies in Economics and Finance 37 (2020) 4, pp. 753-776
Purpose: The purpose of this paper is to study the evolution of financial contagion between Eurozone banks, observing the credit default swaps (CDSs) market during the period 2009–2017. Design/methodology/approach: The authors use a dynamic spatial Durbin model that enables to explore the...
