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Market discipline and too-big-to-fail in the CDS market : does banks' size reduce market discipline?

Völz, Manja; Wedow, Michael - In: Journal of empirical finance 18 (2011) 2, pp. 195-210

Persistent link: https://www.econbiz.de/10009301132

Banking stress test effects on returns and risks

Neretina, Ekaterina; Sahin, Cenkhan; Haan, Jakob de - 2014

Persistent link: https://www.econbiz.de/10010343579

Market reactions to the ECB's comprehensive assessment

Sahin, Cenkhan; Haan, Jakob de - 2015

Persistent link: https://www.econbiz.de/10010488885

Robust and sparse banking network estimation

Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra - In: European journal of operational research : EJOR 270 (2018) 1, pp. 51-65

Persistent link: https://www.econbiz.de/10011868914

Market reactions to the ECB's Comprehensive Assessment

Sahin, Cenkhan; Haan, Jakob de - In: Economics letters 140 (2016), pp. 1-5

Persistent link: https://www.econbiz.de/10011615673

What drives the relationship between bank and sovereign credit risk?

Schnabel, Isabel; Schüwer, Ulrich - 2016

The positive relationship between bank and sovereign credit risk in the Eurozone, the so-called sovereign-bank nexus, is seen as a major threat for the stability of the Eurozone. This paper explores potential bank-level and country-level drivers of this relationship. We find that banks' home...

Persistent link: https://www.econbiz.de/10011559528