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Bank risk behavior and connectedness in EMU countries

Singh, Manish K.; Gómez Puig, Marta; Sosvilla-Rivero, … - In: Journal of international money and finance 57 (2015), pp. 161-184

Persistent link: https://www.econbiz.de/10011478222

Determinants of bank risk behaviour in EMU countries

Singh, Manish K. - In: Applied economics letters 23 (2016) 4/6, pp. 365-368

Persistent link: https://www.econbiz.de/10011430640

Bank Risk Behavior and Connectedness in EMU Countries

Singh, Manish K. - 2015

Given the structural differences in banking sector and financial regulation at country level in European Economic and Monetary Union (EMU), this paper tries to estimate the banking sector risk behavior at country level. Based on contingent claim literature, it computes “Distance-to-default...

Persistent link: https://www.econbiz.de/10013020865

The sovereign-bank nexus in peripheral euro area : further evidence from contingent claims analysis

Gómez Puig, Marta; Singh, Manish K.; Sosvilla-Rivero, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 1-26

Persistent link: https://www.econbiz.de/10012269146

Bank-sovereign risk spillovers in the Euro Area

Singh, Manish K.; Gómez Puig, Marta; Sosvilla-Rivero, … - In: Applied economics letters 27 (2020) 8, pp. 642-646

Persistent link: https://www.econbiz.de/10012205771