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Sovereign-bank linkages : quantifying directional intensity of risk transfers in EMU countries
Singh, Manish K.; Gómez Puig, Marta; Sosvilla-Rivero, … - In: Journal of international money and finance 63 (2016), pp. 137-164
Persistent link: https://www.econbiz.de/10011668346
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Quantifying sovereign risk in the euro area
Singh, Manish K.; Gómez Puig, Marta; Sosvilla-Rivero, … - In: Economic modelling 95 (2021), pp. 76-96
Persistent link: https://www.econbiz.de/10012695852
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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
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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