SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads · Study

PreprintShelves

PreprintFinancial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads

René Kallestrup2012

OA

Preprintgreen2012

Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads

René Kallestrup · David Lando · Agatha Murgoci

51 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Credit Risk and Financial Regulations Banking stability, regulation, efficiency Global Financial Crisis and Policies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 51 citations exist upstream.

References

2013Sovereign Default, Domestic Banks, and Financial Institutions 2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk 2010From Financial Crash to Debt Crisis 2012Credit spread interdependencies of European states and banks during the financial crisis 2010The Janus-headed salvation: Sovereign and bank credit risk premia during 2008–2009 2007How Sovereign is Sovereign Credit Risk?2019Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk 2008Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?

Cited by

2016A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt 2014Sovereign and bank CDS spreads: Two sides of the same coin?2012Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks 2023The effect of economic and political uncertainty on sovereign CDS spreads 2014Zero Risk Contagion - Banks' Sovereign Exposure and Sovereign Risk Spillovers

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2012Sovereign Credit Default Swap Premiapreprint · 5 shared references 2016The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiencesarticle · 5 shared references 2016The European sovereign debt crisis: What have we learned?article · 5 shared references 2016Financial sector linkages and the dynamics of bank and sovereign credit spreadsarticle · 4 shared references 2012Bank/Sovereign Risk Spillovers in the European Debt Crisispreprint · 4 shared references 2017The state dependent impact of bank exposure on sovereign riskarticle · 4 shared references

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations51

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.2139/ssrn.2023635

openalex_workW1536929872

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2017

The state dependent impact of bank exposure on sovereign risk

2015How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone

2014On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom