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Banking union with a sovereign virus
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Banking union with a sovereign virus (2013)Banking union with a sovereign virusThe 'Greatest' Carry Trade Ever? Understanding Eurozone Bank Risks (2012)The 'Greatest' Carry Trade Ev…Sovereign risk in bank regulation and supervision: Where do we stand? (2011)Sovereign risk in bank regula…Basel Committee On Banking Supervision (2010)Basel Committee On Banking Su…Haircuts: estimating investor losses in sovereign debt restructurings, 1998–2005Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)Dynamic Conditional Correlation (2002)A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk (2011)Who Borrows from the Lender of Last Resort? (2016)Syndication, interconnectedness, and systemic risk (2017)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Coherent Measures of Risk (1999)The risk management of nothing (2009)Does Competition Reduce the Risk of Bank Failure? (2010)Markets: The Credit Rating Agencies (2010)Banks, Government Bonds, and Default (2014)Zero Risk Contagion - Banks' Sovereign Exposure and Sovereign Risk Spillovers (2014)
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References

  • 2010Basel Committee On Banking Supervision1,591 cited
  • 2012The 'Greatest' Carry Trade Ever? Understanding Eurozone Bank Risks284 cited
  • 2011Sovereign risk in bank regulation and supervision: Where do we stand?34 cited

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