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

  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2011The Credit Crisis Around the Globe: Why Did Some Banks Perform Better?1,425 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-081,026 cited
  • 2015The impact of R&D subsidies on firm innovation866 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 1999Transform Analysis and Asset Pricing for Affine Jump-Diffusions598 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2004Is Default Event Risk Priced in Corporate Bonds?566 cited
  • 2013POLITICIANS AT WORK: THE PRIVATE RETURNS AND SOCIAL COSTS OF POLITICAL CONNECTIONS562 cited
  • 2011Service Regulation and Growth: Evidence from OECD Countries502 cited
  • 2012OIL AND THE MACROECONOMY: A QUANTITATIVE STRUCTURAL ANALYSIS464 cited
  • 2014The Interaction between Capital Requirements and Monetary Policy

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460 cited
  • 2011Tax morale and public spending inefficiency456 cited
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    • 2015Foreign Direct Investment and Firm Performance: An Empirical Analysis of Italian Firms37 cited
    • 2015Inward Foreign Direct Investment and Innovation: Evidence from Italian Provinces30 cited
    • 2015Ownership Networks and Aggregate Volatility22 cited