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How the euro-area sovereign-debt crisis led to a collapse in bank equity prices
16 references·1 citing·44 second hop
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References

  • 2012Self-fulfilling crises in the Eurozone: An empirical test631 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis567 cited
  • 2010Bank Capital: Lessons from the Financial Crisis512 cited
  • 2012What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk422 cited
  • 2015The effect of political uncertainty on the cost of corporate debt271 cited
  • 2011The Greek financial crisis: Growing imbalances and sovereign spreads235 cited
  • 2011The impact of sovereign credit risk on bank funding conditions227 cited
  • 2015An analysis of euro area sovereign CDS and their relation with government bonds225 cited
  • 2016Banking and Sovereign Risk in the Euro Area213 cited
  • 2014The Euro Crisis and Its Aftermath154 cited
  • 2011Sovereign CDS and bond pricing dynamics in emerging markets: Does the cheapest-to-deliver option matter?111 cited
  • 2014The euro crisis and its aftermath93 cited
  • 2013Cross of Euros81 cited
  • 2015The effectiveness of the ECB's asset purchase programs of 2009 to 201268 cited
  • 2013Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis

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51 cited
  • 2016Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?39 cited
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    • 2020On the nexus between sovereign risk and banking crises31 cited