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Financial sector bailouts, sovereign bailouts, and the transfer of credit risk · Study

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ArticleFinancial sector bailouts, sovereign bailouts, and the transfer of credit risk

Matthew Greenwood‐Nimmo2018

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Articlegreen2018

Financial sector bailouts, sovereign bailouts, and the transfer of credit risk

Matthew Greenwood‐Nimmo · Jingong Huang · Viet Hoang Nguyen

35 citations·0/0 files stored·Journal of Financial Markets

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

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References

2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2008A Simple Approximate Long-Memory Model of Realized Volatility 2012The Network Origins of Aggregate Fluctuations 2015Systemic Risk and Stability in Financial Networks 2002International Asset Allocation With Regime Shifts 2009Expected Stock Returns and Variance Risk Premia

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2022Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network 2022Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies

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Year2018

Typearticle

Published2018-12-04

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations35

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.finmar.2018.11.001

openalex_workW2902840355

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