The 'Greatest' Carry Trade Ever? Understanding Eurozone Bank RisksViral V. Acharya, Sascha Steffen2012-01-01preprintSSRN Electronic Journal284 citationsgreenNo readable copy stored yet — this record is metadata only.Banking stability, regulation, efficiencyCredit Risk and Financial RegulationsEuropean Monetary and Fiscal PoliciesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 284 citations exist upstream.References2002Dynamic Conditional Correlation2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit RiskCited by2017Syndication, interconnectedness, and systemic risk2016Who Borrows from the Lender of Last Resort?n.d.Haircuts: estimating investor losses in sovereign debt restructurings, 1998–20052014Exporting Sovereign Stress: Evidence from Syndicated Bank Lending during the Euro Area Sovereign Debt Crisis2017Bank Exposures and Sovereign Stress Transmission2016The Interaction of the IFRS 9 Expected Loss Approach with Supervisory Rules and Implications for Financial Stability2015Transmission channels of systemic risk and contagion in the European financial network2017National culture and bank risk-taking