Contagion and interdependence in Eurozone bank and sovereign credit markets
Author:
Affiliation:
1. Department of Business Administration; Athens University of Economics and Business; Athens Greece
2. ALBA Graduate Business School and Deree College at the American College of Greece
3. IPAG Lab; IPAG Business School; Paris France
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1642/fullpdf
Reference55 articles.
1. Regime dependent determinants of credit default swap spreads;Alexander;Journal of Banking & Finance,2008
2. Financial contagion;Allen;Journal of Political Economy,2000
3. Credit spread interdependencies of European states and banks during the financial crisis;Alter;Journal of Banking & Finance,2012
4. What determines euro area bank CDS spreads?;Annaert;Journal of International Money and Finance,2012
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