Issue Date | Title | Author(s) |
15-Jun-2018 | Bank and Sovereign Risk: The Case of European Economic and Monetary Union | Singh, Manish Kumar |
Oct-2015 | Bank risk behavior and connectedness in EMU countries | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
2015 | Bank risk behavior and connectedness in EMU countries [WP] | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
2020 | Bank-sovereign risk spillovers in EMU | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
2014 | Forward Looking Banking Stress in EMU Countries | Gómez-Puig, Marta; Sosvilla Rivero, Simón; Singh, Manish Kumar |
2018 | Incorporating creditors' seniority into contingent claim models: Applicarion to peripheral euro area countries | Gómez-Puig, Marta; Singh, Manish Kumar; Sosvilla Rivero, Simón |
2019 | Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
Feb-2021 | Quantifying sovereign risk in the euro area | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
2024 | Quantifying sovereign risk in the euro area | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
2024 | Quantifying sovereign risk in the euro area | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
May-2016 | Sovereign-Bank linkages: Quantifying directional intensity of risk transfers in EMU countries | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
2015 | Sovereigns and banks in the euro area : a tale of two crises | Gómez-Puig, Marta; Sosvilla Rivero, Simón; Singh, Manish Kumar |
2018 | The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis | Gómez-Puig, Marta; Singh, Manish Kumar; Sosvilla Rivero, Simón |
Jul-2019 | The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis | Gómez-Puig, Marta; Singh, Manish Kumar; Sosvilla Rivero, Simón |