Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/161317Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Singh, Manish Kumar | - |
| dc.contributor.author | Gómez-Puig, Marta | - |
| dc.contributor.author | Sosvilla Rivero, Simón | - |
| dc.date.accessioned | 2020-05-19T12:53:08Z | - |
| dc.date.issued | 2020 | - |
| dc.identifier.issn | 1350-4851 | - |
| dc.identifier.uri | http://hdl.handle.net/2445/161317 | - |
| dc.description.abstract | We investigate cross-sectional connectedness between Euro Area banking and sovereign risk. Average 'distance-to- default' based on all publicly listed banks headquartered in a particular country is used as an indicator of banking risk, while 10-year sovereign yield as the measure of sovereign risk. We find evidence of clustering among banks and sovereigns in peripheral and central countries. Except for peripheral countries banks, rest of the clusters are well isolated from each other. | - |
| dc.format.extent | 5 p. | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | eng | - |
| dc.publisher | Taylor and Francis | - |
| dc.relation.isformatof | Versió postprint del document publicat a: https://doi.org/10.1080/13504851.2020.1728225 | - |
| dc.relation.ispartof | Applied Economics Letters, 2020, vol. 27, num. 8, p. 642-646 | - |
| dc.relation.uri | https://doi.org/10.1080/13504851.2020.1728225 | - |
| dc.rights | (c) Taylor and Francis, 2020 | - |
| dc.source | Articles publicats en revistes (Economia) | - |
| dc.subject.classification | Risc (Economia) | - |
| dc.subject.classification | Risc de crèdit | - |
| dc.subject.classification | Bancs | - |
| dc.subject.classification | Anàlisi vectorial | - |
| dc.subject.classification | Països de la Unió Europea | - |
| dc.subject.other | Risk | - |
| dc.subject.other | Credit risk | - |
| dc.subject.other | Banks | - |
| dc.subject.other | Vector analysis | - |
| dc.subject.other | European Union countries | - |
| dc.title | Bank-sovereign risk spillovers in EMU | - |
| dc.type | info:eu-repo/semantics/article | - |
| dc.type | info:eu-repo/semantics/acceptedVersion | - |
| dc.identifier.idgrec | 700564 | - |
| dc.date.updated | 2020-05-19T12:53:10Z | - |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
| Appears in Collections: | Articles publicats en revistes (Economia) | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 700564.pdf | 410.52 kB | Adobe PDF | View/Open |
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