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Issue Date | Title | Author(s) |
---|---|---|
2020 | Bank-sovereign risk spillovers in EMU | 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 |
Oct-2015 | Bank risk behavior and connectedness in EMU countries | 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 |
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 |