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Cristina Vespro

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This is information that was supplied by Cristina Vespro in registering through RePEc. If you are Cristina Vespro , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Cristina
Middle Name:
Last Name: Vespro
Suffix:

RePEc Short-ID: pve292

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

Nationale Bank van België/Banque national de Belqique (BNB)
Location: Bruxelles/Brussel, Belgium
Homepage: http://www.nbb.be/
Email:
Phone: (+ 32) (0) 2 221 25 34
Fax: (+ 32) (0) 2 221 31 62
Postal: Boulevard de Berlaimont 14, B-1000 Bruxelles
Handle: RePEc:edi:bnbgvbe (more details at EDIRC)

Works

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Working papers

  1. Panetta, Fabio & Correa, Ricardo & Davies, Michael & Di Cesare, Antonio & Marques, José-Manuel & Nadal de Simone, Francisco & Signoretti, Federico & Vespro, Cristina & Vildo, Siret & Wieland, Martin , 2011. "The impact of sovereign credit risk on bank funding conditions," MPRA Paper 32581, University Library of Munich, Germany.
  2. Jan Annaert & Marc De Ceuster & Patrick Van Roy & Cristina Vespro, 2010. "What determines euro area bank CDS spreads ?," Working Paper Research 190, National Bank of Belgium.
  3. Siegfried, Nikolaus & Simeonova, Emilia & Vespro, Cristina, 2007. "Choice of currency in bond issuance and the international role of currencies," Working Paper Series 0814, European Central Bank.
  4. Cristina Vespro, 2006. "Stock price and volume effects associated with compositional changes in European stock indices," ULB Institutional Repository 2013/165843, ULB -- Universite Libre de Bruxelles.

Articles

  1. Patrick Van Roy & Cristina Vespro, 2012. "The role and impact of external support in bank credit ratings," Financial Stability Review, National Bank of Belgium, vol. 10(1), pages 109-119, June.
  2. Stijn Ferrari & Patrick Van Roy & Cristina Vespro, 2011. "Stress testing credit risk: modelling issues," Financial Stability Review, National Bank of Belgium, vol. 9(1), pages 105-120, June.
  3. Stijn Ferrari & Patrick Van Roy & Cristina Vespro, 2010. "In search of timely credit risk indicators : a view of the current crisis from a market-implied ratings perspective," Financial Stability Review, National Bank of Belgium, vol. 8(1), pages 161-175, June.
  4. Aleksandra Gregoric & Cristina Vespro, 2009. "Block trades and the benefits of control in Slovenia," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 17(1), pages 175-210, 01.
  5. Jan Annaert & Marc De Ceuster & Patrick Van Roy & Cristina Vespro, 2009. "What determines euro area bank CDS spreads ?," Financial Stability Review, National Bank of Belgium, vol. 7(1), pages 153-169, June.
  6. Joachim Keller & Janet Mitchell & Cristina Vespro, 2009. "Reforming remuneration schemes in the financial industry : some governance and implementation issues," Financial Stability Review, National Bank of Belgium, vol. 7(1), pages 139-151, June.
  7. Cristina Vespro, 2006. "Stock Price and Volume Effects Associated with Compositional Changes in European Stock Indices," European Financial Management, European Financial Management Association, vol. 12(1), pages 103-127.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-05-15 2011-08-15. Author is listed
  2. NEP-BEC: Business Economics (1) 2010-05-15. Author is listed
  3. NEP-CBA: Central Banking (1) 2010-05-15. Author is listed
  4. NEP-DCM: Discrete Choice Models (1) 2007-10-06. Author is listed
  5. NEP-EEC: European Economics (2) 2010-05-15 2011-08-15. Author is listed
  6. NEP-RMG: Risk Management (1) 2010-05-15. Author is listed

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