The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis
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DOI: 10.1016/j.najef.2019.03.021
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More about this item
Keywords
Sovereign risk; Bank risk; Sovereign-bank nexus; Contingent claims;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
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