Structural breaks in the interaction between bank and sovereign default risk
This research has financial support from the Spanish Ministry of Economy and Competitiveness (Grant ECO2012-32554)
| Autores: | , |
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| Formato: | artículo |
| Fecha de publicación: | 2020 |
| País: | España |
| Recursos: | Universidad Rey Juan Carlos |
| Repositorio: | BURJC-Digital. Repositorio Institucional de la Universidad Rey Juan Carlos |
| OAI Identifier: | oai:burjcdigital.urjc.es:10115/30577 |
| Acesso em linha: | https://hdl.handle.net/10115/30577 |
| Access Level: | acceso abierto |
| Palavra-chave: | Credit default swaps Structural breaks Bank-sovereign nexus Sovereign debt crisis |
| Resumo: | This research has financial support from the Spanish Ministry of Economy and Competitiveness (Grant ECO2012-32554) |
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