Estimation of the transmission of bank-to-sovereign credit risk using dummies for the introduction of the BRRD regulation.
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Panel A displays the results for the BRRD dummy from 15/04/2014 onwards, panel B shows the findings when considering 01/01/2016 as the BRRD implementation. Standard errors in parentheses are clustered at the bank level. *** represents significance at the 1% percent level.
创建时间：
2024-04-16
