Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis
收藏NBER2015-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w21150
下载链接
链接失效反馈官方服务：
资源简介：
From 2010 to 2012, the relation between bank stock returns from European Union (EU) countries and the returns on sovereign CDS of peripheral (GIIPS) countries is negative. We use days with tail sovereign CDS returns of peripheral countries to identify the effects of shocks to the cost of borrowing
提供机构：
美国国家经济研究局
创建时间：
2015-05-01
