Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis
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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
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美国国家经济研究局创建时间：
2015-05-01
