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)
| Authors: | ; |
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| Format: | Article |
| Publication date: | 2020 |
| Country: | España |
| Institution: | Universidad Rey Juan Carlos |
| Repository: | BURJC-Digital. Repositorio Institucional de la Universidad Rey Juan Carlos |
| OAI Identifier: | oai:burjcdigital.urjc.es:10115/30577 |
| Online Access: | https://hdl.handle.net/10115/30577 |
| Access Level: | Open access |
| Keyword: | Credit default swaps Structural breaks Bank-sovereign nexus Sovereign debt crisis |
| Summary: | This research has financial support from the Spanish Ministry of Economy and Competitiveness (Grant ECO2012-32554) |
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