An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis
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DOI: 10.1016/j.jfs.2022.101056
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More about this item
Keywords
Euro area crisis; doom loops; cross-country spillovers; spatial estimation;All these keywords.
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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