Bank-Insurance Risk Spillovers: Evidence from Europe
Author
Abstract
Suggested Citation
DOI: 10.1057/s41288-017-0049-0
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Avino, Davide & Cotter, John, 2014.
"Sovereign and bank CDS spreads: Two sides of the same coin?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 72-85.
- John Cotter & Davide Avino, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," Working Papers 201402, Geary Institute, University College Dublin.
- Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper 55208, University Library of Munich, Germany.
- Andreas A Jobst, 2014. "Systemic Risk in the Insurance Sector: A Review of Current Assessment Approaches," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 39(3), pages 440-470, July.
- Manganelli, Simone & Altunbas, Yener & Marqués-Ibáñez, David, 2011.
"Bank risk during the financial crisis: do business models matter?,"
Working Paper Series
1394, European Central Bank.
- Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2012. "Bank Risk during the Financial Crisis: Do business models matter?," Working Papers 12003, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- De Bruyckere, Valerie & Gerhardt, Maria & Schepens, Glenn & Vander Vennet, Rudi, 2013.
"Bank/sovereign risk spillovers in the European debt crisis,"
Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4793-4809.
- De Bruyckere, V. & Gerhardt, M. & Schepens, G., 2012. "Bank/sovereign Risk Spillovers in the European Debt Crisis," Other publications TiSEM 71b16c7d-81a7-4572-afcb-b, Tilburg University, School of Economics and Management.
- V. De Bruyckere & M. Gerhardt & G. Schepens & R. Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/828, Ghent University, Faculty of Economics and Business Administration.
- Valerie De Bruyckere & Maria Gerhardt & Glenn Schepens & Rudi Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Paper Research 232, National Bank of Belgium.
- Eling, Martin & Pankoke, David, 2012. "Systemic Risk in the Insurance Sector – What Do We Know?," Working Papers on Finance 1222, University of St. Gallen, School of Finance.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2012.
"Asset commonality, debt maturity and systemic risk,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Allen, Franklin & Carletti, Elena & Babus, Ana, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," CEPR Discussion Papers 8476, C.E.P.R. Discussion Papers.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 11-58, University of Pennsylvania, Wharton School, Weiss Center.
- Huang, Rocco & Ratnovski, Lev, 2011.
"The dark side of bank wholesale funding,"
Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 248-263, April.
- Rocco Huang & Lev Ratnovski, 2009. "The dark side of bank wholesale funding," Working Papers 09-3, Federal Reserve Bank of Philadelphia.
- Huang, Rocco & Ratnovski, Lev, 2010. "The dark side of bank wholesale funding," Working Paper Series 1223, European Central Bank.
- Mr. Lev Ratnovski & Rocco Huang, 2010. "The Dark Side of Bank Wholesale Funding," IMF Working Papers 2010/170, International Monetary Fund.
- Robert McMenamin & Zain Mohey-Deen & Anna L. Paulson & Richard J. Rosen, 2012. "How liquid are U.S. life insurance liabilities?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Sep.
- Christian Thimann, 2015.
"Systemic Features of Insurance and Banking, and the Role of Leverage, Capital and Loss Absorption,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 40(3), pages 359-384, July.
- Christian Thimann, 2015. "Systemic Features of Insurance and Banking, and the Role of Leverage, Capital and Loss Absorption," Post-Print halshs-01314348, HAL.
- Christian Thimann, 2015. "Systemic Features of Insurance and Banking, and the Role of Leverage, Capital and Loss Absorption," PSE-Ecole d'économie de Paris (Postprint) halshs-01314348, HAL.
- Billio, Monica & Getmansky, Mila & Lo, Andrew W. & Pelizzon, Loriana, 2012.
"Econometric measures of connectedness and systemic risk in the finance and insurance sectors,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 535-559.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2011. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors," Working Papers 2011_21, Department of Economics, University of Venice "Ca' Foscari".
- Alter, Adrian & Schüler, Yves S., 2012.
"Credit spread interdependencies of European states and banks during the financial crisis,"
Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3444-3468.
- Adrian Alter & Yves Stephan Schüler, 2011. "Credit Spead Interdependencies of European States and Banks during the Financial Crisis," Working Paper Series of the Department of Economics, University of Konstanz 2011-24, Department of Economics, University of Konstanz.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2010.
"Financial Connections and Systemic Risk,"
Working Papers
10-20, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Discussion Paper 2010-88S, Tilburg University, Center for Economic Research.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM 76c1df26-9a76-424a-82b6-e, Tilburg University, School of Economics and Management.
- Allen, F. & Babus, A. & Carletti, E., 2010. "Financial Connections and Systemic Risk," Other publications TiSEM a0b338ca-5b3b-48f9-964f-d, Tilburg University, School of Economics and Management.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/30, European University Institute.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," NBER Working Papers 16177, National Bureau of Economic Research, Inc.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Financial Connections and Systemic Risk," Economics Working Papers ECO2010/26, European University Institute.
- Demirgüç-Kunt, Asli & Huizinga, Harry, 2010.
"Bank activity and funding strategies: The impact on risk and returns,"
Journal of Financial Economics, Elsevier, vol. 98(3), pages 626-650, December.
- Demirgüc-Kunt, A. & Huizinga, H.P., 2009. "Bank Activity and Funding Strategies : The Impact on Risk and Return," Other publications TiSEM 261360c8-1275-4107-a88b-4, Tilburg University, School of Economics and Management.
- Huizinga, Harry & Demirgüç-Kunt, Asli, 2009. "Bank Activity and Funding Strategies: The Impact on Risk and Return," CEPR Discussion Papers 7170, C.E.P.R. Discussion Papers.
- Demirgüc-Kunt, A. & Huizinga, H.P., 2009. "Bank Activity and Funding Strategies : The Impact on Risk and Return," Discussion Paper 2009-09, Tilburg University, Center for Economic Research.
- Demirguc-Kunt, Asli & Huizinga, Harry, 2009. "Bank activity and funding strategies : the impact on risk and returns," Policy Research Working Paper Series 4837, The World Bank.
- J. David Cummins & Mary A. Weiss, 2014.
"Systemic Risk and The U.S. Insurance Sector,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(3), pages 489-528, September.
- Cummins, J. David & Weiss, Mary A., 2010. "Systemic Risk and the U.S. Insurance Sector," Working Papers 11-07, University of Pennsylvania, Wharton School, Weiss Center.
- Demirgüç-Kunt, Asli & Huizinga, Harry, 2013.
"Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads,"
Journal of Banking & Finance, Elsevier, vol. 37(3), pages 875-894.
- Demirgüc-Kunt, A. & Huizinga, H.P., 2010. "Are Banks Too Big to Fail or Too Big to Save? International Evidence from Equity Prices and CDS Spreads," Discussion Paper 2010-59, Tilburg University, Center for Economic Research.
- Demirguc-Kunt, Asli & Huizinga, Harry, 2010. "Are banks too big to fail or too big to save ? International evidence from equity prices and CDS spreads," Policy Research Working Paper Series 5360, The World Bank.
- Demirgüc-Kunt, A. & Huizinga, H.P., 2010. "Are Banks Too Big to Fail or Too Big to Save? International Evidence from Equity Prices and CDS Spreads," Other publications TiSEM c8779d85-c9aa-496d-b388-f, Tilburg University, School of Economics and Management.
- Demirgüc-Kunt, A. & Huizinga, H.P., 2010. "Are Banks Too Big to Fail or Too Big to Save? International Evidence from Equity Prices and CDS Spreads," Other publications TiSEM 7b1b5cf6-ea91-48eb-b286-9, Tilburg University, School of Economics and Management.
- Huizinga, Harry & Demirgüç-Kunt, Asli, 2010. "Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads," CEPR Discussion Papers 7903, C.E.P.R. Discussion Papers.
- Acharya, Viral V. & Steffen, Sascha, 2015.
"The “greatest” carry trade ever? Understanding eurozone bank risks,"
Journal of Financial Economics, Elsevier, vol. 115(2), pages 215-236.
- Viral V. Acharya & Sascha Steffen, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers 19039, National Bureau of Economic Research, Inc.
- Acharya, Viral & Steffen, Sascha, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," CEPR Discussion Papers 9432, C.E.P.R. Discussion Papers.
- Düll, Robert & König, Felix & Ohls, Jana, 2017.
"On the exposure of insurance companies to sovereign risk—Portfolio investments and market forces,"
Journal of Financial Stability, Elsevier, vol. 31(C), pages 93-106.
- Düll, Robert & König, Felix & Ohls, Jana, 2015. "On the exposure of insurance companies to sovereign risk: Portfolio investments and market forces," Discussion Papers 34/2015, Deutsche Bundesbank.
- Oliver Hart & Luigi Zingales, 2011.
"A New Capital Regulation for Large Financial Institutions,"
American Law and Economics Review, American Law and Economics Association, vol. 13(2), pages 453-490.
- Hart, Oliver & Zingales, Luigi, 2009. "A New Capital Regulation For Large Financial Institutions," Institutions and Markets Papers 56220, Fondazione Eni Enrico Mattei (FEEM).
- Hart, Oliver & Zingales, Luigi, 2009. "A New Capital Regulation For Large Financial Institutions," CEPR Discussion Papers 7298, C.E.P.R. Discussion Papers.
- Luigi Zingales & Oliver Hart, 2009. "A New Capital Regulation For Large Financial Institutions," Working Papers 2009.124, Fondazione Eni Enrico Mattei.
- Ejsing, Jacob & Lemke, Wolfgang, 2011. "The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009," Economics Letters, Elsevier, vol. 110(1), pages 28-31, January.
- Viral Acharya & Itamar Drechsler & Philipp Schnabl, 2014.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
Journal of Finance, American Finance Association, vol. 69(6), pages 2689-2739, December.
- Viral V. Acharya & Itamar Drechsler & Philipp Schnabl, 2011. "A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk," NBER Working Papers 17136, National Bureau of Economic Research, Inc.
- Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011. "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," CEPR Discussion Papers 8679, C.E.P.R. Discussion Papers.
- Hua Chen & J. David Cummins & Krupa S. Viswanathan & Mary A. Weiss, 2014. "Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(3), pages 623-652, September.
- Geert Bekaert & Campbell R. Harvey & Angela Ng, 2005.
"Market Integration and Contagion,"
The Journal of Business, University of Chicago Press, vol. 78(1), pages 39-70, January.
- Geert Bekaert & Campbell R. Harvey, 2003. "Market Integration and Contagion," NBER Working Papers 9510, National Bureau of Economic Research, Inc.
- Scott E. Harrington, 2009. "The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 785-819, December.
- Kristin J. Forbes & Roberto Rigobon, 2002.
"No Contagion, Only Interdependence: Measuring Stock Market Comovements,"
Journal of Finance, American Finance Association, vol. 57(5), pages 2223-2261, October.
- Kristin Forbes & Roberto Rigobon, 1999. "No Contagion, Only Interdependence: Measuring Stock Market Co-movements," NBER Working Papers 7267, National Bureau of Economic Research, Inc.
- Beltratti, Andrea & Stulz, René M., 2012.
"The credit crisis around the globe: Why did some banks perform better?,"
Journal of Financial Economics, Elsevier, vol. 105(1), pages 1-17.
- Beltratti, Andrea & Stulz, Rene M., 2010. "The Credit Crisis around the Globe: Why Did Some Banks Perform Better?," Working Paper Series 2010-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Franklin Allen & Ana Babus & Elena Carletti, 2009. "Financial Crises: Theory and Evidence," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 97-116, November.
- Slijkerman, Jan Frederik & Schoenmaker, Dirk & de Vries, Casper G., 2013. "Systemic risk and diversification across European banks and insurers," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 773-785.
- Bierth, Christopher & Irresberger, Felix & Weiß, Gregor N.F., 2015. "Systemic risk of insurers around the globe," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 232-245.
- Sojung Carol Park & Xiaoying Xie, 2014. "Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property–Casualty Insurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(3), pages 587-622, September.
- Pierre Collin-Dufresn & Robert S. Goldstein & J. Spencer Martin, 2001. "The Determinants of Credit Spread Changes," Journal of Finance, American Finance Association, vol. 56(6), pages 2177-2207, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- de França Carvalho, João Vinícius & Guimarães, Acássio Silva, 2024. "Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Foglia, Matteo & Di Tommaso, Caterina & Wang, Gang-Jin & Pacelli, Vincenzo, 2024. "Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Foglia, Matteo & Addi, Abdelhamid & Wang, Gang-Jin & Angelini, Eliana, 2022. "Bearish Vs Bullish risk network: A Eurozone financial system analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Foglia, Matteo & Addi, Abdelhamid & Angelini, Eliana, 2022. "The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness," Global Finance Journal, Elsevier, vol. 51(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- De Bruyckere, Valerie & Gerhardt, Maria & Schepens, Glenn & Vander Vennet, Rudi, 2013.
"Bank/sovereign risk spillovers in the European debt crisis,"
Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4793-4809.
- De Bruyckere, V. & Gerhardt, M. & Schepens, G., 2012. "Bank/sovereign Risk Spillovers in the European Debt Crisis," Other publications TiSEM 71b16c7d-81a7-4572-afcb-b, Tilburg University, School of Economics and Management.
- V. De Bruyckere & M. Gerhardt & G. Schepens & R. Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/828, Ghent University, Faculty of Economics and Business Administration.
- Valerie De Bruyckere & Maria Gerhardt & Glenn Schepens & Rudi Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Paper Research 232, National Bank of Belgium.
- María Cantero Sáiz & Sergio Sanfilippo Azofra & Begoña Torre Olmo, 2019. "The single supervision mechanism and contagion between bank and sovereign risk," Journal of Regulatory Economics, Springer, vol. 55(1), pages 67-106, February.
- Vergote, Olivier, 2016. "Credit risk spillover between financials and sovereigns in the euro area during 2007-2015," Working Paper Series 1898, European Central Bank.
- Chen, Pei-Fen & Lin, Chun-Wei & Lee, Chien-Chiang, 2019. "Financial crises, globalization, and insurer performance: Some international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 835-856.
- Dungey, Mardi & Harvey, John & Volkov, Vladimir, 2019.
"The changing international network of sovereign debt and financial institutions,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 60(C), pages 149-168.
- Dungey, Mardi & Harvey, John & Volkov, Vladimir, 2017. "The changing international network of sovereign debt and financial institutions," Working Papers 2017-04, University of Tasmania, Tasmanian School of Business and Economics.
- Berdin, Elia & Sottocornola, Matteo, 2015. "Insurance activities and systemic risk," SAFE Working Paper Series 121, Leibniz Institute for Financial Research SAFE.
- Böhm, Hannes & Eichler, Stefan, 2020. "Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the Euro Area," Journal of Financial Stability, Elsevier, vol. 51(C).
- Mühlnickel, Janina & Weiß, Gregor N.F., 2015. "Consolidation and systemic risk in the international insurance industry," Journal of Financial Stability, Elsevier, vol. 18(C), pages 187-202.
- Georgoutsos, Dimitris & Moratis, George, 2017. "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 146-159.
- Caporin, Massimiliano & Natvik, Gisle J. & Ravazzolo, Francesco & Santucci de Magistris, Paolo, 2019.
"The bank-sovereign nexus: Evidence from a non-bailout episode,"
Journal of Empirical Finance, Elsevier, vol. 53(C), pages 181-196.
- Massimiliano Caporin & Gisle J. Natvik & Francesco Ravazzolo & Paolo Santucci de Magistris, 2017. "The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode," CREATES Research Papers 2017-25, Department of Economics and Business Economics, Aarhus University.
- Berdin, Elia & Sottocornolay, Matteo, 2015. "Insurance activities and systemic risk," ICIR Working Paper Series 19/15, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Marcel Fratzscher & Malte Rieth, 2019.
"Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area,"
Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
- Fratzscher, Marcel & Rieth, Malte, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 23(4), pages 745-775.
- Rieth, Malte & Fratzscher, Marcel, 2014. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100277, Verein für Socialpolitik / German Economic Association.
- Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Discussion Papers of DIW Berlin 1448, DIW Berlin, German Institute for Economic Research.
- Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," European Economy - Discussion Papers 009, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Fratzscher, Marcel & Rieth, Malte, 2015. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," CEPR Discussion Papers 10370, C.E.P.R. Discussion Papers.
- Anna Denkowska & Stanisław Wanat, 2020.
"A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector,"
Risks, MDPI, vol. 8(2), pages 1-22, April.
- Anna Denkowska & Stanis{l}aw Wanat, 2020. "A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector," Papers 2001.06567, arXiv.org, revised Mar 2020.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015.
"Sovereigns and banks in the euro area: A tale of two crises,"
Working Papers
15-01, Asociación Española de Economía y Finanzas Internacionales.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "“Sovereigns and banks in the euro area: a tale of two crises”," IREA Working Papers 201504, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Kubitza, Christian & Regele, Fabian, 2017. "Persistence of insurance activities and financial stability," ICIR Working Paper Series 30/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
- Papafilis, Michalis-Panayiotis & Psillaki, Maria & Margaritis, Dimitris, 2015. "Interdependence between Sovereign and Bank CDS Spreads in Eurozone during the European Debt Crisis - The PSI Effect," MPRA Paper 68037, University Library of Munich, Germany.
- Avino, Davide & Cotter, John, 2014.
"Sovereign and bank CDS spreads: Two sides of the same coin?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 72-85.
- Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper 55208, University Library of Munich, Germany.
- John Cotter & Davide Avino, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," Working Papers 201402, Geary Institute, University College Dublin.
- Chang, Carolyn W. & Li, Xiaodan & Lin, Edward M.H. & Yu, Min-Teh, 2018. "Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 273-284.
- Reboredo, Juan C. & Ugolini, Andrea, 2015. "A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 98-123.
More about this item
Keywords
contagion; systemic risk; CDS spread; insurance companies;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:gpprii:v:43:y:2018:i:1:d:10.1057_s41288-017-0049-0. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave-journals.com/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.