Financial sector bailouts, sovereign bailouts, and the transfer of credit risk
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DOI: 10.1016/j.finmar.2018.11.001
Abstract: We develop an empirical network model to study credit risk spillovers among a group of eighteen sovereigns and their financial sectors from 2006 to 2015. Initially a net source of credit risk, the financial sector… read more here.
Keywords: financial sector; sovereign bailouts; credit risk; risk ... See more keywords