Systemic risk in the European sovereign and banking system
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DOI: 10.1080/14697688.2016.1205212
Abstract: We investigate the systemic risk of the European sovereign and banking system during 2008–2013. We utilize a conditional measure of systemic risk that reflects market perceptions and can be intuitively interpreted as an entity’s conditional… read more here.
Keywords: banking system; risk; systemic risk; sovereign banking ... See more keywords