Now showing items 1-3 of 3

    • How credit ratings affect sovereign credit risk: cross-border evidence in Latin American emerging markets 

      Ballester Miquel, Laura; González Urteaga, Ana Upna (Elsevier, 2016)   Artículo / Artikulua  OpenAccess
      This article builds upon previous literature by providing a better understanding of how contagion changes in bordering sovereign CDS emerging markets resulting from credit rating events. To that end, we follow the novel ...
    • Transmisión del riesgo de crédito en el sector bancario Europeo: crisis subprime y deuda soberana 

      Ballester Miquel, Laura; González Urteaga, Ana Upna; Tudela Ferrándiz, David (Taylor & Francis, 2014)   Artículo / Artikulua  OpenAccess
      El objetivo del presente trabajo es analizar en profundidad la transmisión del riesgo de crédito, aproximado por los CDS spreads, en el sector bancario europeo durante el periodo 2006-2012, intentando dar respuesta a ...
    • Volatility spillovers in the European bank CDS market 

      Alemany, Aida; Ballester Miquel, Laura; González Urteaga, Ana Upna (Elsevier, 2015)   Artículo / Artikulua  OpenAccess
      From the 2007 subprime crisis to the recent Eurozone debt crisis,the banking industry has experienced terrible financial instabilitywith increasing volatility levels of bank default probability. UsingEuropean CDS spreads ...