Listar Artículos de revista DGE - EKS Aldizkari artikuluak por autor "Alemany, Aida"
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Volatility spillovers in the European bank CDS market
Alemany, Aida; Ballester Miquel, Laura; González Urteaga, Ana (Elsevier, 2015) Artículo / ArtikuluaFrom 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 ...