Now showing items 1-5 of 5

    • Bank fragility and contagion: evidence from the bank CDS market 

      Ballester Miquel, Laura; Casu, Barbara; González Urteaga, Ana Upna (Elsevier, 2016)   Artículo / Artikulua  OpenAccess
      Understanding how contagion works among financial institutions is a top priority for regulators and policy makers who aim to foster financial stability and to prevent financial crises. Using bank credit default swap (CDS) ...
    • Future directions in international financial integration research. A crowdsourced perspective 

      Lucey, Brian M.; Vigne, Samuel A.; Ballester Miquel, Laura; Barbopoulos, Leonidas; Brzeszczynski, Janusz; Carchano, Óscar; Dimic, Nebojsa; Fernández, Viviana; Gogolin, Fabian; González Urteaga, Ana Upna (Elsevier, 2018)   Artículo / Artikulua  OpenAccess
      This paper is the result of a crowdsourced effort to surface perspectives on the present and future direction of international finance. The authors are researchers in financial economics who attended the INFINITI 2017 ...
    • 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 ...