Listar Artículos de revista DGE - EKS Aldizkari artikuluak por tema "GVAR"
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Bank fragility and contagion: evidence from the bank CDS market
Ballester Miquel, Laura; Casu, Barbara; González Urteaga, Ana
(Elsevier, 2016)
Artículo / Artikulua 
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) ... -
How credit ratings affect sovereign credit risk: cross-border evidence in Latin American emerging markets
Ballester Miquel, Laura; González Urteaga, Ana (Elsevier, 2016)
Artículo / Artikulua
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 ...
