sovereign credit risk - Robuta Search

https://www.bis.org/publ/work573.htm Intraday dynamics of euro area sovereign credit risk contagion We examine the role of the CDS and bond markets during and before the recent euro area sovereign debt crisis as transmission channels for credit risk contagion... sovereign credit risk euro area intraday dynamics contagion https://www.bis.org/publ/cgfs43.htm The impact of sovereign credit risk on bank funding conditions Abstract of "The impact of sovereign credit risk on bank funding conditions", July 2011 sovereign credit risk the impact bank funding conditions https://www.econstor.eu/handle/10419/231292 EconStor: It's not time to make a change: Sovereign fragility and the corporate credit risk EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.