Credit spread interdependencies of European states and banks during the financial crisis

Journal of Banking and Finance

Volumn 36, Issue 12, 2012, Pages 3444-3468

  Alter, Adrian ^a   Schüler, Yves S ^a  

^a UNIVERSITY OF KONSTANZ   (Germany)

Author keywords

Bank bailout; Generalized impulse responses; Private to public risk transfer

Indexed keywords

EID: 84866846024     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2012.08.002     Document Type: Article

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