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Bank / sovereign risk spillovers in the European debt crisis
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Bank / sovereign risk spillovers in the European debt crisis
Bank / sovereign risk spillovers in the European debt crisis
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October 2012
De Bruyckere, V.
/
Gerhardt, M.
/
Schepens, G.
/
Vander Vennet, R.
Working Paper N° 232
JEL classification:
G01
G21
G28
H6
Keywords:
Contagion
bank risk
sovereign risk
bank business models
bank regulation
sovereign debt crisis
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