The several bailouts carried out during recent global financial crisis triggered a link between sovereign and banks credit risks. the European Union establishment the banking union to break the link. We analyzed on Italian sovereign and banks CDS taken from datastream to test the presence of the link and the effectiveness of the banking union
The banking union and the link between banks and sovereign credit risks
Masarei, Stefania
2016/2017
Abstract
The several bailouts carried out during recent global financial crisis triggered a link between sovereign and banks credit risks. the European Union establishment the banking union to break the link. We analyzed on Italian sovereign and banks CDS taken from datastream to test the presence of the link and the effectiveness of the banking unionFile in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.12608/24973