Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022

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Last updated 11 junho 2024
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
Selected Eurozone sovereign spreads (five-year credit default swap
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
Evolution of the average number of majority-owned subsidiaries and the
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
Evolution of the marginal cost, Price and the average Lerner index
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
debt crises and banking crises. Source: the authors Recent financial
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
Ratio of new bad debts to outstanding loans (1)
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
Pairwise scatter plots in the aggregate level
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
The auto-correlogram and square of returns in UK market
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
Risks Special Issue : Credit Risk Management
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
DJX volatility vs DJX stock price; period 01.2007-10.2009
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
Linear regression of firm-level log average loan amount (y-axis) on log
Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default  Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
Greece: Bank funding costs (blue) vs. bond funding costs (green, red).

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