Bank Exposures and Sovereign Stress Transmission*

DOI10.1093/ROF/RFX038zbMath1402.91974OpenAlexW3121736413MaRDI QIDQ4555710

Carlo Altavilla, Marco Pagano, Saverio Simonelli

Publication date: 20 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfx038

zbMATH Keywords

crisiscarry tradebank lendingmoral suasionsovereign exposuressovereign stress

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Related Items (1)

Safe assets, credit provision and debt management

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