Matches in SemOpenAlex for { <https://semopenalex.org/work/W2285608287> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W2285608287 abstract "We analyse the dependence between sovereign bonds' and banks' asset return distributions with a large panel of European data from 2001 to 2013. Using quantile regressions, we identify nonlinear contemporaneous and lagged dependence. As a result, shocks to crisis-hit sovereign bonds have contemporaneous effects on the whole distribution of banks' returns, as well as a persistent impact in the tails. Our results offer relevant insights about the relationship between banking and sovereign crises. In particular, during the recent financial crisis, banks' asset return distributions have lower means and fatter tails than in the absence of a simultaneous sovereign crisis." @default.
- W2285608287 created "2016-06-24" @default.
- W2285608287 creator A5014711763 @default.
- W2285608287 creator A5059165366 @default.
- W2285608287 date "2014-01-01" @default.
- W2285608287 modified "2023-09-26" @default.
- W2285608287 title "Distributional Linkages between European Sovereign Bond and Bank Asset Returns" @default.
- W2285608287 cites W1515906603 @default.
- W2285608287 cites W1995954249 @default.
- W2285608287 cites W2029665807 @default.
- W2285608287 cites W2044564202 @default.
- W2285608287 cites W2113704261 @default.
- W2285608287 cites W2124742825 @default.
- W2285608287 cites W2736178919 @default.
- W2285608287 cites W2739513015 @default.
- W2285608287 cites W3122849470 @default.
- W2285608287 cites W3123560334 @default.
- W2285608287 cites W3125784043 @default.
- W2285608287 doi "https://doi.org/10.2139/ssrn.2523863" @default.
- W2285608287 hasPublicationYear "2014" @default.
- W2285608287 type Work @default.
- W2285608287 sameAs 2285608287 @default.
- W2285608287 citedByCount "0" @default.
- W2285608287 crossrefType "journal-article" @default.
- W2285608287 hasAuthorship W2285608287A5014711763 @default.
- W2285608287 hasAuthorship W2285608287A5059165366 @default.
- W2285608287 hasBestOaLocation W22856082872 @default.
- W2285608287 hasConcept C10138342 @default.
- W2285608287 hasConcept C106159729 @default.
- W2285608287 hasConcept C144133560 @default.
- W2285608287 hasConcept C162324750 @default.
- W2285608287 hasConcept C17744445 @default.
- W2285608287 hasConcept C186229450 @default.
- W2285608287 hasConcept C199539241 @default.
- W2285608287 hasConcept C556758197 @default.
- W2285608287 hasConcept C69738904 @default.
- W2285608287 hasConcept C73283319 @default.
- W2285608287 hasConcept C94625758 @default.
- W2285608287 hasConceptScore W2285608287C10138342 @default.
- W2285608287 hasConceptScore W2285608287C106159729 @default.
- W2285608287 hasConceptScore W2285608287C144133560 @default.
- W2285608287 hasConceptScore W2285608287C162324750 @default.
- W2285608287 hasConceptScore W2285608287C17744445 @default.
- W2285608287 hasConceptScore W2285608287C186229450 @default.
- W2285608287 hasConceptScore W2285608287C199539241 @default.
- W2285608287 hasConceptScore W2285608287C556758197 @default.
- W2285608287 hasConceptScore W2285608287C69738904 @default.
- W2285608287 hasConceptScore W2285608287C73283319 @default.
- W2285608287 hasConceptScore W2285608287C94625758 @default.
- W2285608287 hasLocation W22856082871 @default.
- W2285608287 hasLocation W22856082872 @default.
- W2285608287 hasOpenAccess W2285608287 @default.
- W2285608287 hasPrimaryLocation W22856082871 @default.
- W2285608287 hasRelatedWork W1995659075 @default.
- W2285608287 hasRelatedWork W2212230479 @default.
- W2285608287 hasRelatedWork W2392184353 @default.
- W2285608287 hasRelatedWork W2583656724 @default.
- W2285608287 hasRelatedWork W2589893654 @default.
- W2285608287 hasRelatedWork W2896948639 @default.
- W2285608287 hasRelatedWork W2949354568 @default.
- W2285608287 hasRelatedWork W3094238932 @default.
- W2285608287 hasRelatedWork W3121922271 @default.
- W2285608287 hasRelatedWork W3125594349 @default.
- W2285608287 isParatext "false" @default.
- W2285608287 isRetracted "false" @default.
- W2285608287 magId "2285608287" @default.
- W2285608287 workType "article" @default.