Matches in SemOpenAlex for { <https://semopenalex.org/work/W3126079244> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W3126079244 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.
- W3126079244 created "2021-02-01" @default.
- W3126079244 creator A5014711763 @default.
- W3126079244 creator A5059165366 @default.
- W3126079244 date "2014-11-01" @default.
- W3126079244 modified "2023-09-26" @default.
- W3126079244 title "Distributional Linkages between European Sovereign Bond and Bank Asset Returns" @default.
- W3126079244 hasPublicationYear "2014" @default.
- W3126079244 type Work @default.
- W3126079244 sameAs 3126079244 @default.
- W3126079244 citedByCount "0" @default.
- W3126079244 crossrefType "posted-content" @default.
- W3126079244 hasAuthorship W3126079244A5014711763 @default.
- W3126079244 hasAuthorship W3126079244A5059165366 @default.
- W3126079244 hasConcept C10138342 @default.
- W3126079244 hasConcept C106159729 @default.
- W3126079244 hasConcept C110121322 @default.
- W3126079244 hasConcept C118671147 @default.
- W3126079244 hasConcept C134306372 @default.
- W3126079244 hasConcept C139719470 @default.
- W3126079244 hasConcept C144133560 @default.
- W3126079244 hasConcept C149782125 @default.
- W3126079244 hasConcept C162324750 @default.
- W3126079244 hasConcept C17744445 @default.
- W3126079244 hasConcept C186229450 @default.
- W3126079244 hasConcept C199539241 @default.
- W3126079244 hasConcept C2778300220 @default.
- W3126079244 hasConcept C33923547 @default.
- W3126079244 hasConcept C38652104 @default.
- W3126079244 hasConcept C41008148 @default.
- W3126079244 hasConcept C556758197 @default.
- W3126079244 hasConcept C63817138 @default.
- W3126079244 hasConcept C6422946 @default.
- W3126079244 hasConcept C69738904 @default.
- W3126079244 hasConcept C73283319 @default.
- W3126079244 hasConcept C76178495 @default.
- W3126079244 hasConcept C94625758 @default.
- W3126079244 hasConceptScore W3126079244C10138342 @default.
- W3126079244 hasConceptScore W3126079244C106159729 @default.
- W3126079244 hasConceptScore W3126079244C110121322 @default.
- W3126079244 hasConceptScore W3126079244C118671147 @default.
- W3126079244 hasConceptScore W3126079244C134306372 @default.
- W3126079244 hasConceptScore W3126079244C139719470 @default.
- W3126079244 hasConceptScore W3126079244C144133560 @default.
- W3126079244 hasConceptScore W3126079244C149782125 @default.
- W3126079244 hasConceptScore W3126079244C162324750 @default.
- W3126079244 hasConceptScore W3126079244C17744445 @default.
- W3126079244 hasConceptScore W3126079244C186229450 @default.
- W3126079244 hasConceptScore W3126079244C199539241 @default.
- W3126079244 hasConceptScore W3126079244C2778300220 @default.
- W3126079244 hasConceptScore W3126079244C33923547 @default.
- W3126079244 hasConceptScore W3126079244C38652104 @default.
- W3126079244 hasConceptScore W3126079244C41008148 @default.
- W3126079244 hasConceptScore W3126079244C556758197 @default.
- W3126079244 hasConceptScore W3126079244C63817138 @default.
- W3126079244 hasConceptScore W3126079244C6422946 @default.
- W3126079244 hasConceptScore W3126079244C69738904 @default.
- W3126079244 hasConceptScore W3126079244C73283319 @default.
- W3126079244 hasConceptScore W3126079244C76178495 @default.
- W3126079244 hasConceptScore W3126079244C94625758 @default.
- W3126079244 hasLocation W31260792441 @default.
- W3126079244 hasOpenAccess W3126079244 @default.
- W3126079244 hasPrimaryLocation W31260792441 @default.
- W3126079244 hasRelatedWork W1486499520 @default.
- W3126079244 hasRelatedWork W1501450880 @default.
- W3126079244 hasRelatedWork W1619031729 @default.
- W3126079244 hasRelatedWork W1833457211 @default.
- W3126079244 hasRelatedWork W1918214818 @default.
- W3126079244 hasRelatedWork W2036160514 @default.
- W3126079244 hasRelatedWork W2054740259 @default.
- W3126079244 hasRelatedWork W2163850038 @default.
- W3126079244 hasRelatedWork W2346907126 @default.
- W3126079244 hasRelatedWork W2552586658 @default.
- W3126079244 hasRelatedWork W2576113844 @default.
- W3126079244 hasRelatedWork W2736073176 @default.
- W3126079244 hasRelatedWork W2790037196 @default.
- W3126079244 hasRelatedWork W2904715920 @default.
- W3126079244 hasRelatedWork W2916343068 @default.
- W3126079244 hasRelatedWork W2991282728 @default.
- W3126079244 hasRelatedWork W3088621617 @default.
- W3126079244 hasRelatedWork W3123315275 @default.
- W3126079244 hasRelatedWork W3124312464 @default.
- W3126079244 hasRelatedWork W3125788559 @default.
- W3126079244 isParatext "false" @default.
- W3126079244 isRetracted "false" @default.
- W3126079244 magId "3126079244" @default.
- W3126079244 workType "article" @default.