Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
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Greece: Bank funding costs (blue) vs. bond funding costs (green, red).
Selected Eurozone sovereign spreads (five-year credit default swap
Cantillon's primitive circular flow model, [75, p. 66]
PDF) Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants?
Alessandra ORTOLANO, Research Assistant, Tuscia University, Viterbo, Tuscia, Department of Economics, Engineering, Society and Business Organization - DEIM
Moving decomposition of the R2
debt crises and banking crises. Source: the authors Recent financial
UML class diagram of the proposed model. The proposed model consists of
Selected Eurozone sovereign spreads (five-year credit default swap
Moving decomposition of the R2
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