Browsing Publikasjoner fra CRIStin - BI by Author "Santucci de Magistris, Paolo"
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The bank-sovereign nexus: Evidence from a non-bailout episode
Caporin, Massimiliano; Natvik, Gisle James; Ravazzolo, Francesco; Santucci de Magistris, Paolo (Journal article; Peer reviewed, 2019)We explore the interplay between sovereign and bank credit risk in a setting where Danish authorities first let two Danish banks default and then left the country’s largest bank, Danske Bank, to recapitalize privately. We ...