TY  - JOUR
AU  - Singh, Manish K.
AU  - Gómez-Puig, Marta
AU  - Sosvilla-Rivero, Simón
PY  - 2015
DO  - 10.1016/j.jimonfin.2015.07.014
SN  - 0261-5606
UR  - https://hdl.handle.net/20.500.14352/34190
T2  - Journal of International Money and Finance
AB  - Given the structural differences in banking sector and financial regulation at national level in EMU, this paper tries to estimate the banking sector risk behavior at country level. Based on contingent claim literature, it computes...
LA  - eng
M2  - 161
PB  - Elsevier
KW  - Contingent claim analysis
KW  - Distance-to-default
KW  - Banking risk.
TI  - Bank risk behavior and connectedness in EMU countries
TY  - journal article
VL  - 57
ER  -