TY  - RPRT
AU  - Singh, Manish 
AU  - Gómez-Puig, Marta
AU  - Sosvilla Rivero, Simón Javier
PY  - 2014
SN  - 1696-6376
UR  - https://hdl.handle.net/20.500.14352/41632
AB  - Based on contingent claims analysis(CCA), this paper tries to estimate the systemic risk build-up in the European Economic and Monetary Union (EMU) countries using a market based measure "distance-to-default"(DtD). It analyzes the individual and...
LA  - eng
A3  - Asociación Española de Economía y Finanzas Internacionales
KW  - Contingent claim analysis
KW  - Distance-to-default
KW  - Systemic risk
TI  - Forward looking banking stress in EMU countries
TY  - technical report
ER  -