TY  - JOUR
AU  - Gómez-Puig, Marta
AU  - Singh, Manish 
AU  - Sosvilla Rivero, Simón Javier
PY  - 2019
DO  - 10.1016/j.najef.2019.03.021
SN  - 1062-9408
UR  - https://hdl.handle.net/20.500.14352/12304
T2  - North American Journal of Economics and Finance
AB  - New evidence is presented on the nexus between the sovereign and banking sector risk. Applying the contingent claims methodology to the peripheral euro area countries over the 2004Q4-2013Q2 period, we build indicators of sovereign and bank risk and...
LA  - eng
M2  - 1
PB  - Elsevier
KW  - Sovereign risk
KW  - Bank risk
KW  - Sovereign-bank nexus
KW  - Contingent claims
TI  - The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis
TY  - journal article
VL  - 49
ER  -