Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022

Risks Special Issue : Credit Risk Management

UML class diagram of the proposed model. The proposed model consists of

DJX volatility vs DJX stock price; period 01.2007-10.2009

Risks, Free Full-Text

Selected Eurozone sovereign spreads (five-year credit default swap

The process of parameter estimate

PDF) CDS spreads and balance-sheet ratios in the banking sector: An empirical analysis on the Mediterranean Europe, awarded “Best Research Paper” at the 3rd International Conference on Applied Business and Economic Research

Risks Special Issue : Credit Risk Management

Ratio of new bad debts to outstanding loans (1)

Balance sheet structure of an individual bank

Pairwise scatter plots in the aggregate level

PDF) Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants?