Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
Por um escritor misterioso
Descrição
Linear regression of firm-level log degree (y-axis) on log total assets
Selected Eurozone sovereign spreads (five-year credit default swap
Percentages of banks' non-performing loans to total gross loans. Grey
The process of parameter estimate
Greece: Bank funding costs (blue) vs. bond funding costs (green, red).
Evolution of the number of active nodes, the number of links formed and
Risks, Free Full-Text
Risks Special Issue : Credit Risk Management
Eliana ANGELINI, Università degli Studi G. d'Annunzio Chieti e Pescara, Chieti, UNICH, Department of Economics
Moving decomposition of the R2
Ratio of new bad debts to outstanding loans (1)
Selected Eurozone sovereign spreads (five-year credit default swap
Histogram of network heterogeneity measure
PDF) Fundamental determinants of credit default risk for European and American banks
de
por adulto (o preço varia de acordo com o tamanho do grupo)
