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

Cantillon's primitive circular flow model, [75, p. 66]

DJX volatility vs DJX stock price; period 01.2007-10.2009

Risks Special Issue : Credit Risk Management

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What Latin American supervisors and central bank representatives think

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Balance sheet structure of an individual bank

Risks Special Issue : Credit Risk Management