Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
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Granger casual relationship betweenˆρbetweenˆ betweenˆρ t and real economy.
UML class diagram of the proposed model. The proposed model consists of
Risks Special Issue : Credit Risk Management
Linear regression of firm-level log average loan amount (y-axis) on log
Cantillon's primitive circular flow model, [75, p. 66]
Alessandra ORTOLANO, Research Assistant, Tuscia University, Viterbo, Tuscia, Department of Economics, Engineering, Society and Business Organization - DEIM
PDF] Fundamental determinants of credit default risk for European and American banks
Eliana ANGELINI, Università degli Studi G. d'Annunzio Chieti e Pescara, Chieti, UNICH, Department of Economics
Selected Eurozone sovereign spreads (five-year credit default swap
