Details about Cristina Vespro
Access statistics for papers by Cristina Vespro.
Last updated 2014-07-01. Update your information in the RePEc Author Service.
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- The impact of sovereign credit risk on bank funding conditions
MPRA Paper, University Library of Munich, Germany View citations (28)
- What determines euro area bank CDS spreads ?
Working Paper Research, National Bank of Belgium View citations (4)
See also Journal Article in Journal of International Money and Finance (2013)
- Stock price and volume effects associated with compositional changes in European stock indices
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (6)
See also Journal Article in European Financial Management (2006)
- What determines Euro area bank CDS spreads?
Journal of International Money and Finance, 2013, 32, (C), 444-461 View citations (81)
Also in Financial Stability Review, 2009, 7, (1), 153-169 (2009)
See also Working Paper (2010)
- The role and impact of external support in bank credit ratings
Financial Stability Review, 2012, 10, (1), 109-119 View citations (3)
- Stress testing credit risk: modelling issues
Financial Stability Review, 2011, 9, (1), 105-120 View citations (4)
- In search of timely credit risk indicators: a view of the current crisis from a market-implied ratings perspective
Financial Stability Review, 2010, 8, (1), 161-175
- Block trades and the benefits of control in Slovenia1
The Economics of Transition, 2009, 17, (1), 175-210 View citations (8)
- Reforming remuneration schemes in the financial industry: some governance and implementation issues
Financial Stability Review, 2009, 7, (1), 139-151
- Stock Price and Volume Effects Associated with Compositional Changes in European Stock Indices
European Financial Management, 2006, 12, (1), 103-127 View citations (9)
See also Working Paper (2006)
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