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Details about Cristina Vespro

Workplace:Nationale Bank van België/Banque national de Belqique (BNB) (National Bank of Belgium), (more information at EDIRC)

Access statistics for papers by Cristina Vespro.

Last updated 2014-07-01. Update your information in the RePEc Author Service.

Short-id: pve292


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Working Papers

2011

  1. The impact of sovereign credit risk on bank funding conditions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (28)

2010

  1. What determines euro area bank CDS spreads ?
    Working Paper Research, National Bank of Belgium Downloads View citations (4)
    See also Journal Article in Journal of International Money and Finance (2013)

2006

  1. 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)

Journal Articles

2013

  1. What determines Euro area bank CDS spreads?
    Journal of International Money and Finance, 2013, 32, (C), 444-461 Downloads View citations (81)
    Also in Financial Stability Review, 2009, 7, (1), 153-169 (2009) Downloads

    See also Working Paper (2010)

2012

  1. The role and impact of external support in bank credit ratings
    Financial Stability Review, 2012, 10, (1), 109-119 Downloads View citations (3)

2011

  1. Stress testing credit risk: modelling issues
    Financial Stability Review, 2011, 9, (1), 105-120 Downloads View citations (4)

2010

  1. 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 Downloads

2009

  1. Block trades and the benefits of control in Slovenia1
    The Economics of Transition, 2009, 17, (1), 175-210 Downloads View citations (8)
  2. Reforming remuneration schemes in the financial industry: some governance and implementation issues
    Financial Stability Review, 2009, 7, (1), 139-151 Downloads

2006

  1. Stock Price and Volume Effects Associated with Compositional Changes in European Stock Indices
    European Financial Management, 2006, 12, (1), 103-127 Downloads View citations (9)
    See also Working Paper (2006)

Books

 
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