Details about Cristina Vespro

Access statistics for papers by Cristina Vespro.

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

Short-id: pve292

Working Papers

2011

1. The impact of sovereign credit risk on bank funding conditions
   MPRA Paper, University Library of Munich, Germany View citations (33)

2010

2. What determines euro area bank CDS spreads ?
   Working Paper Research, National Bank of Belgium View citations (11)
   See also Journal Article What determines Euro area bank CDS spreads?, Journal of International Money and Finance, Elsevier (2013) View citations (114) (2013)

2006

3. Stock price and volume effects associated with compositional changes in European stock indices
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (13)
   See also Journal Article Stock Price and Volume Effects Associated with Compositional Changes in European Stock Indices, European Financial Management, European Financial Management Association (2006) View citations (13) (2006)

Journal Articles

2013

1. What determines Euro area bank CDS spreads?
   Journal of International Money and Finance, 2013, 32, (C), 444-461 View citations (114)
   Also in Financial Stability Review, 2009, 7, (1), 153-169 (2009) View citations (1)
   See also Working Paper What determines euro area bank CDS spreads ?, Working Paper Research (2010) View citations (11) (2010)

2012

2. The role and impact of external support in bank credit ratings
   Financial Stability Review, 2012, 10, (1), 109-119 View citations (4)

2011

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

2010

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

2009

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

2006

7. Stock Price and Volume Effects Associated with Compositional Changes in European Stock Indices
   European Financial Management, 2006, 12, (1), 103-127 View citations (13)
   See also Working Paper Stock price and volume effects associated with compositional changes in European stock indices, ULB Institutional Repository (2006) View citations (13) (2006)