Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis
By Stephan Dieckmann, Thomas J. Plank. 2012
222 citations recorded by the source corpus.
Subfields: Finance
View Paper: https://www.semanticscholar.org/paper/3615314a1ca6e28780ec27c638f96bc4608b43fb
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In Finance
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Citations in the corpus
- Credit Spread Interdependencies of European States and Banks During the Financial Crisis (2012, unknown): “Dieckmann and Plank (2010): find strong evidence for the private-topublic risk transfer in the EU countries that interfered and stabilized the banking system.”
- Credit Default Swaps: A Survey (2014, methodology): “Dieckmann and Plank [2011] are not interested in the housing market per se, but study the private-to-public risk transfer during the financial crisis. One of the hypotheses of the authors is that, if governments explicitly or implicitly assumed financial-sector liabilities during the crisis period, ”
- Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads (2014, background): “A spillover mechanism is described in Kaminsky et al. (2003) who argue that a crisis of one country may spill into other countries in the presence of a “large common creditor” who in the face of losses in one country has to delever positions in other countries. This common creditor might be collecti”
- Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models (2016, background): “The cross-border entanglement of financial firms and sovereigns exacerbated further during the financial crisis; see for example Acharya et al. (2013) and Dieckmann and Plank (2012).”
- Walking Hand in Hand: Fiscal Policy and Growth in Advanced Economies (2012, unknown): “Dieckmann and Plank (2011) find—for a group of 18 advanced economies between January 2007 and April 2010—that the state of the world financial system as well as a country‘s domestic financial system has strong explanatory power for the behavior of CDS spreads, with euro area countries especially…”