Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022

Daily volatility of portfolio returns in the financial and economic

The auto-correlogram and square of residuals in UK market based on the

Histogram of network heterogeneity measure

The final weight of sub-criteria in three banks

PDF) Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants?

Linear regression of firm-level log degree (y-axis) on log total assets

Alessandra ORTOLANO, Research Assistant, Tuscia University, Viterbo, Tuscia, Department of Economics, Engineering, Society and Business Organization - DEIM

Alessandra ORTOLANO, Research Assistant, Tuscia University, Viterbo, Tuscia, Department of Economics, Engineering, Society and Business Organization - DEIM

Percentages of banks' non-performing loans to total gross loans. Grey

Selected Eurozone sovereign spreads (five-year credit default swap

Selected Eurozone sovereign spreads (five-year credit default swap