Publicacións en colaboración con investigadores/as de Universidad de Navarra (6)

2017

  1. Sovereign tail risk

    Journal of International Money and Finance, Vol. 79, pp. 174-188

2015

  1. Granger causality and systemic risk

    Finance Research Letters, Vol. 15, pp. 49-58

  2. Systemic risk and asymmetric responses in the financial industry

    Journal of Banking and Finance, Vol. 58, pp. 471-485

2013

  1. Good for one, bad for all: Determinants of individual versus systemic risk

    Journal of Financial Stability, Vol. 9, Núm. 3, pp. 287-299

  2. Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions

    Journal of Banking and Finance, Vol. 37, Núm. 12, pp. 5186-5207

2012

  1. Short-term wholesale funding and systemic risk: A global CoVaR approach

    Journal of Banking and Finance, Vol. 36, Núm. 12, pp. 3150-3162