A Market-Based Approach to Sector Risk Determinants and Transmission in the Euro Area
Martín Saldías
Journal of Banking and Finance,
vol. 37, 2013, p. 4534-4555.
Systemic Risk Analysis Using Forward-Looking Distance-to-Default Series
Martín Saldías
Journal Of Financial Stability,
vol. 9, 2013, p. 498-517.