Potential spillovers from the banking sector to sovereign credit ratings

6533b826fe1ef96bd1283bf6

RESEARCH PRODUCT

Potential spillovers from the banking sector to sovereign credit ratings

Carlos Salvador Muñoz Pedro J. Cuadros-solas

subject

Economics and Econometrics 050208 finance 0502 economics and business 05 social sciences Financial crisis Sovereign credit Financial system Business 050207 economics Banking sector Credit risk European debt crisis

description

The global financial crisis and European sovereign debt crisis underlined the links between the banking sector and sovereign risk. This paper uses a machine learning technique (random forest regres...

year	journal	country	edition	language
2020-07-25	Applied Economics Letters

https://doi.org/10.1080/13504851.2020.1796910

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