Discussion of “Systemic and Systematic risk” by Billio et al. and “CDS based indicators for systemic risk of Euro area sovereigns and for Euro area financial firms” by Lucas
ECB - Financial Stability Review May 2015
1 1 Balance Sheet Contagion and Systemic Risk in the Euro Area Financial System: a Network Approach Olli Castrén and Ilja Kavonius ECB Workshop “Recent.
ECFIN an Event-study Analysis of ECB Balance Sheet Policies Since October 2008