Abstract:
Spillovers, Europe, Financial contagion, Financial systems, Stress testing, Regression analysis, Econometric models, Macro-financial linkages, Scenarios, Spillover, Contagion, bonds, national bank, banks ? solvency, banking, bank solvency, bond, tier 1 capital, financial stability, bank liquidity, sovereign risk, banking supervision, bank soundness, banks ? balance sheets, financial sector, liquid asset, bond index, monetary authority, bank of england, treasury bonds, banks ? loan, international banks, capital adequacy, convertible bonds, liquidity crises, banking authority, sovereign bond, banks ? asset, bank assets, central banking, domestic liquidity, bank deposits, subordinated debt, cor
