Manish Singh

University of Barcelona

Gran Via de les Corts Catalanes, 585

Barcelona, 08007

Spain

Indira Gandhi Institute of Development Research (IGIDR)

Gen A.K. Vaidya Marg Santoshnagar

Goregaon (East)

Mumbai, Maharashtra 400065

India

SCHOLARLY PAPERS

8

DOWNLOADS

432

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Sovereigns and Banks in the Euro Area: A Tale of Two Crises

Number of pages: 50 Posted: 13 Jan 2015
Economic Theory Department. University of Barcelona, UCM Institute for Economic Analysis and University of Barcelona
Downloads 88 (489,558)
Citation 3

Abstract:

Loading...

Sovereign debt crisis, banking crisis, Granger-causality, time-varying approach, “distance-to-default”, euro area.

2.

The Robustness of the Sovereign-Bank Interconnection: Evidence from Contingent Claims Analysis

IREA Working Paper 2018/04
Number of pages: 53 Posted: 07 Mar 2018
Economic Theory Department. University of Barcelona, University of Barcelona and UCM Institute for Economic Analysis
Downloads 72 (550,849)

Abstract:

Loading...

sovereign risk, bank risk, sovereign-bank nexus, contingent claims

3.

Is the Supply of Long-Term Debt Independent of the Term Premia? Evidence from Portugal

Department of Economics, ISEG-UL, Working Paper nº 11/2016/DE/UECE
Number of pages: 29 Posted: 01 Jul 2016
António Afonso and Manish Singh
University of Lisbon - ISEG (School of Economics and Management) and University of Barcelona
Downloads 51 (653,079)
Citation 3

Abstract:

Loading...

sovereign debt management, long-term interest rate, portfolio balance channel

4.

Forward Looking Banking Stress in EMU Countries

Number of pages: 30 Posted: 25 Sep 2014
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 50 (658,608)
Citation 2

Abstract:

Loading...

contingent claim analysis, distance-to-default, systemic risk.

5.

Bank Risk Behavior and Connectedness in EMU Countries

Number of pages: 44 Posted: 19 Jun 2015
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 48 (670,238)
Citation 2

Abstract:

Loading...

Contingent claim analysis, Distance-to-default, Banking risk

6.

Incorporating Creditors' Seniority into Contingent Claim Models: Applicarion to Peripheral Euro Area Countries

Research Institute of Applied Economics, Working Paper 2018/03, 1/54 pág
Number of pages: 54 Posted: 29 Jan 2019
Economic Theory Department. University of Barcelona, University of Barcelona and UCM Institute for Economic Analysis
Downloads 46 (682,345)
Citation 1

Abstract:

Loading...

sovereign risk, bank risk, sovereign-bank nexus, contingent claims

7.

'Incorporating Creditors' Seniority into Contingent Claim Models: Application to Peripheral Euro Area Countries'

IREA Working Paper 2018/03
Number of pages: 54 Posted: 07 Mar 2018
Economic Theory Department. University of Barcelona, University of Barcelona and UCM Institute for Economic Analysis
Downloads 42 (707,729)

Abstract:

Loading...

sovereign default risk, peripheral euro area countries, contingent claims, distance-to-default

8.

Increasing Contingent Guarantees: The Asymmetrical Effect on Sovereign Risk of Different Government Interventions

Research Institute of Applied Economics Working Paper 2019/14
Number of pages: 41 Posted: 25 Sep 2019
University of Barcelona, Economic Theory Department. University of Barcelona and UCM Institute for Economic Analysis
Downloads 35 (756,645)

Abstract:

Loading...

sovereign risk, financial assistance, fiscal capacity, bailout, contingent guarantee