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Publications by Patrick Van Roy

What Determines Euro Area Bank CDS Spreads?

Journal of International Money and Finance

English

Related publications

Bank Ratings: What Determines Their Quality?

SSRN Electronic Journal

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Self-Fulfilling Dynamics: The Interactions of Sovereign Spreads, Sovereign Ratings and Bank Ratings During the Euro Financial Crisis

Journal of International Money and Finance

English

Disclosure, Banks CDS Spreads and the European Sovereign Crisis

SSRN Electronic Journal

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What Determines the Level of IPO Gross Spreads? Underwriter Profits and the Cost of Going Public

International Review of Economics and Finance

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US Bank Credit Spreads During the Financial Crisis

SSRN Electronic Journal

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Building a Financial Conditions Index for the Euro Area and Selected Euro Area Countries: What Does It Tell Us About the Crisis?

Economic Modelling

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Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area

Journal of Macroeconomics

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Euro Area Inflation Differentials

B.E. Journal of Macroeconomics

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The Determinant of Bank Interest Rates Spreads in Ghana

International Journal of Economic Behavior and Organization

English