SOVEREIGN DEFAULT RISK AND DEPOSITOR BEHAVIOR. THE CASE OF GREECE
ABSTRACT This paper studies the effect of the Greek macroeconomic crisis on depositors’ behavior. It tests the main hypothesis during that period depositors react more to sovereign risk than to the idiosyncratic indicators of bank health. Using a quarterly panel dataset of Greek banks from June 200...
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| Format: | Article |
| Language: | Spanish |
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Universidad de Buenos Aires, Facultad de Ciencias Económicas
2014-11-01
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| Series: | Revista de Economía Política de Buenos Aires |
| Online Access: | https://ojs.econ.uba.ar/index.php/REPBA/article/view/784 |