'HR Excellence in Research' logo awarded to institutions actively implementing the European Charter and Code for Researchers.
Please note that the job is no longer active!
The risk of the banking and insurance system has become an important element in the determination of sovereign risk and vice-versa. We apply several econometric measures of connectedness based on principal-components analysis and Granger-causality networks to the changes of sovereign risk of European countries and credit risk of major US and European banks and insurance companies. The aim of the project is to highlight connections (explicit and implicit, linear and non-linear) among countries and institutions to quantifying the effects of asset-liability mismatches within and across countries and financial institutions
Please note that the full description may be available in the national language since some job boards have their own publication policy. Thank you for your understanding!
To better plan and organise their stay in a foreign European country, researchers and their families can also benefit of the free and personalised assistance offered by the EURAXESS Services Centres, a network of more than 200 centres located in 40 different European countries.