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Research Article posted

Geopolitical Shocks and Default Probabilities of European Firms: A Sectoral Heterogeneity Analysis

Niccolò Altini

This paper estimates sector-specific sensitivities of European firms’ default probabilities to geopolitical risk shocks, providing empirical counterparts to δk in the reverse stress testing framework ...

Research Square 2026-04-23 rs-9506896
Geopolitical Risk Corporate Default Probability Local Projections Sectoral Heterogeneity Credit Risk
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