Paper List

Open Access Academic Papers from Research Square

1 results found
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
View Original PDF
Back to Top
Home
Browse
Submit
About
0.091196s