Sovereign Yield Spreads in Europe: Credit-Risk Premia and the CDS-Bond Basis, Tommaso Colozza (University of Pisa)

The Equity-like Features of Sovereign Bonds, Alfonso Dufour (University of Reading), Andrei Stancu (University of Reading) and Simone Varotto (University of Reading)

Modelling the Loop between Bank and Sovereign Credit Risk, Alessandro Fontana (European Commission Joint Research Centre), Sven Langedijk (European Commission Joint Research Centre) and Marco Petracco Giudici (European Commission Joint Research Centre)

How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?, Gaël Hauton (Prudential Supervision and Resolution Authority - Banque de France) and Jean-Cyprien Héam (Prudential Supervision and Resolution Authority - Banque de France & CREST)

Regulatory Impacts from the Financial Crisis on German Banks, Michaela Hönig (Goethe University Frankfurt)

Decomposing the Smile: Systematic Credit Risk in Mortgage Portfolios, Yongwoong Lee (University of Technology, Sydney) Daniel Rosch (University of Regensburg) and Harald Scheule (University of Technology, Sydney)

Banks, Shadow Banking and Fragility, Stephan Luck (University of Bonn & Max Planck Institute for Research on Collective Goods) and Paul Schempp (University of Bonn & Max Planck Institute for Research on Collective Goods)

Rolling over Corporate Bonds: How Market Liquidity Affects Credit Risk, Florian Nagler (Vienna Graduate School of Finance)

Trading on Algos, Johannes A. Skjeltorp (Norges Bank), Johannes A. Skjeltorp (Norges Bank), Elvira Sojli (Erasmus University Rotterdam) and Wing Wah Tham (Erasmus University Rotterdam & Tinbergen Institute)