Sovereign exposures of European banks : it is not all doom
Year of publication: |
2022
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Authors: | Lamers, Martien ; Present, Thomas ; Vander Vennet, Rudi |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 2, Art.-No. 69, p. 1-24
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Subject: | sovereign exposures | risk-return trade-off | bank-sovereign nexus | doom loop | Sharpe ratio | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Länderrisiko | Country risk | Bank | Kapitaleinkommen | Capital income | Eurozone | Euro area | Staatsbankrott | Sovereign default |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15020069 [DOI] hdl:10419/258792 [Handle] |
Classification: | G11 - Portfolio Choice ; G18 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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