Narrow search
Showing 1 - 10 of 81
Cover Image
Bank Use of Sovereign CDS in the Eurozone Crisis : Hedging and Risk Incentives
Acharya, Viral V. - 2019
Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....
Persistent link: https://www.econbiz.de/10012898392
Cover Image
Bank Use of Sovereign CDS in the Eurozone Crisis : Hedging and Risk Incentives
Acharya, Viral V.; Gündüz, Yalin; Johnson, Timothy C. - 2021
Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....
Persistent link: https://www.econbiz.de/10013222131
Cover Image
Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2018
Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....
Persistent link: https://www.econbiz.de/10011888333
Cover Image
Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - In: Journal of financial intermediation 50 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013348118
Cover Image
Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2021
Persistent link: https://www.econbiz.de/10012667120
Cover Image
Bank exposures and sovereign stress transmission
Altavilla, Carlo; Pagano, Marco; Simonelli, Saverio - 2016 - This version: 16 September 2016
Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the determinants of changes in banks …
Persistent link: https://www.econbiz.de/10011541386
Cover Image
Loan supply, credit markets and the euro area financial crisis
Altavilla, Carlo; Darracq Pariès, Matthieu; Nicoletti, … - 2015
Persistent link: https://www.econbiz.de/10011448456
Cover Image
Bank exposures and sovereign stress transmission
Altavilla, Carlo; Pagano, Marco; Simonelli, Saverio - 2016
Persistent link: https://www.econbiz.de/10011502471
Cover Image
Bank Exposures and Sovereign Stress Transmission
Altavilla, Carlo - 2017
Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the determinants of banks' sovereign …
Persistent link: https://www.econbiz.de/10012971283
Cover Image
Bank Exposures and Sovereign Stress Transmission
Altavilla, Carlo; Pagano, Marco; Simonelli, Saverio - 2021
Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the causes and effects of banks …’ sovereign exposures during and after the euro crisis. First, in the vulnerable countries, the publicly owned, recently bailed …
Persistent link: https://www.econbiz.de/10013248885