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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
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The benefits of reducing hold-out risk : evidence from the Euro CAC experiment, 2013-2018
Picarelli, Mattia; Erce, Aitor; Jiang, Xu - 2018
Persistent link: https://www.econbiz.de/10011948231
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Loan supply, credit markets and the euro area financial crisis
Altavilla, Carlo; Darracq Pariès, Matthieu; Nicoletti, … - 2015
Persistent link: https://www.econbiz.de/10011448456
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Bank exposures and sovereign stress transmission
Altavilla, Carlo; Pagano, Marco; Simonelli, Saverio - 2016
Persistent link: https://www.econbiz.de/10011502471
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Quantifying Risks to Sovereign Market Access : Methods and Challenges
Zigraiova, Diana - 2020
In this paper we use data from the euro area to study episodes when sovereigns lose market access. We construct a …
Persistent link: https://www.econbiz.de/10012835616
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Quantifying Risks to Sovereign Market Access : Methods and Challenges
Zigraiova, Diana - 2020
In this paper we use data from the euro area to study episodes when sovereigns lose market access. We construct a …
Persistent link: https://www.econbiz.de/10012843921
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Quantifying Risks to Sovereign Market Access : Methods and Challenges
Zigraiova, Diana - 2020
In this paper we use data from the euro area to study episodes when sovereigns lose market access. We construct a …
Persistent link: https://www.econbiz.de/10012843947
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Bank and Sovereign Risk Feedback Loops
Erce, Aitor - 2017
virtuous feedback loops. This paper models the macroeconomic phenomena underlying such bouts using CDS data for 10 euro …
Persistent link: https://www.econbiz.de/10012971238
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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
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Bank and Sovereign Risk Feedback Loops
Erce, Aitor - 2017
virtuous feedback loops. This paper models the macroeconomic phenomena underlying such bouts using CDS data for 10 euro area …
Persistent link: https://www.econbiz.de/10012971724