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Persistent link: https://www.econbiz.de/10009745644
We analyze the determinants and the long-run consequences of government interventions in the eurozone banking sector …
Persistent link: https://www.econbiz.de/10012481392
We show that Eurozone bank risks during 2007-2012 can be understood as a "carry trade" behavior. Bank equity returns …
Persistent link: https://www.econbiz.de/10012459623
Persistent link: https://www.econbiz.de/10009427798
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We investigate the transmission of central bank liquidity to bank deposits and loan spreads in Europe over the period from January 2006 to June 2010. We find evidence consistent with an impaired transmission channel due to bank risk. Central bank liquidity does not translate into lower loan...
Persistent link: https://www.econbiz.de/10012480422
Persistent link: https://www.econbiz.de/10011671139
-way feedback between financial and sovereign credit risk using data on the credit default swaps (CDS) of the Eurozone countries for …
Persistent link: https://www.econbiz.de/10012461522