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Sovereign credit risk co-movements in the eurozone : simple interdependence or contagion? ; conference paper
Buchholz, Manuel; Tonzer, Lena - 2014
Since the onset of the eurozone sovereign debt crisis, credit risk spreads in Europe have diverged. Despite this divergence, credit risk comoves strongly within certain country groups such as the eurozone periphery. We seek to answer what the determinants of the observed pattern of credit risk...
Persistent link: https://www.econbiz.de/10010486057
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Insolvency regimes and firms' default risk under economic uncertainty and shocks
Gopalakrishnan, Balagopal; Mohapatra, Sanket - In: Economic modelling 91 (2020), pp. 180-197
Persistent link: https://www.econbiz.de/10012429032
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Private sector risk and financial crisis in emerging markets
Daniel, Betty Carolyn - In: The economic journal : the journal of the Royal … 122 (2012) 561, pp. 825-847
Persistent link: https://www.econbiz.de/10009669612
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The role of counterparty risk and asymmetric information in the interbank market
Cappelletti, Giuseppe; Guazzarotti, Giovanni - 2017
presumably unaffected by the sovereign crisis insofar as they could count on the actual or potential support of their parent bank …
Persistent link: https://www.econbiz.de/10011637418
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The role of counterparty risk and asymmetric Information in the interbank market
Cappelletti, Giuseppe; Guazzarotti, Giovanni - In: International journal of central banking : IJCB 15 (2019) 5, pp. 101-135
Persistent link: https://www.econbiz.de/10012174736
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The negative feedback loop between banks and sovereigns
Angelini, Paolo; Grande, Giuseppe; Panetta, Fabio - 2014
Persistent link: https://www.econbiz.de/10011443457
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Bank Use of Sovereign CDS in the Eurozone Crisis : Hedging and Risk Incentives
Acharya, Viral V. - 2019
protection selling in CDS, the effect being weaker when sovereign risk is high. Bank and country risk variables are mostly not … building a complete picture and understanding fully the economic drivers of the bank-sovereign nexus of risk …
Persistent link: https://www.econbiz.de/10012898392
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Negative feedback loop between banks and sovereigns in the euro area : experience of the crisis and post-crisis perspective
Stawasz-Grabowska, Ewa - In: Comparative economic research : Central and Eastern Europe 23 (2020) 3, pp. 41-61
has been formulated: in the post-crisis conditions the euro area remains vulnerable to the sovereign-bank nexus, which in … particular stems from the very legacy of the crisis, bank-based financial system, as well as incomplete reforms of the euro area … some progress in recent years, institutional reforms aimed at breaking the sovereign-bank nexus are far from complete. …
Persistent link: https://www.econbiz.de/10012417814
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The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone
Chiesa, Gabriella; Mansilla-Fernández, José Manuel - In: Empirica : journal of european economics 48 (2021) 2, pp. 397-427
Persistent link: https://www.econbiz.de/10012543867
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The Negative Feedback Loop between Banks and Sovereigns
Angelini, Paolo - 2014
sovereign risk affects banking risk (and vice versa), presents some new evidence on bank-sovereign links, and discusses policy …
Persistent link: https://www.econbiz.de/10013055983