recent Federal Reserve stress test results to illustrate some possible answers to these questions. This is the notion of how … we are stressing the stress tests …

banking stress, firms’ financing conditions, government bond yields, interest rate channel, monetary policy … transmission, sovereign stress …In this paper, we investigate to what extent sovereign stress and banking stress have contributed to the increase in …

In this paper, we investigate to what extent sovereign stress and banking stress have contributed to the increase in … million observations we are able to identify the effect of government bond yield spreads (sovereign stress) and the share of … non-performing loans (banking stress) on firms' financing costs in a panel model by assuming that idiosyncratic shocks to …

We investigate to what extent sovereign stress and banking stress have contributed to the increase in the level and in …, we are able to identify the effect of government bond yield spreads (sovereign stress) and the share of non …-performing loans (banking stress) on firms' financing costs in a panel model by assuming that idiosyncratic shocks to individual firms …