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Safer ratios, riskier portfolios : banks׳ response to government aid

Duchin, Ran; Sosyura, Denis - In: Journal of financial economics 113 (2014) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10010421835

Risk management under a prudential policy

Assa, Hirbod - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 217-230

Persistent link: https://www.econbiz.de/10011342170

Finanzkrisen : eine portfoliotheoretische Betrachtung von Herdenverhalten und Ansteckungseffekten als Ursachen von Finanzkrisen

Hott, Christian - 2004 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002161018

Banks' portfolio of government debt and sovereign risk

Afonso, António; Alves, José; Monteiro, Sofia - 2023

We analyze domestic, foreign, and central banks holdings of public debt for 31 countries for the period of 1989-2022, applying panel regressions and quantile analysis. We conclude that an increase in sovereign risk raises the share of domestic banks' portfolio of public debt and reduces the...

Persistent link: https://www.econbiz.de/10014383613