banking sectors to domestic government debt, thus strengthening or weakening the sovereign-bank nexus. To do so, we construct … banks' exposure to domestic sovereign bonds in the periphery countries and thus deepens the sovereign-bank nexus. By … contrast, banks in the core countries expand their loan portfolios, rather than adjusting their domestic sovereign bond …

particular, using panel vector autoregressive (VAR) models we analyze whether banks increased their domestic government bond … holdings in response to non-standard monetary policy shocks, thereby possibly promoting the sovereign-bank nexus, i.e. the …

particular, using panel vector autoregressive (VAR) models we analyze whether banks increased their domestic government bond … holdings in response to non-standard monetary policy shocks, thereby possibly promoting the sovereign-bank nexus, i.e. the …

sparked an unprecedented sovereign debt crisis that rapidly spread to the Euro-Zone's weakest member states. As the crisis … increasingly drove a wedge between a seemingly resilient Euro-Zone core and its faltering periphery, its first collateral victims … were the private banks of the hardest-hit sovereigns. They were rapidly followed by the rest of the Euro-Zone's banks as a …

estimated New Keynesian model with a bank. A key dimension of policy in the crisis was massive government support for banks … effects of bank asset losses, of government support for banks, and other fiscal stimulus measures, in the EA. Our results …

estimated New Keynesian model with a bank. A key dimension of policy in the crisis was massive government support for banks … effects of bank asset losses, of government support for banks, and other fiscal stimulus measures, in the EA. Our results …

The aim of the study is to investigate the behaviour of the Chinese government bond yield curve before and during the … reduction. The main empirical results show that in the pandemic period, the behaviour of the Chinese government bond yield curve …