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Who's afraid of sovereign bonds?
Merler, Silvia; Pisani-Ferry, Jean - 2012
The crisis has underlined the strong interdependence between the euro-area banking and sovereign crises. To understand the role domestic banks have played in holding sovereign debt, a breakdown of government debt by holding sectors is required. The data shows that at the start of the crisis,...
Persistent link: https://www.econbiz.de/10009485781
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International liquidity shocks and the European sovereign debt crisis : was euro area unconventional monetary policy successful?
Everett, Mary M. - 2015
Using novel data on individual euro area banks' balance sheets this paper shows that exposure to stressed European sovereigns manifested in a liquidity shock to their international funding through two channels: (i) a contraction in cross-border funding, and (ii) a contraction in US wholesale...
Persistent link: https://www.econbiz.de/10011374059
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The 2012 eurozone crisis and the ECB’s OMT program : a debt-overhang banking and sovereign crisis interpretation
Occhino, Filippo - 2015
Persistent link: https://www.econbiz.de/10011312713
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Bank/sovereign risk spillovers in the European debt crisis
De Bruyckere, Valerie; Gerhardt, Maria; Schepens, Glenn; … - In: Journal of banking & finance 37 (2013) 12, pp. 4793-4809
Persistent link: https://www.econbiz.de/10010342225
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Macroeconomic policies in the Eurozone
Popescu, Gheorghe H. - In: Economics, management and financial markets 8 (2013) 2, pp. 185-191
Persistent link: https://www.econbiz.de/10011543093
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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 … eurozone countries during the sovereign debt crisis. We find strong evidence for both fundamentals and nonfundamentals based …
Persistent link: https://www.econbiz.de/10010486057
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Banks and sovereigns : did adversity bring them closer?
Flavin, Thomas J.; Dongey, M; Sheenan, L. - 2020
Persistent link: https://www.econbiz.de/10013169004
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The Search for a Euro Area Safe Asset
Zettelmeyer, Jeromin - 2019
This paper evaluates four approaches to creating "safe assets" or asset portfolios for the euro area: (1) a diversified portfolio of senior tranches of sovereign debt ("national tranching"); (2) a senior security backed by a diversified pool of national sovereign debt ("ESBies"); (3) debt issued...
Persistent link: https://www.econbiz.de/10012899847
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Is small beautiful? : the resilience of small banks during the European debt crisis
Liu, Cai; Varotto, Simone - In: International review of financial analysis 76 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012805039