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 the effect of sovereign stress and of unconventional monetary policy on small firms' financing patterns …

This paper analyzes sovereign risk contagion in the Eurozone using an extension to the canonical model for contagion …