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Government default, bonds, and bank lending around the world : what do the data say?
Gennaioli, Nicola; Martin, Alberto; Rossi, Stefano - 2016
Persistent link: https://www.econbiz.de/10011606947
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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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What drives sovereign debt portfolios of banks in a crisis context?
Lamas, Matías; Mencía, Javier - 2018
Persistent link: https://www.econbiz.de/10011946887
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The behaviour of sovereign CDS and government bond in the Euro zone crisis
Ito, Takayasu - In: International journal of monetary economics and finance 9 (2016) 2, pp. 102-114
Persistent link: https://www.econbiz.de/10011548336
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Financial fragility, sovereign default risk and the limits to commercial bank bail-outs
Wijnbergen, Sweder van; Kwaak, Christiaan van der - 2013
We analyse the poisonous interaction between bank rescues, financial fragility and sovereign debt discounts. In our … sovereign debt discount. We introduce long term government debt, which gives rise to the possibility of capital losses on bank … intermediaries causes bond prices to drop triggering capital losses at the bank under intervention. This mechanism shows the limits …
Persistent link: https://www.econbiz.de/10010224776
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Financial fragility, sovereign default risk and the limits to commercial bank bail-outs
Kwaak, Christiaan van der; Wijnbergen, Sweder van - In: Journal of economic dynamics & control 43 (2014), pp. 218-240
Persistent link: https://www.econbiz.de/10010470116
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Sovereign defaults, credit to the private sector, and domestic credit market institutions
Sandleris, Guido - In: Journal of money, credit and banking : JMCB 46 (2014) 2/3, pp. 321-345
Persistent link: https://www.econbiz.de/10010464107
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Pricing sovereign debt in resource rich economies?
McGregor, Thomas - 2017
Persistent link: https://www.econbiz.de/10011895959
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Sovereign spreads and the effects of fiscal austerity
Anzoategui, Diego - 2021
I analyze the impact of austerity on sovereign spreads. To do so I propose a model with strategic sovereign default and nominal rigidities where the government follows fiscal rules, which are estimated from data. I first analyze the theoretical implications of the model and find that austerity...
Persistent link: https://www.econbiz.de/10012663666