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Sovereign defaults and banking crises

Sosa Padilla, César - In: Journal of monetary economics 99 (2018), pp. 88-105

Persistent link: https://www.econbiz.de/10012109027

The state dependent impact of bank exposure on sovereign risk

Podstawski, Maximilian; Velinov, Anton - In: Journal of banking & finance 88 (2018), pp. 63-75

Persistent link: https://www.econbiz.de/10011962583

Long-term returns in distressed sovereign bond markets : how did investors fare?

Andritzky, Jochen; Schumacher, Julian - 2019

Sovereign debt restructurings are perceived as inflicting large losses to bondholders. However, many bonds feature high coupons and often exhibit strong post-crisis recoveries. To account for these aspects, we analyze the long-term returns of sovereign bonds during 32 crises since 1998, taking...

Persistent link: https://www.econbiz.de/10012102075

The rating spillover from banks to sovereigns : an empirical investigation across the European Union

Hu, Haoshen; Prokop, Jörg; Shi, Yukun; Trautwein, … - In: Journal of international financial markets, … 64 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012495673

The determinants of sovereign default : a sensitivity analysis

Chakrabarti, Avik; Zeaiter, Hussein - In: International review of economics & finance : IREF 33 (2014), pp. 300-318

Persistent link: https://www.econbiz.de/10010532720

Official or unofficial? : extreme bounds analysis on the determinants of sovereign default

Liu, Ailan; Wang, Zhixuan; Wang, Ping - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014534830

Sovereign default and crisis resolution

Trebesch, Christoph - 2011

Persistent link: https://www.econbiz.de/10009306832

Economic and political determinants of sovereign default and IMF credit use : a robustness assessment post 2010

Maddah, Lina; Sherry, Hassan; Zeaiter, Hussein - In: Economies : open access journal 12 (2024) 7, pp. 1-36

According to the IMF, the current public debt makes up nearly 40 percent of the global debt, marking the highest share since the mid-1960s. Despite the vast research on alarming levels of sovereign default, the literature remains inconclusive. This paper investigates macroeconomic, financial,...

Persistent link: https://www.econbiz.de/10014636157

Financial Fragility, Sovereign Default Risk and the Limits to Commercial Bank Bail-Outs

van Wijnbergen, Sweder - 2016

We analyze 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/10013007059

The bright side of the doom loop : banks’ sovereign exposure and default incentives

Rojas, Luis E.; Thaler, Dominik - 2024

Persistent link: https://www.econbiz.de/10014512399