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and Spain emerge as pivotal for the evolution of sovereign credit risk across the Eurozone. Our examination of the … relevant mechanisms, highlights the importance of credit risk over liquidity risk, and the containment effect of the naked CDS …
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We investigate how funding liquidity affects the bank lending using a large sample of US bank holding companies. We … liquidity is larger in high-loan-growth banks. The negative effects of funding liquidity on lending seem to be clearer before … funding liquidity after the crisis period. We believe our study is of interest to regulators and policymakers. …
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system, we find that bigger banks, banks with riskier activities, with poor asset quality, and funding and liquidity …
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This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. Since this period covers various stages of the banking and sovereign crisis, it offers a fertile ground to analyze bank/sovereign risk spillovers. We define contagion as excess...
Persistent link: https://www.econbiz.de/10013099198
This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. Since this period covers various stages of the banking and sovereign crisis, it offers a fertile ground to analyze bank/sovereign risk spillovers. We define contagion as excess...
Persistent link: https://www.econbiz.de/10013099437