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Citations for "A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk"

by Viral V. Acharya & Itamar Drechsler & Philipp Schnabl

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  1. Agnès Bénassy-Quéré & Guillaume Roussellet, 2014. "Fiscal sustainability in the presence of systemic banks: the case of EU countries," International Tax and Public Finance, Springer, Springer, vol. 21(3), pages 436-467, June.
  2. Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers 2014-9, Kiel Institute for the World Economy.
  3. Bai, Jennie & Wei, Shang-Jin, 2012. "When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9252, C.E.P.R. Discussion Papers.
  4. Gregory Connor & Brian O'Kelly, 2012. "A Coasean Approach to Bank Resolution Policy in the Eurozone," Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth n233-12.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  5. Peter Claeys & Borek Vašícek, 2012. "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group 201209, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2012.
  6. Hale, Galina B & Obstfeld, Maurice, 2014. "The Euro and the Geography of International Debt Flows," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9937, C.E.P.R. Discussion Papers.
  7. Jing Cheng & Meixing Dai & Frédéric Dufourt, 2014. "Banking and Sovereign Debt Crises in a Monetary Union Without Central Bank Intervention," AMSE Working Papers 1428, Aix-Marseille School of Economics, Marseille, France, revised Jun 2014.
  8. Valerie De Bruyckere & Maria Gerhardt & Glenn Schepens & Rudi Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Paper Research, National Bank of Belgium 232, National Bank of Belgium.
  9. Gerald Eisenkopf & Zohal Hessami & Urs Fischbacher & Heinrich Ursprung, 2011. "Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland," Working Paper Series of the Department of Economics, University of Konstanz 2011-34, Department of Economics, University of Konstanz.
  10. Raffaela Giordano & Marcello Pericoli & Pietro Tommasino, 2013. "Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 904, Bank of Italy, Economic Research and International Relations Area.
  11. Carolina Achury & Christos Koulovatianos & John Tsoukalas, . "External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption," Discussion Papers 11/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  12. John Cotter & Davide Avino, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," Working Papers, Geary Institute, University College Dublin 201402, Geary Institute, University College Dublin.
  13. Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts," NBER Working Papers 19985, National Bureau of Economic Research, Inc.
  14. Philipp König & Kartik Anand & Frank Heinemann, 2013. "The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk," SFB 649 Discussion Papers SFB649DP2013-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  15. Dale F. Gray, 2013. "Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR," IMF Working Papers 13/218, International Monetary Fund.
  16. Giovanni Calice & RongHui Miao & Filip Sterba & Borek Vasicek, 2013. "Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps," Working Papers, Czech National Bank, Research Department 2013/13, Czech National Bank, Research Department.
  17. António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas, 2013. "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers, Business School - Economics, University of Glasgow 2013_05, Business School - Economics, University of Glasgow.
  18. Kristin Forbes, 2012. "The "Big C": Identifying Contagion," NBER Working Papers 18465, National Bureau of Economic Research, Inc.
  19. Salvatore Dell'Erba & Emanuele Baldacci & Tigran Poghosyan, 2011. "Spatial Spillovers in Emerging Market Spreads," IMF Working Papers 11/221, International Monetary Fund.
  20. Fulli-Lemaire, Nicolas, 2013. "A Tale of Two Eurozones: Banks’s Funding, Sovereign Risk & Unconventional Monetary Policies," MPRA Paper 49072, University Library of Munich, Germany.
  21. De Bruyckere, Valerie & Gerhardt, Maria & Schepens, Glenn & Vander Vennet, Rudi, 2013. "Bank/sovereign risk spillovers in the European debt crisis," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(12), pages 4793-4809.
  22. Avino, Davide & Cotter, John, 2013. "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper 56782, University Library of Munich, Germany.
  23. Adrian Van Rixtel & Gabriele Gasperini, 2013. "Financial crises and bank funding: recent experience in the euro area," BIS Working Papers 406, Bank for International Settlements.
  24. Paolo Manasse & Luca Zavalloni, 2013. "Sovereign Contagion in Europe: Evidence from the CDS Market," Working Paper Series, The Rimini Centre for Economic Analysis 08_13, The Rimini Centre for Economic Analysis.
  25. Li Lian Ong & Ceyla Pazarbasioglu, 2014. "Credibility and Crisis Stress Testing," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 2(1), pages 15-81, February.
  26. Kristin J. Forbes, 2012. "The “Big C”: identifying and mitigating contagion," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 23-87.
  27. Horvath, B.L. & Huizinga, H.P., 2011. "Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study," Discussion Paper, Tilburg University, Center for Economic Research 2011-118, Tilburg University, Center for Economic Research.
  28. Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013. "Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 345, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  29. António Afonso & Michael G. Arghyrou & Alexandros Kontonikas, 2012. "The determinants of sovereign bond yield spreads in the EMU," Working Papers, Business School - Economics, University of Glasgow 2012_14, Business School - Economics, University of Glasgow.
  30. Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 35-44.
  31. Mink, Mark & de Haan, Jakob, 2013. "Contagion during the Greek sovereign debt crisis," Journal of International Money and Finance, Elsevier, Elsevier, vol. 34(C), pages 102-113.
  32. Paolo Angelini & Giuseppe Grande & Fabio Panetta, 2014. "The negative feedback loop between banks and sovereigns," Questioni di Economia e Finanza (Occasional Papers) 213, Bank of Italy, Economic Research and International Relations Area.
  33. Agnès Bénassy-Quéré & Guillaume Roussellet, 2012. "Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries," PSE - G-MOND WORKING PAPERS, HAL hal-00962455, HAL.
  34. Gabriele Galati & John Lewis & Steven Poelhekke & Chen Zhou, 2011. "Have market views on the sustainability of fiscal burdens influenced monetary authorities' credibility?," DNB Working Papers, Netherlands Central Bank, Research Department 304, Netherlands Central Bank, Research Department.
  35. Damiano Sandri & Ashoka Mody, 2011. "The Eurozone Crisis," IMF Working Papers 11/269, International Monetary Fund.
  36. Chiara Angeloni & Guntram B. Wolff, 2012. "Are banks affected by their holdings of government debt?," Working Papers, Bruegel 717, Bruegel.
  37. Conefrey, Thomas & Cronin, David, 2013. "Spillover in Euro Area Sovereign Bond Markets," Research Technical Papers 05/RT/13, Central Bank of Ireland.
  38. Patrick Augustin, 2012. "Sovereign Credit Default Swap Premia," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 12-10, New York University, Leonard N. Stern School of Business, Department of Economics.
  39. Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper 55208, University Library of Munich, Germany.
  40. Irina Stanga, 2011. "Sovereign and Bank Credit Risk during the Global Financial Crisis," DNB Working Papers, Netherlands Central Bank, Research Department 314, Netherlands Central Bank, Research Department.
  41. Schularick, Moritz, 2012. "Public debt and financial crises in the twentieth century," Discussion Papers 2012/1, Free University Berlin, School of Business & Economics.