How is a firm’s credit risk affected by sovereign risk?
Author
Abstract
Suggested Citation
Note: 1125999
Download full text from publisher
References listed on IDEAS
- Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2017.
"Bank Exposures and Sovereign Stress Transmission,"
Review of Finance, European Finance Association, vol. 21(6), pages 2103-2139.
- Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2015. "Bank Exposures and Sovereign Stress Transmission," CSEF Working Papers 410, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 13 Jul 2017.
- Altavilla, Carlo & Pagano, Marco & Simonelli, Saverio, 2016. "Bank exposures and sovereign stress transmission," CFS Working Paper Series 539, Center for Financial Studies (CFS).
- Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2016. "Bank Exposures and Sovereign Stress Transmission," EIEF Working Papers Series 1613, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2016.
- Altavilla, Carlo & Pagano, Marco & Simonelli, Saverio, 2016. "Bank Exposures and Sovereign Stress Transmission," CEPR Discussion Papers 11269, C.E.P.R. Discussion Papers.
- Altavilla, Carlo & Pagano, Marco & Simonelli, Saverio, 2016. "Bank exposures and sovereign stress transmission," Working Paper Series 1969, European Central Bank.
- Altavilla, Carlo & Pagano, Marco & Simonelli, Saverio, 2016. "Bank exposures and sovereign stress transmission," ESRB Working Paper Series 11, European Systemic Risk Board.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2014.
"This Time is Different: A Panoramic View of Eight Centuries of Financial Crises,"
Annals of Economics and Finance, Society for AEF, vol. 15(2), pages 215-268, November.
- Reinhart, Karmen & Rogoff, Kenneth, 2009. ""This time is different": panorama of eight centuries of financial crises," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 77-114, March.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2008. "This Time is Different: A Panoramic View of Eight Centuries of Financial Crises," CEMA Working Papers 595, China Economics and Management Academy, Central University of Finance and Economics.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2008. "This Time is Different: A Panoramic View of Eight Centuries of Financial Crises," NBER Working Papers 13882, National Bureau of Economic Research, Inc.
- Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano, 2018.
"Banks, government Bonds, and Default: What do the data Say?,"
Journal of Monetary Economics, Elsevier, vol. 98(C), pages 98-113.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2013. "Banks, government bonds, and default: what do the data say?," Economics Working Papers 1378, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
- Nicola Gennaioli & Alberto Martín & Stefano Rossi, 2016. "Banks, Government Bonds, and Default: what do the Data Say?," Working Papers 910, Barcelona Graduate School of Economics.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2014. "Banks, Government Bonds, and Default; What do the Data Say?," IMF Working Papers 2014/120, International Monetary Fund.
- Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano, 2014. "Banks, Government Bonds, and Default: What do the Data Say?," CEPR Discussion Papers 10044, C.E.P.R. Discussion Papers.
- Viral V Acharya & Tim Eisert & Christian Eufinger & Christian Hirsch, 2018.
"Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans,"
Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 2855-2896.
- Acharya, Viral V & Eisert, Tim & Eufinger, Christian & Hirsch, Christian, 2014. "Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans," CEPR Discussion Papers 10108, C.E.P.R. Discussion Papers.
- Patrick Augustin & Hamid Boustanifar & Johannes Breckenfelder & Jan Schnitzler, 2018.
"Sovereign to Corporate Risk Spillovers,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 857-891, August.
- Augustin, Patrick & Boustanifar, Hamid & Breckenfelder, Johannes & Schnitzler, Jan, 2016. "Sovereign to corporate risk spillovers," Working Paper Series 1878, European Central Bank.
- Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2014.
"Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy,"
Working Paper
220976, Harvard University OpenScholar.
- Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2015. "Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy," Temi di discussione (Economic working papers) 1032, Bank of Italy, Economic Research and International Relations Area.
More about this item
Keywords
credit risk; non-financials; risk transmission; sovereign;JEL classification:
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- H81 - Public Economics - - Miscellaneous Issues - - - Governmental Loans; Loan Guarantees; Credits; Grants; Bailouts
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ecb:ecbrbu:2018:0053:. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Official Publications). General contact details of provider: http://edirc.repec.org/data/emieude.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.