Bank Exposures and Sovereign Stress Transmission
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- 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.
- 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.
- 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," 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.
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More about this item
Keywords
bank lending; credit risk; crisis; euro; sovereign exposures; sovereign risk;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F3 - International Economics - - International Finance
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2016-05-28 (European Economics)
- NEP-MAC-2016-05-28 (Macroeconomics)
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