Sovereign risk, interbank freezes, and aggregate fluctuations
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- Engler, Philipp & Große Steffen, Christoph, 2016. "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, vol. 87(C), pages 34-61.
- Philipp Engler & Christoph Große Steffen, 2014. "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin 1436, DIW Berlin, German Institute for Economic Research.
- Engler, Philipp & Große Steffen, Christoph, 2014. "Sovereign risk, interbank freezes, and aggregate fluctuations," Discussion Papers 2014/35, Free University Berlin, School of Business & Economics.
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Citations
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Cited by:- Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018.
"Income inequality and sovereign default,"
Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 211-232.
- Kiyoung Jeon & Zeynep Yom, 2016. "Income Inequality and Sovereign Default," Villanova School of Business Department of Economics and Statistics Working Paper Series 29, Villanova School of Business Department of Economics and Statistics.
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Journal of International Economics, Elsevier, vol. 123(C).
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- Luis Rojas & Dominik Thaler, 2020. "The Bright Side of the Doom Loop: Banks Exposure and Default Incentives," Working Papers 1143, Barcelona School of Economics.
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More about this item
Keywords
Bank-sovereign link; Domestic debt; interbank market; Non-Ricardian effects; Occasionally binding constraint; secondary markets; sovereign default;
All these keywords.JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- 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-BAN-2015-09-18 (Banking)
- NEP-DGE-2015-09-18 (Dynamic General Equilibrium)
- NEP-MAC-2015-09-18 (Macroeconomics)
Statistics
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