The Vulnerability of Banks to Government default risk in the EMU
Download full text from publisher
Other versions of this item:
- Arnold, Ivo & Lemmen, Jan, 2001. "The Vulnerability of Banks to Government Default Risk in the EMU," International Finance, Wiley Blackwell, vol. 4(1), pages 101-125, Spring.
References listed on IDEAS
- Jan J.G. Lemmen & Charles A.E. Goodhart, 1999. "Credit Risks and European Government Bond Markets: A Panel Data Econometric Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 25(1), pages 77-107, Winter.
- Giovannini, Alberto & Piga, Gustavo, 1992. "Understanding the High Interest Rates on Italian Government Securities," CEPR Discussion Papers 720, C.E.P.R. Discussion Papers.
- Favero, Carlo A & Giavazzi, Francesco & Spaventa, Luigi, 1997.
"High Yields: The Spread on German Interest Rates,"
Royal Economic Society, vol. 107(443), pages 956-985, July.
- Carlo Ambrogio Favero & Francesco Giavazzi & Luigi Spaventa, "undated". "High Yielders: the Spread on German Interest Rates," Working Papers 102, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Carlo Favero & Francesco Giavazzi & Luigi Spaventa, 1996. "High Yields: The Spread on German Interest Rates," NBER Working Papers 5408, National Bureau of Economic Research, Inc.
- Favero, Carlo A. & Giavazzi, Francesco & Spaventa, Luigi, 1996. "High Yields: The Spread on German Interest Rates," CEPR Discussion Papers 1330, C.E.P.R. Discussion Papers.
- Toni Gravelle, 1999.
"Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market,"
CGFS Papers chapters,in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-37
Bank for International Settlements.
- Gravelle, Toni, 1999. "Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market," Staff Working Papers 99-11, Bank of Canada.
- Jan J.G. Lemmen, 1999. "Managing Government Default Risk in Federal States," FMG Special Papers sp116, Financial Markets Group.
- Nouriel Roubini & Jeffrey Sachs, 1989. "Government Spending and Budget Deficits in the Industrial Economies," NBER Working Papers 2919, National Bureau of Economic Research, Inc.
- Ivo Arnold, 1999. "The third leg of the stool: Financial stability as a prerequisite for EMU," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(2), pages 280-305, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger, 2004.
"Sovereign risk premia in the European government bond market,"
ZEI Working Papers
B 26-2003, University of Bonn, ZEI - Center for European Integration Studies.
- Schuknecht, Ludger & von Hagen, Jürgen & Bernoth, Kerstin, 2004. "Sovereign risk premia in the European government bond market," Working Paper Series 369, European Central Bank.
- Gómez-Puig, Marta, 2008.
"Monetary integration and the cost of borrowing,"
Journal of International Money and Finance,
Elsevier, vol. 27(3), pages 455-479, April.
- Marta Gómez-Puig, "undated". "Monetary integration and the cost of borrowing," Working Papers on International Economics and Finance 05-05, FEDEA.
- Marta Gomez Puig, 2005. "Monetary Integration and the Cost of Borrowing," Working Papers in Economics 134, Universitat de Barcelona. Espai de Recerca en Economia.
- Marta Gómez-Puig, 2005. "Monetary Integration And The Cost Of Borrowing," Working Papers 05-05, Asociación Española de Economía y Finanzas Internacionales.
- Waeibrorheem Waemustafa & Suriani Sukri, 2015. "Bank Specific and Macroeconomics Dynamic Determinants of Credit Risk in Islamic Banks and Conventional Banks," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 476-481.
- van Riet, Ad, 2015. "Market-preserving fiscal federalism in the European Monetary Union," MPRA Paper 77772, University Library of Munich, Germany.
- Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger, 2012.
"Sovereign risk premiums in the European government bond market,"
Journal of International Money and Finance,
Elsevier, vol. 31(5), pages 975-995.
- Bernoth, Kerstin & Hagen, Jürgen von & Schuknecht, Ludger, 2006. "Sovereign Risk Premiums in the European Government Bond Market," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 151, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Ullrich, Katrin, 2006. "Market discipline and the use of government bonds as collateral in the EMU," ZEW Discussion Papers 06-046, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Fazlioglu S., 2013. "Determinants of sovereign debt yield spreads under EMU: Pairwise approach," Research Memorandum 007, Maastricht University, Graduate School of Business and Economics (GSBE).
- Roel Beetsma & Koen Vermeylen, 2007.
"The effect of monetary unification on public debt and its real return,"
Springer, vol. 133(3), pages 393-415, December.
- Beetsma, Roel & Vermeylen, Koen, 2002. "The Effect of Monetary Unification on Public Debt and its Real Return," CEPR Discussion Papers 3491, C.E.P.R. Discussion Papers.
- Roel Beetsma & Koen Vermeylen, 2005. "The Effect of Monetary Unification on Public Debt and its Real Return," CESifo Working Paper Series 1400, CESifo Group Munich.
- Georges Hübner & Robert Joliet, 2013.
"Government Debt Denomination Policies Before and After the EMU Advent,"
Open Economies Review,
Springer, vol. 24(2), pages 283-309, April.
- G. Hübner & R. Joliet, 2013. "Government debt denomination policies before and after the EMU advent," Post-Print hal-00787175, HAL.
- Philipp Paulus, 2006. "Brüssel, Frankfurt oder Basel - Wo muss das Problem steigender Staatsschulden in der Europäischen Währungsunion gelöst werden?," Otto-Wolff-Institut Discussion Paper Series 01/2006, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland.
- Arnold, Ivo J.M., 2012. "Sovereign debt exposures and banking risks in the current EU financial crisis," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 906-920.
- Marco Buti & Sylvester Eijffinger & Daniele Franco, 2003.
"Revisiting the Stability and Growth Pact: grand design or internal adjustment?,"
European Economy - Economic Papers 2008 - 2015
180, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Buti, Marco & Eijffinger, Sylvester C W & Franco, Daniele, 2003. "Revisiting the Stability and Growth Pact: Grand Design or Internal Adjustment?," CEPR Discussion Papers 3692, C.E.P.R. Discussion Papers.
- Buti, Marco & Eijffinger, Sylvester C.W. & Franco, Daniele, 2003. "Revisiting the stability and growth pact: grand design or internal adjustment?," Seminarios y Conferencias 6567, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- van Riet, Ad, 2017. "Addressing the safety trilemma: a safe sovereign asset for the eurozone," ESRB Working Paper Series 35, European Systemic Risk Board.
- Jacek Rostowski, 2004. "The Stability and Growth Pact - Essential and Unfeasible," CASE Network Studies and Analyses 0275, CASE-Center for Social and Economic Research.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-EEC-2000-04-06 (European Economics)
- NEP-FMK-2000-04-04 (Financial Markets)
- NEP-IFN-2000-04-04 (International Finance)
StatisticsAccess and download statistics
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:fmg:fmgsps:sp115. 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: (The FMG Administration). General contact details of provider: http://www.lse.ac.uk/fmg/ .
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 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.