“Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions"
Download full text from publisher
References listed on IDEAS
- König, Philipp & Anand, Kartik & Heinemann, Frank, 2014. "Guarantees, transparency and the interdependency between sovereign and bank default risk," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 321-337.
- Honohan, Patrick & Klingebiel, Daniela, 2003. "The fiscal cost implications of an accommodating approach to banking crises," Journal of Banking & Finance, Elsevier, vol. 27(8), pages 1539-1560, August.
- Ricardo Correa & Kuan‐Hui Lee & Horacio Sapriza & Gustavo A. Suarez, 2014.
"Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 46(s1), pages 93-121, February.
- Gustavo A. Suarez & Ricardo Correa & Kuan-Hui Lee & Horacio Sapriza, 2012. "Sovereign credit risk, banks' government support, and bank stock returns around the world," International Finance Discussion Papers 1069, Board of Governors of the Federal Reserve System (U.S.), revised 2012.
- Elva Bova & Marta Ruiz-Arranz & Frederik G Toscani & H. Elif Ture, 2016. "The Fiscal Costs of Contingent Liabilities; A New Dataset," IMF Working Papers 16/14, International Monetary Fund.
- Edda Zoli & Silvia Sgherri, 2009. "Euro Area Sovereign Risk During the Crisis," IMF Working Papers 09/222, International Monetary Fund.
- T. S. Breusch & A. R. Pagan, 1980.
"The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics,"
Review of Economic Studies,
Oxford University Press, vol. 47(1), pages 239-253.
- Breusch, T.S. & Pagan, A.R., 1980. "The Lagrange multiplier test and its applications to model specification in econometrics," CORE Discussion Papers RP 412, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Sam Langfield & Marco Pagano, 2016.
"Bank bias in Europe: effects on systemic risk and growth,"
CEPR;CES;MSH, vol. 31(85), pages 51-106.
- Sam Langfield & Marco Pagano, 2015. "Bank Bias in Europe: Effects on Systemic Risk and Growth," CSEF Working Papers 408, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Langfield, Sam & Pagano, Marco, 2015. "Bank bias in Europe: effects on systemic risk and growth," Working Paper Series 1797, European Central Bank.
- Pia Hüttl & Dirk Schoenmaker, 2016. "Fiscal capacity to support large banks," Policy Contributions 16765, Bruegel.
- Laborda, Ricardo & Olmo, Jose, 2014. "Investor sentiment and bond risk premia," Journal of Financial Markets, Elsevier, vol. 18(C), pages 206-233.
- Georgoutsos, Dimitris A. & Migiakis, Petros M., 2013.
"Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?,"
Journal of Banking & Finance,
Elsevier, vol. 37(11), pages 4650-4664.
- Dimitris A. Georgoutsos & Petros Migiakis, 2012. "Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?," Working Papers 143, Bank of Greece.
- repec:bde:journl:y:2017:i:6:d:aa:n:1 is not listed on IDEAS
- Eschenbach, Felix & Schuknecht, Ludger, 2002. "The fiscal costs of financial instability revisited," Working Paper Series 191, European Central Bank.
- Arslanalp, Serkan & Liao, Yin, 2014. "Banking sector contingent liabilities and sovereign risk," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 316-330.
- repec:bde:journl:y:2017:i:6:d:aa:n:10 is not listed on IDEAS
More about this item
KeywordsSovereign risk; Financial assistance; Fiscal capacity; Bailout; Contingent guarantee JEL classification:G01; H63;
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-EEC-2019-09-23 (European Economics)
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:ira:wpaper:201914. 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: (Alicia García). General contact details of provider: http://edirc.repec.org/data/feubaes.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 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.