Banks’ portfolio of government debt and sovereign risk
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- António Afonso & José Alves & Sofia Monteiro, 2023. "Banks’ Portfolio of Government Debt and Sovereign Risk," CESifo Working Paper Series 10692, CESifo.
References listed on IDEAS
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More about this item
Keywords
Banking; Sovereign Debt; Sovereign risk; Financial crisis; Ratings.;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- 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-2023-10-16 (Banking)
- NEP-CBA-2023-10-16 (Central Banking)
- NEP-FMK-2023-10-16 (Financial Markets)
- NEP-GER-2023-10-16 (German Papers)
- NEP-IFN-2023-10-16 (International Finance)
- NEP-OPM-2023-10-16 (Open Economy Macroeconomics)
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