Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?
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- Frey, Rainer & Weth, Mark Andreas, 2019. "Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203537, Verein für Socialpolitik / German Economic Association.
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More about this item
Keywords
sovereign-bank nexus; sovereign bond holdings; yield seeking; moral suasion; capital adequacy; expansionary monetary policy; home bias; Sovereign-bank nexus; sovereign bond holdings; yield seeking; moral suasion; capital adequacy; expansionary monetary policy; home bias;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- H81 - Public Economics - - Miscellaneous Issues - - - Governmental Loans; Loan Guarantees; Credits; Grants; Bailouts
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2019-06-24 (Banking)
- NEP-EEC-2019-06-24 (European Economics)
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