Macroprudential policy and the sovereign-bank nexus in the euro area
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- Nikolay Hristov & Oliver Hülsewig & Benedikt Kolb, 2021. "Macroprudential Policy and the Sovereign-Bank Nexus in the Euro Area," CESifo Working Paper Series 9342, CESifo.
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"Did small banks trade off lending with government bond purchases during the Sovereign debt crisis?,"
International Review of Economics & Finance, Elsevier, vol. 86(C), pages 666-683.
- Pietrovito, Filomena & Pozzolo, Alberto Franco, 2022. "Did small banks trade-off lending with government bond purchases during the Sovereign debt crisis?," Economics & Statistics Discussion Papers esdp22083, University of Molise, Department of Economics.
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024.
"Macroprudential capital regulation and fiscal balances in the euro area,"
Journal of International Money and Finance, Elsevier, vol. 143(C).
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024. "Macroprudential capital regulation and fiscal balances in the euro area," Discussion Papers 06/2024, Deutsche Bundesbank.
- Nikolay Hristov & Oliver Hülsewig & Benedikt Kolb, 2024. "Macroprudential Capital Regulation and Fiscal Balances in the Euro Area," CESifo Working Paper Series 10968, CESifo.
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More about this item
Keywords
macroprudential policy; euro area; sovereign-bank nexus; panel vector autore-gressive model;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- H3 - Public Economics - - Fiscal Policies and Behavior of Economic Agents
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2021-10-04 (Banking)
- NEP-CBA-2021-10-04 (Central Banking)
- NEP-EEC-2021-10-04 (European Economics)
- NEP-FDG-2021-10-04 (Financial Development and Growth)
- NEP-MAC-2021-10-04 (Macroeconomics)
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