Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the euro area and its drivers
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More about this item
Keywords
sovereign-bank-loop; bank distress; instrumental variable estimation; bank exposures; macroeconomic performance;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F3 - International Economics - - International Finance
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2018-11-19 (Banking)
- NEP-EEC-2018-11-19 (European Economics)
- NEP-MAC-2018-11-19 (Macroeconomics)
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