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Citations for "Banking and Sovereign Risk in the Euro Area"

by Gerlach, Stefan & Schulz, Alexander & Wolff, Guntram B.

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  1. Anna Iara & Guntram B. Wolff, 2011. "Rules and risk in the euro area," Working Papers 615, Bruegel.
  2. Bernoth, Kerstin & Erdogan, Burcu, 2012. "Sovereign bond yield spreads: A time-varying coefficient approach," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 639-656.
  3. Daniele Pianeselli & Andrea Zaghini, 2014. "The cost of firms� debt financing and the global financial crisis," Temi di discussione (Economic working papers) 950, Bank of Italy, Economic Research and International Relations Area.
  4. De Grauwe, Paul & Ji, Yuemei, 2013. "Self-fulfilling crises in the Eurozone: An empirical test," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 15-36.
  5. Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 133-153.
  6. Paul de Grauwe & Yuemei Ji, 2013. "Self-fulfilling crises in the Eurozone: an empirical test," LSE Research Online Documents on Economics 49648, London School of Economics and Political Science, LSE Library.
  7. Andrea Cardillo & Andrea Zaghini, 2012. "The recent trends in long-term bank funding," Questioni di Economia e Finanza (Occasional Papers) 137, Bank of Italy, Economic Research and International Relations Area.
  8. Cantero-Saiz, Maria & Sanfilippo-Azofra, Sergio & Torre-Olmo, Begoña & López-Gutiérrez, Carlos, 2014. "Sovereign risk and the bank lending channel in Europe," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 1-20.
  9. Edward I. Altman & Herbert A. Rijken, 2013. "Sovereign default risk assessment," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 6-27.
  10. Bicu Andreea & Candelon Bertrand, 2012. "On the importance of indirect banking vulnerabilities in the Eurozone," Research Memorandum 033, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  11. Scott E. Page, 2012. "A complexity perspective on institutional design," Politics, Philosophy & Economics, , vol. 11(1), pages 5-25, February.
  12. António Afonso & Michael G. Arghyrou & Alexandros Kontonikas, 2012. "The determinants of sovereign bond yield spreads in the EMU," Working Papers 2012_14, Business School - Economics, University of Glasgow.
  13. M. Falagiarda & W. D. Gregori, 2014. "Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis," Working Papers wp961, Dipartimento Scienze Economiche, Universita' di Bologna.
  14. Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Membership in the Euro area and fiscal sustainability - Analysis through panel fiscal reaction functions," a/ Working Papers Series 1501, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
  15. Altman, Edward & Rijken, Herbert, 2012. "Toward a bottom-up approach to assessing sovereign default risk: an update," Journal of Financial Transformation, Capco Institute, vol. 34, pages 19-29.
  16. Pawel Gajewski, 2014. "Sovereign spreads and financial market behavior before and during the crisis," Lodz Economics Working Papers 4/2014, University of Lodz, Faculty of Economics and Sociology.
  17. Avino, Davide & Cotter, John, 2014. "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper 55208, University Library of Munich, Germany.
  18. Christiansen, Charlotte, 2014. "Integration of European bond markets," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 191-198.
  19. repec:ecb:ecbwps:20151781 is not listed on IDEAS
  20. Bayoumi, Tamim & Vitek, Francis, 2011. "Spillovers from the Euro Area Sovereign Debt Crisis: A Macroeconometric Model Based Analysis," CEPR Discussion Papers 8497, C.E.P.R. Discussion Papers.
  21. Horvath, Balint & Huizinga, Harry, 2011. "Does the European Financial Stability Facility bail out sovereigns or banks? An event study," CEPR Discussion Papers 8661, C.E.P.R. Discussion Papers.
  22. Bank for International Settlements, 2011. "The impact of sovereign credit risk on bank funding conditions," CGFS Papers, Bank for International Settlements, number 43, Autumn.
  23. Heather D. Gibson & Stephen G. Hall, & George S. Tavlas, 2015. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 15/13, Department of Economics, University of Leicester.
  24. Ludwig, Alexander, 2014. "A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 125-146.
  25. 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.
  26. Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2013. "Granger-causality in peripheral EMU public debt markets: A dynamic approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4627-4649.
  27. Fratzscher, Marcel & Rieth, Malte, 2015. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," CEPR Discussion Papers 10370, C.E.P.R. Discussion Papers.
  28. Giovanni Caggiano & Luciano Greco, 2012. "Fiscal and Financial Determinants of Eurozone Sovereign Spreads," "Marco Fanno" Working Papers 0148, Dipartimento di Scienze Economiche "Marco Fanno".
  29. Hui, Cho-Hoi & Lo, Chi-Fai & Lau, Chun-Sing, 2013. "Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3694-3703.
  30. Hale, Galina & Obstfeld, Maurice, 2014. "The euro and the geography of international debt flows," Working Paper Series 2014-10, Federal Reserve Bank of San Francisco.
  31. Pianeselli, Daniele & Zaghini, Andrea, 2013. "The cost of firms' debt financing," CFS Working Paper Series 2013/03, Center for Financial Studies (CFS).
  32. Gerald Eisenkopf & Zohal Hessami & Urs Fischbacher & Heinrich Ursprung, 2011. "Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland," CESifo Working Paper Series 3592, CESifo Group Munich.
  33. A. Pinna, 2014. "Shall We Keep Early Diers Alive?," Working Paper CRENoS 201411, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  34. Floros, Christos & Kizys, Renatas & Pierdzioch, Christian, 2013. "Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 166-173.
  35. Adrian Alter & Yves Stephan Schüler, 2011. "Credit Spead Interdependencies of European States and Banks during the Financial Crisis," Working Paper Series of the Department of Economics, University of Konstanz 2011-24, Department of Economics, University of Konstanz.
  36. Heather D. Gibson & Stephan G. Hall & George S. Tavlas, 2011. "The Greek financial crisis: growing imbalances and sovereign spreads," Discussion Papers in Economics 11/25, Department of Economics, University of Leicester.
  37. James R. Barth & Apanard (Penny) Prabha & Greg Yun, 2012. "The eurozone financial crisis: role of interdependencies between bank and sovereign risk," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 4(1), pages 76-97, April.
  38. Elisabetta Croci Angelini & Francesco Farina & Enzo Valentini, 2014. "Contagion across Eurozone's sovereign spreads and the Core-Periphery divide," Working Papers 45-2014, Macerata University, Department of Studies on Economic Development (DiSSE), revised Jan 2015.
  39. Falagiarda, Matteo & Reitz, Stefan, 2015. "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 276-295.
  40. Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015. "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 19-34.
  41. Ejsing, Jacob & Lemke, Wolfgang, 2011. "The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009," Economics Letters, Elsevier, vol. 110(1), pages 28-31, January.
  42. Avino, Davide & Cotter, John, 2013. "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper 56782, University Library of Munich, Germany.
  43. Ludwig, Alexander, 2013. "Sovereign risk contagion in the Eurozone: a time-varying coefficient approach," MPRA Paper 52340, University Library of Munich, Germany.
  44. De Grauwe, Paul & Ji, Yuemei, 2014. "How much Fiscal Discipline in a Monetary Union?," Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 348-360.
  45. Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015. "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 1-13.
  46. Alsakka, Rasha & ap Gwilym, Owain & Vu, Tuyet Nhung, 2014. "The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 235-257.
  47. Nicholas Apergis & Ahdi Noomen Ajmi, 2015. "Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 106-126, April.
  48. Luciana Barbosa & Sónia Costa, 2010. "Determinants of sovereign bond yield spreads in the euro area in," Working Papers w201022, Banco de Portugal, Economics and Research Department.
  49. Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, vol. 35(C), pages 35-44.
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