IDEAS home Printed from https://ideas.repec.org/r/wly/jmoncb/v46y2014is1p93-121.html
   My bibliography  Save this item

Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Junye Li & Gabriele Zinna, 2014. "How much of bank credit risk is sovereign risk? Evidence from the eurozone," Temi di discussione (Economic working papers) 990, Bank of Italy, Economic Research and International Relations Area.
  2. repec:kap:regeco:v:55:y:2019:i:1:d:10.1007_s11149-018-09373-6 is not listed on IDEAS
  3. Valeriya Dinger & Francesco Vallascas, 2014. "Are Banks Less Likely to Issue Equity When They Are Less Capitalized?," IEER Working Papers 100, Institute of Empirical Economic Research, Osnabrueck University.
  4. Ricci, Ornella, 2015. "The impact of monetary policy announcements on the stock price of large European banks during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 245-255.
  5. repec:uts:finphd:5-2018 is not listed on IDEAS
  6. repec:eee:ecofin:v:44:y:2018:i:c:p:289-313 is not listed on IDEAS
  7. Bank for International Settlements, 2011. "The impact of sovereign credit risk on bank funding conditions," CGFS Papers, Bank for International Settlements, number 43, July.
  8. Albertazzi, Ugo & Ropele, Tiziano & Sene, Gabriele & Signoretti, Federico Maria, 2014. "The impact of the sovereign debt crisis on the activity of Italian banks," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 387-402.
  9. Xisong Jin & Francisco Nadal De Simone, 2017. "Systemic Financial Sector and Sovereign Risks," BCL working papers 109, Central Bank of Luxembourg.
  10. repec:eee:finsta:v:31:y:2017:i:c:p:93-106 is not listed on IDEAS
  11. Luis Brandao-Marques & Ricardo Correa & Horacio Sapriza, 2013. "International evidence on government support and risk taking in the banking sector," International Finance Discussion Papers 1086, Board of Governors of the Federal Reserve System (U.S.).
  12. repec:eee:empfin:v:49:y:2018:i:c:p:39-56 is not listed on IDEAS
  13. Demoussis, Michael & Drakos, Konstantinos & Giannakopoulos, Nicholas, 2016. "The Impact of Sovereign Ratings on Eurozone SMEs Credit Rationing," MPRA Paper 76364, University Library of Munich, Germany.
  14. Malliaropulos, Dimitris & Migiakis, Petros, 2018. "The re-pricing of sovereign risks following the Global Financial Crisis," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 39-56.
  15. Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie, 2016. "Systemic risk spillovers in the European banking and sovereign network," Journal of Financial Stability, Elsevier, vol. 25(C), pages 206-224.
  16. Juan Camilo Galvis Ciro & Helder Ferreira de Mendonça, 2016. "Inflation targeting credibility and sovereign risk: evidence from Colombia," Applied Economics Letters, Taylor & Francis Journals, vol. 23(14), pages 984-990, September.
  17. Kizys, Renatas & Paltalidis, Nikos & Vergos, Konstantinos, 2016. "The quest for banking stability in the euro area: The role of government interventions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 111-133.
  18. Bruno Giovannetti & Mauro Rodrigues, Eduardo Ros, 2014. "Investment Grade, Asset Prices and Changes in the Source of Systematic Risk," Working Papers, Department of Economics 2014_05, University of São Paulo (FEA-USP).
  19. repec:eme:jespps:jes-03-2016-0046 is not listed on IDEAS
  20. Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2014. "Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy," Working Paper 220976, Harvard University OpenScholar.
  21. repec:taf:applec:v:50:y:2018:i:9:p:934-956 is not listed on IDEAS
  22. Düll, Robert & König, Felix & Ohls, Jana, 2017. "On the exposure of insurance companies to sovereign risk − portfolio investments and market forces 1," LSE Research Online Documents on Economics 83195, London School of Economics and Political Science, LSE Library.
  23. Brůha, Jan & Kočenda, Evžen, 2018. "Financial stability in Europe: Banking and sovereign risk," Journal of Financial Stability, Elsevier, vol. 36(C), pages 305-321.
  24. Poghosyan, Tigran & Werger, Charlotte & de Haan, Jakob, 2016. "Size and support ratings of US banks," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 236-247.
  25. repec:eee:riibaf:v:42:y:2017:i:c:p:887-899 is not listed on IDEAS
  26. Ricardo Correa & Horacio Sapriza & Andrei Zlate, 2012. "Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis," International Finance Discussion Papers 1059, Board of Governors of the Federal Reserve System (U.S.).
  27. repec:eee:finana:v:55:y:2018:i:c:p:209-225 is not listed on IDEAS
  28. Polat, Tandogan, 2016. "Essays on banking sector’s dynamics, expectations, preferences and impact," Other publications TiSEM d064f029-f91e-47bc-b6d3-0, Tilburg University, School of Economics and Management.
  29. repec:eee:jimfin:v:85:y:2018:i:c:p:40-57 is not listed on IDEAS
  30. repec:eee:jbfina:v:85:y:2017:i:c:p:99-112 is not listed on IDEAS
  31. Mohapatra,Sanket & Nose,Manabu & Ratha,Dilip K., 2016. "Impacts of sovereign rating on sub-sovereign bond ratings in emerging and developing economies," Policy Research Working Paper Series 7618, The World Bank.
  32. Michael R King & Steven Ongena & Nikola Tarashev, 2016. "Bank standalone credit ratings," BIS Working Papers 542, Bank for International Settlements.
  33. repec:eee:jpolmo:v:40:y:2018:i:6:p:1243-1254 is not listed on IDEAS
  34. Düll, Robert & König, Felix & Ohls, Jana, 2017. "On the exposure of insurance companies to sovereign risk—Portfolio investments and market forces," Journal of Financial Stability, Elsevier, vol. 31(C), pages 93-106.
  35. 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.
  36. Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain, 2015. "Does sovereign creditworthiness affect bank valuations in emerging markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 113-129.
  37. Black, Lamont & Correa, Ricardo & Huang, Xin & Zhou, Hao, 2016. "The systemic risk of European banks during the financial and sovereign debt crises," Journal of Banking & Finance, Elsevier, vol. 63(C), pages 107-125.
  38. Correa, Ricardo & Sapriza, Horacio, 2014. "Sovereign Debt Crises," International Finance Discussion Papers 1104, Board of Governors of the Federal Reserve System (U.S.).
  39. Makinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2019. "Risky Bank Guarantees," CEPR Discussion Papers 13709, C.E.P.R. Discussion Papers.
  40. 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.
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.