Nothing Special   »   [go: up one dir, main page]

create a website
Financial crises and bank funding: recent experience in the euro area. (2013). Rixtel, Adrian ; van Rixtel, Adrian ; Gasperini, Gabriele .
In: BIS Working Papers.
RePEc:bis:biswps:406.

Full description at Econpapers || Download paper

Cited: 86

Citations received by this document

Cites: 93

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Asset encumbrance in banks: Is systemic risk affected?. (2024). Querci, Francesca ; Ielasi, Federica ; Cipollini, Fabrizio.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002490.

    Full description at Econpapers || Download paper

  2. From Policy to Regime: the changing posture of the ECB between liquidity and collateral through the lens of Monetary Regime. (2023). Goghie, Alexandru-Stefan ; Giordano, Matteo.
    In: SocArXiv.
    RePEc:osf:socarx:rw3ms.

    Full description at Econpapers || Download paper

  3. Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy. (2023). Silvestrini, Andrea ; Pinoli, Sara ; Montino, Alessandro ; Ceci, Donato.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_778_23.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Money Market Fund Vulnerabilities: A Global Perspective. (2022). Bouveret, Antoine ; McCabe, Patrick E ; Martin, Antoine.
    In: Staff Reports.
    RePEc:fip:fednsr:93851.

    Full description at Econpapers || Download paper

  6. Money Market Fund Vulnerabilities: A Global Perspective. (2022). Bouveret, Antoine ; McCabe, Patrick E ; Martin, Antoine.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2022-12.

    Full description at Econpapers || Download paper

  7. Stress tests and capital requirement disclosures: do they impact banks’ lending and risk-taking decisions?. (2022). Marques, Aurea Ponte ; Ongena, Steven ; Konietschke, Paul.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222679.

    Full description at Econpapers || Download paper

  8. Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition. (2021). Troster, Victor ; Macedo, Demian.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:4:d:10.1007_s11403-021-00326-5.

    Full description at Econpapers || Download paper

  9. Targeted monetary policy and bank lending behavior. (2021). Fantino, Davide ; Benetton, Matteo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:142:y:2021:i:1:p:404-429.

    Full description at Econpapers || Download paper

  10. Is small beautiful? The resilience of small banks during the European debt crisis. (2021). Varotto, Simone ; Liu, Cai.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001290.

    Full description at Econpapers || Download paper

  11. Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis. (2021). Swarbrick, Jonathan ; Jonathan, Swarbrick ; Tobias, Blattner.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:21:y:2021:i:1:p:323-368:n:9.

    Full description at Econpapers || Download paper

  12. Covered bonds and bank portfolio rebalancing. (2021). Sondershaus, Talina ; Juelsrud, Ragnar E ; Cao, Jin.
    In: Working Paper.
    RePEc:bno:worpap:2021_6.

    Full description at Econpapers || Download paper

  13. The Stability of Retail Banks’ Deposit at the Early Stages of Covid-19 Pandemic: A Preliminary Evidence from Euro Area. (2020). Vento, Gianfranco A ; Agnese, Paolo.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:10:y:2020:i:6:f:10_6_12.

    Full description at Econpapers || Download paper

  14. A fistful of dollars:Transmission of global funding shocks to EMs. (2020). Mathur, Aakriti ; Kumar, Shekhar Hari.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp04-2020.

    Full description at Econpapers || Download paper

  15. Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis. (2020). Swarbrick, Jonathan ; Blattner, Tobias .
    In: Staff Working Papers.
    RePEc:bca:bocawp:20-34.

    Full description at Econpapers || Download paper

  16. Liquidity Funding Shocks: the Role of Banks’ Funding Mix. (2019). Alvarez, Antonio ; Posada, Diana ; Garcia-Cabo, Joaquin ; Fernandez, Alejandro.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:55:y:2019:i:2:d:10.1007_s10693-019-00314-8.

    Full description at Econpapers || Download paper

  17. Bank liquidity management through the issuance of bonds in the aftermath of the global financial crisis. (2019). Markmann, Holger ; Falkenbach, Heidi ; Milcheva, Stanimira.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:48:y:2019:i:c:p:32-47.

    Full description at Econpapers || Download paper

  18. The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs. (2019). Mizen, Paul ; Lombardi, Marco ; Illes, Anamaria.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:93:y:2019:i:c:p:117-141.

    Full description at Econpapers || Download paper

  19. The financial market effects of the ECBs asset purchase programs. (2019). Roth, Markus ; Lewis, Vivien.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:43:y:2019:i:c:p:40-52.

    Full description at Econpapers || Download paper

  20. Interpreting TARGET balances in the European Monetary Union: A critical review of the literature. (2019). Moro, Beniamino.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300889.

    Full description at Econpapers || Download paper

  21. Impact of higher capital buffers on banks’ lending and risk-taking: evidence from the euro area experiments. (2019). Varraso, Paolo ; Marques, Aurea Ponte ; Budrys, Ymantas ; Peeters, Jonas ; Cappelletti, Giuseppe.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192292.

    Full description at Econpapers || Download paper

  22. Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul.
    In: Lodz Economics Working Papers.
    RePEc:ann:wpaper:1/2019.

    Full description at Econpapers || Download paper

  23. Banks’ maturity transformation: risk, reward, and policy. (2018). Bologna, Pierluigi.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201863.

    Full description at Econpapers || Download paper

  24. Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2018). Balteanu, Irina ; Erce, Aitor.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:66:y:2018:i:4:d:10.1057_s41308-018-0066-4.

    Full description at Econpapers || Download paper

  25. Leverage—A Broader View. (2018). Alam, Zohair ; Singh, Manmohan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/062.

    Full description at Econpapers || Download paper

  26. Banks’ Maturity Transformation: Risk, Reward, and Policy. (2018). Bologna, Pierluigi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/045.

    Full description at Econpapers || Download paper

  27. Asset encumbrance, bank funding and fragility. (2018). Chapman, James ; Gai, Prasanna ; Anand, Kartik ; Ahnert, Toni.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118919.

    Full description at Econpapers || Download paper

  28. Bank stability and refinancing operations during the crisis: Which way causality?. (2018). Arnold, Ivo ; Soederhuizen, Beau.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:43:y:2018:i:c:p:79-89.

    Full description at Econpapers || Download paper

  29. Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. (2018). Ters, Kristyna ; Urban, Jorg.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:54:y:2018:i:c:p:123-142.

    Full description at Econpapers || Download paper

  30. Do European banks with a covered bond program issue asset-backed securities for funding?. (2018). Lugo, Stefano ; Kool, Clemens ; Boesel, Nils .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:81:y:2018:i:c:p:76-87.

    Full description at Econpapers || Download paper

  31. Monetary policy and cross-border interbank market fragmentation: lessons from the crisis. (2018). Swarbrick, Jonathan ; Blattner, Tobias Sebastian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182139.

    Full description at Econpapers || Download paper

  32. Competition and the pass-through of unconventional monetary policy: evidence from TLTROs. (2018). Fantino, Davide ; Benetton, Matteo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1187_18.

    Full description at Econpapers || Download paper

  33. .

    Full description at Econpapers || Download paper

  34. The financial market effects of the ECBs asset purchase programs. (2017). Roth, Markus ; Lewis, Vivien.
    In: Discussion Papers.
    RePEc:zbw:bubdps:232017.

    Full description at Econpapers || Download paper

  35. Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina.
    In: Working Papers.
    RePEc:stm:wpaper:22.

    Full description at Econpapers || Download paper

  36. The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene.
    In: Post-Print.
    RePEc:hal:journl:hal-01589269.

    Full description at Econpapers || Download paper

  37. Bank capital, lending and financing behaviour of dual banking systems. (2017). Louhichi, Awatef ; Boujelbene, Younes.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:41:y:2017:i:c:p:61-79.

    Full description at Econpapers || Download paper

  38. Reprint of: Central bank collateral frameworks. (2017). Nyborg, Kjell.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:83:y:2017:i:c:p:232-248.

    Full description at Econpapers || Download paper

  39. Central bank collateral frameworks. (2017). Nyborg, Kjell.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:76:y:2017:i:c:p:198-214.

    Full description at Econpapers || Download paper

  40. A tale of fragmentation: Corporate funding in the euro-area bond market. (2017). Zaghini, Andrea.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:49:y:2017:i:c:p:59-68.

    Full description at Econpapers || Download paper

  41. The Eurosystem collateral framework explained. (2017). Visser, Ad ; Sahel, Benjamin ; Corsi, Marco ; Bindseil, Ulrich.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2017189.

    Full description at Econpapers || Download paper

  42. Asset encumbrance and bank risk: First evidence from public disclosures in Europe. (2017). Banal-Estanol, Albert ; Khametshin, Dmitry ; Benito, Enrique.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12168.

    Full description at Econpapers || Download paper

  43. Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11957.

    Full description at Econpapers || Download paper

  44. Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies. (2017). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:17/07.

    Full description at Econpapers || Download paper

  45. Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter.
    In: BIS Working Papers.
    RePEc:bis:biswps:631.

    Full description at Econpapers || Download paper

  46. Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; Schiaffi, Stefano ; van Rixtel, Adrian.
    In: BIS Working Papers.
    RePEc:bis:biswps:614.

    Full description at Econpapers || Download paper

  47. Banks’ maturity transformation: risk, reward, and policy. (2017). Bologna, Pierluigi.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1159_17.

    Full description at Econpapers || Download paper

  48. A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1104_17.

    Full description at Econpapers || Download paper

  49. Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano.
    In: Working Papers.
    RePEc:bde:wpaper:1736.

    Full description at Econpapers || Download paper

  50. Bank response to higher capital requirements: Evidence from a quasi-natural experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:156.

    Full description at Econpapers || Download paper

  51. Bank response to higher capital requirements: Evidence from a quasi-natural experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:332016.

    Full description at Econpapers || Download paper

  52. Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding?. (2016). Lugo, Stefano ; Kool, Clemens ; Boesel, Nils .
    In: Working Papers.
    RePEc:use:tkiwps:1603.

    Full description at Econpapers || Download paper

  53. Turkish Non-Core Bank Liabilities. (2016). Yilmaz, Engin ; Süslü, Bora.
    In: South-Eastern Europe Journal of Economics.
    RePEc:seb:journl:v:14:y:2016:i:1:p:75-92.

    Full description at Econpapers || Download paper

  54. The Impact of the Eurozone Crisis on European Banks Stocks Contagion or Interdependence?. (2016). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene.
    In: Post-Print.
    RePEc:hal:journl:hal-01659719.

    Full description at Econpapers || Download paper

  55. The Impact of the Eurozone Crisis on European Banks Stocks Contagion or Interdependence?. (2016). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xix:y:2016:i:1:p:129-148.

    Full description at Econpapers || Download paper

  56. The interest rate pass-through in the euro area during the sovereign debt crisis. (2016). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:68:y:2016:i:c:p:386-402.

    Full description at Econpapers || Download paper

  57. Retail bank interest rate pass-through in the euro area: An empirical survey. (2016). Billon, Steve ; Andries, Natalia.
    In: Economic Systems.
    RePEc:eee:ecosys:v:40:y:2016:i:1:p:170-194.

    Full description at Econpapers || Download paper

  58. Collateral, Central Bank Repos, and Systemic Arbitrage. (2016). Nyborg, Kjell ; Fecht, Falko ; Woschitz, Jiri ; Rocholl, Jorg.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11663.

    Full description at Econpapers || Download paper

  59. The determinants of long-term debt issuance by European banks: evidence of two crises.. (2016). Yang, Jing ; Rixtel, Adrian ; Romo Gonzalez, Luna Azahara ; van Rixtel, Adrian.
    In: Working Papers.
    RePEc:bde:wpaper:1621.

    Full description at Econpapers || Download paper

  60. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113035.

    Full description at Econpapers || Download paper

  61. Safe, or not safe? Covered bonds and Bank Fragility. (2015). Chapman, James ; Ahnert, Toni ; Anand, Kartik ; Gai, Prasanna.
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112875.

    Full description at Econpapers || Download paper

  62. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: Discussion Papers.
    RePEc:zbw:bubdps:102015.

    Full description at Econpapers || Download paper

  63. Bank and sovereign risk feedback loops. (2015). .
    In: Working Papers.
    RePEc:stm:wpaper:1.

    Full description at Econpapers || Download paper

  64. When Austrian banks cross borders. (2015). Segalla, Esther.
    In: Financial Stability Report.
    RePEc:onb:oenbfs:y:2015:i:29:b:4.

    Full description at Econpapers || Download paper

  65. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; Eickmeier, Sandra ; von Borstel, Julia .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2015/03.

    Full description at Econpapers || Download paper

  66. Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis?. (2015). Mizen, Paul ; Lombardi, Marco ; Illes, Anamaria .
    In: Discussion Papers.
    RePEc:not:notcfc:15/05.

    Full description at Econpapers || Download paper

  67. The Euro Monetary Fund. A proposal for sovereign-debt redemption. (2015). Seixas, Luis Manuel .
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp072015.

    Full description at Econpapers || Download paper

  68. Bank and sovereign risk feedback loops. (2015). Erce, Aitor.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:227.

    Full description at Econpapers || Download paper

  69. Global standards for liquidity regulation. (2015). Peek, Joe ; Liebmann, Eva .
    In: Current Policy Perspectives.
    RePEc:fip:fedbcq:2015_003.

    Full description at Econpapers || Download paper

  70. The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-15.

    Full description at Econpapers || Download paper

  71. Financial liberalization and the onset of financial crisis in Western European states between 1983 and 2011: An econometric investigation. (2015). Eichacker, Nina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:323-343.

    Full description at Econpapers || Download paper

  72. Central Bank Collateral Frameworks. (2015). Nyborg, Kjell.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10663.

    Full description at Econpapers || Download paper

  73. The determinants of long-term debt issuance by European banks: evidence of two crises. (2015). Yang, Jing ; Rixtel, Adrian ; Romo Gonzalez, Luna Azahara ; van Rixtel, Adrian.
    In: BIS Working Papers.
    RePEc:bis:biswps:513.

    Full description at Econpapers || Download paper

  74. Why did bank lending rates diverge from policy rates after the financial crisis?. (2015). Mizen, Paul ; Lombardi, Marco ; Illes, Anamaria .
    In: BIS Working Papers.
    RePEc:bis:biswps:486.

    Full description at Econpapers || Download paper

  75. Bank Funding Costs for International Banks. (2014). Spaltro, Marco ; Babihuga, Rita.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/071.

    Full description at Econpapers || Download paper

  76. The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). Rharrabti, Houda ; Raymond, Helene ; Allegret, Jean-Pierre.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141339.

    Full description at Econpapers || Download paper

  77. Bank crises and sovereign defaults in emerging markets: exploring the links. (2014). Erce, Aitor ; Balteanu, Irina.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:184.

    Full description at Econpapers || Download paper

  78. Structural evolutions and reforms of the French banking and financial system since the 1980s:Relationship with the legal process of European integration. (2014). Levasseur, Sandrine ; Creel, Jerome ; Blot, Christophe ; Delatte, Anne-Laure ; Labondance, Fabien .
    In: Working papers.
    RePEc:fes:wpaper:wpaper66.

    Full description at Econpapers || Download paper

  79. Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach. (2014). Carbo Valverde, Santiago ; Camba-Mendez, Gonzalo ; Rodriguez-Palenzuela, Diego ; Carbo-Valverde, Santiago .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141741.

    Full description at Econpapers || Download paper

  80. The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). rharrabti, houda ; RAYMOND, Helene ; Allegret, Jean-Pierre.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2014-24.

    Full description at Econpapers || Download paper

  81. Chapter 4: Banking Union: Who Should Take Charge?. (2014). Valentinyi, Akos ; Sturm, Jan-Egbert ; Sinn, Hans-Werner ; James, Harold ; Driffill, Edward ; Bertola, Giuseppe.
    In: EEAG Report on the European Economy.
    RePEc:ces:eeagre:v::y:2014:i::p:91-108.

    Full description at Econpapers || Download paper

  82. The EEAG Report on the European Economy 2014: The road towards cohesion. (2014). Sturm, Jan-Egbert ; Sinn, Hans-Werner ; James, Harold ; Driffill, Edward ; Bertola, Giuseppe ; Valentinyi, Akos.
    In: EEAG Report on the European Economy.
    RePEc:ces:eeagre:v::y:2014:i::p:01-120.

    Full description at Econpapers || Download paper

  83. The negative feedback loop between banks and sovereigns. (2014). Grande, Giuseppe ; Angelini, Paolo ; Panetta, Fabio.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_213_14.

    Full description at Econpapers || Download paper

  84. Banking crises and sovereign defaults in emerging markets: exploring the links. (2014). Erce, Aitor ; Balteanu, Irina.
    In: Working Papers.
    RePEc:bde:wpaper:1414.

    Full description at Econpapers || Download paper

  85. Eine ökonomische Analyse der Systemrelevanz von Banken. (2013). Gunther, Susanne .
    In: Arbeitspapiere.
    RePEc:zbw:wwuifg:139.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by usersubmitted

  1. ______ (2009): “Ten propositions about liquidity crises”, BIS Working Papers, no 293.
    Paper not yet in RePEc: Add citation now
  2. ______ (2010a): “The ECB’s response to the financial crisis”, Monthly Bulletin, October, pp 59–74.
    Paper not yet in RePEc: Add citation now
  3. ______ (2010b): “Funding patterns and liquidity management of internationally active banks”, CGFS Papers, no 39.
    Paper not yet in RePEc: Add citation now
  4. ______ (2010c): “Long-term issues in international banking”, CGFS Papers, no 41.
    Paper not yet in RePEc: Add citation now
  5. ______ (2010c): EU banking sector stability, September.
    Paper not yet in RePEc: Add citation now
  6. ______ (2011a): “The ECB’s non-standard measures – Impact and phasing-out”, Monthly Bulletin, July, pp 55–69.
    Paper not yet in RePEc: Add citation now
  7. ______ (2011a): “The impact of sovereign credit risk on bank funding conditions”, CGFS Papers, no 43.
    Paper not yet in RePEc: Add citation now
  8. ______ (2011b): “Fixed income strategies of insurance companies and pension funds”, CGFS Papers, no 44.
    Paper not yet in RePEc: Add citation now
  9. ______ (2011c): “Euro area markets for banks’ long-term debt financing instruments: Recent developments, state of integration and implications for monetary policy transmission”, Monthly Bulletin, November, pp 73–90.
    Paper not yet in RePEc: Add citation now
  10. ______ (2011d): The implementation of monetary policy in the euro area: General documentation on Eurosystem monetary policy instruments and procedures, updated version, September.
    Paper not yet in RePEc: Add citation now
  11. ______ (2012): “Banks’ use of covered bonds funding stable”, Global Special Report, 29 June.
    Paper not yet in RePEc: Add citation now
  12. ______ (2012a): Changes in bank financing patterns, April.
    Paper not yet in RePEc: Add citation now
  13. ______ (2012b): Financial integration in Europe, April.
    Paper not yet in RePEc: Add citation now
  14. ______ (2012c): Annual report 2011, April.
    Paper not yet in RePEc: Add citation now
  15. ______ (2012d): Manual on MFI balance sheet statistics, April.
    Paper not yet in RePEc: Add citation now
  16. ______ (2012e): “Technical features of Outright Monetary Transactions”, press release, 6 September.
    Paper not yet in RePEc: Add citation now
  17. Acharya, V, I Drechsler and P Schnabl (2011): “A pyrrhic victory? Bank bailouts and sovereign risk”, NBER Working Paper, no 17136.

  18. Adrian, T and H-S Shin (2010): “The changing nature of financial intermediation and the financial crisis of 2007–2009,” Annual Review of Economics, vol 2, pp 603–18.

  19. Affinito, M and E Tagliaferri (2010): “Why do (or did?) banks securitize their loans? Evidence from Italy”, Banca d’Italia Temi di Discussione, no 741.

  20. Annaert, J, M de Ceuster, P van Roy and C Vespro (2012): “What determines euro area bank CDS spreads?”, Journal of International Money and Finance, forthcoming.

  21. Association for Financial Markets in Europe (2012): “Securitisation data report – Q1:2012”, 8 June.
    Paper not yet in RePEc: Add citation now
  22. Baba, N, R McCauley and S Ramaswamy (2009): “US dollar money market funds and non-US banks”, BIS Quarterly Review, March, pp 65–81.

  23. Bannier, C and D Hänsel (2008): “Determinants of European banks’ engagement in loan securitisation”, Deutsche Bundesbank Discussion Paper Banking and Financial Studies, no 10/2008.
    Paper not yet in RePEc: Add citation now
  24. Barth, J, A Prabha and G Yun (2012): “The eurozone financial crisis: Role of interdependencies between bank and sovereign”, Journal of Financial Economic Policy, vol 4(1), pp 76–97.
    Paper not yet in RePEc: Add citation now
  25. Basel Committee on Banking Supervision (2011), Basel III: A global regulatory framework for more resilient banks and banking systems, revised edition, June.
    Paper not yet in RePEc: Add citation now
  26. Beltratti, A and R Stulz (2012): “The credit crisis around the globe: Why did some banks perform better?”, Journal of Financial Economics, vol 105(1), pp 1–17.

  27. Blundell-Wignall, A (2012): “Solving the financial and sovereign debt crisis in Europe”, OECD Financial Market Trends, vol 2011(2), pp 201–24.
    Paper not yet in RePEc: Add citation now
  28. Bologna, P (2011): “Is there a role for funding in explaining recent US banks’ failures?”, Banca d’Italia Questioni di Economia e Finanza, no 103.

  29. Boot, A and A Thakor (2010): “Chapter 3: The accelerating integration of banks and markets and its implications for regulation”, in A Berger, P Molyneux and J Wilson (eds), The Oxford handbook of banking, Oxford University Press, pp 58–9.
    Paper not yet in RePEc: Add citation now
  30. Borio, C (2008): “The financial turmoil of 2007-?: A preliminary assessment and some policy considerations”, BIS Working Papers, no 251.

  31. Borio, C and P Lowe (2002): “Assessing the risk of banking crises”, BIS Quarterly Review, December, pp 43–54.
    Paper not yet in RePEc: Add citation now
  32. Borio, C, B Vale and G von Peter (2010): “Resolving the financial crisis: Are we heeding the lessons from the Nordics?”, BIS Working Papers, no 311.

  33. Bornhorst, F, A Mody and F Ohnsorge (2012): “The Eurozone: A crisis foretold?”, IMF Working Paper, no WP/12/, June.
    Paper not yet in RePEc: Add citation now
  34. Boz, E and E Mendoza (2010): “Financial innovation, the discovery of risk, and the US credit crisis”, NBER Working Paper, no 16020.

  35. Carbó-Valverde, S, R Rosen and F Rodríguez-Fernández (2011): “Are covered bonds a substitute for mortgage-backed securities?”, Federal Reserve Bank of Chicago Working Paper Series, no 2011-14.
    Paper not yet in RePEc: Add citation now
  36. Cardone-Riportella, C, R Samaniego-Medina and A Trujillo-Ponce (2010): “What drives bank securitisations? The Spanish experience”, Journal of Banking & Finance, vol 34(11), pp 2639–51.

  37. Caruana, J (2011): “Financial and real sector interactions: Enter the sovereign ex machina”, speech delivered at the CAFRAL/BIS Conference on “Financial sector regulation for growth, equity and stability in the post-crisis world”, Mumbai, 15 November.
    Paper not yet in RePEc: Add citation now
  38. Caruana, J and A van Rixtel (2012): “Mercados financieros internacionales y financiación bancaria en la zona del euro: dinámica y participantes”, Economistas, no 133, pp 6-20.
    Paper not yet in RePEc: Add citation now
  39. Caruana, J and S Avdjiev (2012): “Sovereign creditworthiness and financial stability: An international perspective”, Banque de France Financial Stability Review, no 16, April, pp 71–85.

  40. Committee on the Global Financial System (2010a): “The functioning and resilience of cross- border funding markets”, CGFS Papers, no 37.
    Paper not yet in RePEc: Add citation now
  41. Cornett, M, J McNutt, P Strahan and H Tehranian (2011): “Liquidity risk management and credit supply in the financial crisis”, Journal of Financial Economics, vol 101(2), pp 297–312.

  42. Criado, S and A van Rixtel (2008): “Structured finance and the financial turmoil of 2007-2008: An introductory overview”, Banco de España Documentos Ocasionales, no 0808.

  43. Dagher, J and K Kazimov (2012): “Banks’ liability structure and mortgage lending during the financial crisis”, IMF Working Paper, no 12/155.

  44. Dell’Ariccia, G, D Igan and L Laeven (2012): “Credit booms and lending standards: Evidence from the subprime mortgage market”, Journal of Money, Credit and Banking, vol 44(2-3), pp 367–84.

  45. Demirgüç-Kunt, and H Huizinga (2010): “Bank activity and funding strategies: The impact on risk and returns” Journal of Financial Economics, vol 98(3), pp 626–50.

  46. Dinger, V and B Craig (2012): “Uncertainty and bank wholesale funding”, mimeograph.

  47. European Banking Federation (2011): “Euribor-EBF welcomes ECB’s change in collateral eligibility”, October.
    Paper not yet in RePEc: Add citation now
  48. European Central Bank (2009): EU banks’ funding structures and policies, May.
    Paper not yet in RePEc: Add citation now
  49. European Covered Bond Council (2011): European covered bond fact book.
    Paper not yet in RePEc: Add citation now
  50. Fender, I and P McGuire (2010a): “European banks’ US dollar funding pressures”, BIS Quarterly Review, June, pp 57–64.

  51. Fender, I and P McGuire (2010b): “Bank structure, funding risk and the transmission of shocks across countries: Concepts and measurement”, BIS Quarterly Review, September, pp 63–79.

  52. Financial crises and bank funding: recent experience in the euro area 27 Brunnermeier, M (2009): “Deciphering the liquidity and credit crunch 2007-2008”, Journal of Economic Perspectives, vol 23(1), pp 77–100.
    Paper not yet in RePEc: Add citation now
  53. Financial Crisis Inquiry Commission (2011): The financial crisis inquiry report.
    Paper not yet in RePEc: Add citation now
  54. Fitch (2011): “Trends in bank funding profiles: Secured financing on the rise, but likely to tail off”, Global Special Report, 16 June.
    Paper not yet in RePEc: Add citation now
  55. Hahm, J-H, H Shin and K Shin (2012): “Non-core bank liabilities and financial vulnerability”, mimeo, 9 July.
    Paper not yet in RePEc: Add citation now
  56. Huang, R and L Ratnovski (2011): “The dark side of bank wholesale funding”, Journal of Financial Intermediation, vol 20(2), pp 248–63.

  57. International Financing Review (2012): “Covered bonds: Forging a new identity”, Special Report, July.
    Paper not yet in RePEc: Add citation now
  58. International Monetary Fund (2012), Global Financial Stability Report, October. Financial crises and bank funding: recent experience in the euro area 29 International Capital Market Association: European repo market survey, various issues.
    Paper not yet in RePEc: Add citation now
  59. Ivashina, V and D Scharfstein (2010): “Bank lending during the financial crisis of 2008”, Journal of Financial Economics, vol 97(3), pp 319–38.

  60. Jermann, U and V Quadrini (2006): “Financial innovations and macroeconomic volatility”, NBER Working Paper, no 12308.

  61. Kalemli-Ozcan, S, B Sorensen and S Yesiltas (2012): “Leverage across firms, banks and countries”, Journal of International Economics, forthcoming.

  62. Karim, D, I Liadze, R Barrell and E Davis (2012): “Off-balance sheet exposures and banking crises in OECD countries”, Journal of Financial Stability, forthcoming.
    Paper not yet in RePEc: Add citation now
  63. Keys, B, T Mukherjee, A Seru and V Vig (2010): “Did securitisation lead to lax screening? Evidence from subprime loans”, Quarterly Journal of Economics, vol 125(1), pp 307–62.
    Paper not yet in RePEc: Add citation now
  64. López-Espinosa, G, A Moreno, A Rubia and L Valderrama (2012): “Short-term wholesale funding and systemic risk: A global CoVaR approach”, Journal of Banking & Finance, vol 36(12), pp 3150–62.

  65. Laeven, L and F Valencia (2008): “Systemic banking crises: A new database”, IMF Working Paper, no 08/224.

  66. Laeven, L and F Valencia (2012): “Systemic banking crises database: An update”, IMF Working Paper, no 12/163.
    Paper not yet in RePEc: Add citation now
  67. Lamfalussy, A (2000): Financial crises in emerging markets: An essay on financial globalisation and fragility, Yale University Press.
    Paper not yet in RePEc: Add citation now
  68. Lane, P (2012): “The European sovereign debt crisis”, Journal of Economic Perspectives, vol 26(3), pp 49–68.

  69. Loutskina, E (2011): “The role of securitisation in bank liquidity and funding management”, Journal of Financial Economics, vol 100(3), pp 663–84.

  70. Martín-Oliver, A and J Saurina (2007): “Why do banks securitize assets?”, mimeograph, November.
    Paper not yet in RePEc: Add citation now
  71. McGuire, P and G von Peter (2009): “The US dollar shortage in global banking and the international policy response”, BIS Working Papers, no 291.

  72. Merck Martel, M, A van Rixtel and E González Mota (2012): “Business models of international banks in the wake of the 2007-2009 global financial crisis”, Banco de España Revista de Estabilidad Financiera, no 22, pp 99–121.
    Paper not yet in RePEc: Add citation now
  73. Mian, A and A Sufi (2009): “The consequences of mortgage credit expansion: Evidence from the 2007 mortgage default crisis”, Quarterly Journal of Economics, vol 124(4), pp 1449–96.

  74. Michalopoulos, S., L Laeven and R Levine (2011): “Financial innovation and endogenous growth”, Institute for Advanced Study, School of Social Science, Economics Working Paper, no 0097.

  75. Mody, A and D Sandri (2011): “The Eurozone crisis: How banks and sovereigns came to be joined at the hip?”, IMF Working Paper, no WP/11/269.

  76. Nadauld, T and S Sherlund (2012): “The impact of securitisation on the expansion of subprime credit”, Journal of Financial Economics, forthcoming.
    Paper not yet in RePEc: Add citation now
  77. Oliver Wyman (2011): The state of European bank funding, November.
    Paper not yet in RePEc: Add citation now
  78. Panetta, F, T Faeh, G Grande, C Ho, M King, A Levy, F Signoretti, M Taboga and A Zaghini (2009): “An assessment of financial sector rescue programmes”, BIS Papers, no 48.

  79. Portes, R (2012): “The Eurozone crisis – April 2012”, mimeo.
    Paper not yet in RePEc: Add citation now
  80. Raddatz, C (2010): “Liquidity and the use of wholesale funds in the transmission of the U.S. subprime crisis”, World Bank Policy Research Working Paper, no 5203.
    Paper not yet in RePEc: Add citation now
  81. Reinhart, C and K. Rogoff (2009): This time is different: Eight centuries of financial folly, Princeton University Press.

  82. Reinhart, C., and K. Rogoff, 2009. This Time is Different: Eight Centuries of Financial Folly. Princeton University Press.

  83. Rixtel, A van (2002): Informality and monetary policy in Japan: The political economy of bank performance, Cambridge University Press.

  84. Rixtel, A van and S Criado (2010): “The contribution of structured finance to the financial crisis: An introductory overview”, in R Kolb (ed.), Lessons from the financial crisis: Causes, consequences, and our economic future, John Wiley & Sons, pp 239– 46.
    Paper not yet in RePEc: Add citation now
  85. Romo González, L and A van Rixtel (2011): “Non-enhanced debt financing by euro area banks under severe financial stress”, Banco de España Revista de Estabilidad Financiera, no 20, pp 94–117.
    Paper not yet in RePEc: Add citation now
  86. Shambaugh, J (2012): “The Euro’s three crises”, Brookings Papers on Economic Activity, Spring, pp 157–231.

  87. Shin, H (2009): “Reflections on Northern Rock: The bank run that heralded the global financial crisis”, Journal of Economic Perspectives, vol 23(1), pp 101–19.

  88. Society of Actuaries (2012): “RMTF - RMM Option Adjusted Spread Definition”, Society of Actuaries.
    Paper not yet in RePEc: Add citation now
  89. Song, F and A Thakor (2010): “Financial system architecture and the co-evolution of banks and capital markets”, The Economic Journal, vol 120(547), pp 1021–55.

  90. Standard & Poor’s (2012): “ECB loans reduce the risk of a funding crisis, but won’t stop banks from reducing loan growth”, Global Credit Portal Ratings Direct, 21 February.
    Paper not yet in RePEc: Add citation now
  91. Uhde, A and T Michalak (2010): “Securitization and systematic risk in European banking: Empirical evidence”, Journal of Banking & Finance, vol 34(12), pp 3061–77.

  92. Vazquez, F and P Federico (2012): “Bank funding structures and risk: Evidence from the global financial crisis”, IMF Working Paper, no WP/12/29. Windas, T (2007): Introduction to option-adjusted spread analysis, Bloomberg.

  93. World Bank (1998): East Asia: The road to recovery, The World Bank.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The macroeconomic effects of the Euro Area?s fiscal consolidation 2011-2013. (2015). Schoder, Christian ; Rannenberg, Ansgar ; Strasky, Jan .
    In: IMK Working Paper.
    RePEc:imk:wpaper:156-2015.

    Full description at Econpapers || Download paper

  2. Intertwined sovereign and bank solvencies in a simple model of self-fulfilling crisis. (2015). Lizarazo, Sandra ; Adler, Gustavo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:428-448.

    Full description at Econpapers || Download paper

  3. Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2015). Rieth, Malte ; Fratzscher, Marcel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10370.

    Full description at Econpapers || Download paper

  4. BAD BANK AND OTHER POSSIBLE BANKS’ RESCUING MODELS – THE CASE OF SLOVENIA. (2015). TOMEC, MATEJ ; Markovic-Hribernik, Tanja .
    In: Annals - Economy Series.
    RePEc:cbu:jrnlec:y:2015:v:1i:p:128-141.

    Full description at Econpapers || Download paper

  5. The macroeconomic effects of the Euro Areas fiscal consolidation 2011-2013: A Simulation-based approach. (2015). Schoder, Christian ; Rannenberg, Ansgar ; Strasky, Jan .
    In: Research Technical Papers.
    RePEc:cbi:wpaper:03/rt/15.

    Full description at Econpapers || Download paper

  6. The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20149.

    Full description at Econpapers || Download paper

  7. Lessons from the European financial crisis. (2014). Pagano, Marco.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:486.

    Full description at Econpapers || Download paper

  8. Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention.. (2014). Dufourt, Frédéric ; Dai, Meixing ; CHENG, Jin.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2014-05.

    Full description at Econpapers || Download paper

  9. Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:55208.

    Full description at Econpapers || Download paper

  10. The Euro and The Geography of International Debt Flows. (2014). Obstfeld, Maurice ; Hale, Galina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20033.

    Full description at Econpapers || Download paper

  11. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19985.

    Full description at Econpapers || Download paper

  12. Fiscal sustainability in the presence of systemic banks: the case of EU countries. (2014). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:21:y:2014:i:3:p:436-467.

    Full description at Econpapers || Download paper

  13. Credibility and Crisis Stress Testing. (2014). Ong, Li Lian ; Pazarbasioglu, Ceyla.
    In: IJFS.
    RePEc:gam:jijfss:v:2:y:2014:i:1:p:15-81:d:33005.

    Full description at Econpapers || Download paper

  14. The Euro and the Geography of International Debt Flows. (2014). Obstfeld, Maurice ; Hale, Galina.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2014-10.

    Full description at Econpapers || Download paper

  15. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Delatte, Anne-Laure.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1408.

    Full description at Econpapers || Download paper

  16. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:151-165.

    Full description at Econpapers || Download paper

  17. Sovereign and bank CDS spreads: Two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:72-85.

    Full description at Econpapers || Download paper

  18. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vašíček, Bořek ; Vaiek, Boek ; Miao, RongHui ; Calice, Giovanni ; trba, Filip .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141717.

    Full description at Econpapers || Download paper

  19. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141666.

    Full description at Econpapers || Download paper

  20. Systemic risk and bank business models. (2014). Zhou, Chen ; van Oordt, Maarten.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:442.

    Full description at Econpapers || Download paper

  21. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract. (2014). Delatte, Anne-Laure ; Portes, Richard ; Fouquau, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/13143.

    Full description at Econpapers || Download paper

  22. A case for redistribution? Income inequality and wealth concentration in the recent crisis. (2014). Stockhammer, Engelbert ; Onaran, Ozlem ; Goda, Thomas.
    In: DOCUMENTOS DE TRABAJO CIEF.
    RePEc:col:000122:012186.

    Full description at Econpapers || Download paper

  23. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca .
    In: Working Paper series.
    RePEc:rim:rimwps:08_13.

    Full description at Econpapers || Download paper

  24. Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?. (2013). cotter, john ; Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:56782.

    Full description at Econpapers || Download paper

  25. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp052013.

    Full description at Econpapers || Download paper

  26. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca .
    In: Working Papers.
    RePEc:igi:igierp:471.

    Full description at Econpapers || Download paper

  27. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: Working Papers.
    RePEc:gla:glaewp:2013_05.

    Full description at Econpapers || Download paper

  28. Contagion during the Greek sovereign debt crisis. (2013). Mink, Mark ; de Haan, Jakob.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:34:y:2013:i:c:p:102-113.

    Full description at Econpapers || Download paper

  29. Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:4793-4809.

    Full description at Econpapers || Download paper

  30. One crisis, two crises…the subprime crisis and the European sovereign debt problems. (2013). Burietz, Aurore ; Ureche-Rangau, Loredana ; ureche -Rangau, Loredana .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:35-44.

    Full description at Econpapers || Download paper

  31. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, L..
    In: Working Papers.
    RePEc:bol:bodewp:wp863.

    Full description at Econpapers || Download paper

  32. Financial crises and bank funding: recent experience in the euro area. (2013). Rixtel, Adrian ; van Rixtel, Adrian ; Gasperini, Gabriele .
    In: BIS Working Papers.
    RePEc:bis:biswps:406.

    Full description at Econpapers || Download paper

  33. Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis. (2013). Tommasino, Pietro ; Pericoli, Marcello ; Giordano, Raffaela.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_904_13.

    Full description at Econpapers || Download paper

  34. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
    In: Working Papers.
    RePEc:ste:nystbu:12-10.

    Full description at Econpapers || Download paper

  35. Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:12/828.

    Full description at Econpapers || Download paper

  36. The Big C: Identifying Contagion. (2012). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18465.

    Full description at Econpapers || Download paper

  37. A Coasean Approach to Bank Resolution Policy in the Eurozone. (2012). Connor, Gregory.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n233-12.pdf.

    Full description at Econpapers || Download paper

  38. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp362012.

    Full description at Econpapers || Download paper

  39. “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”. (2012). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
    In: IREA Working Papers.
    RePEc:ira:wpaper:201219.

    Full description at Econpapers || Download paper

  40. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00962455.

    Full description at Econpapers || Download paper

  41. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: PSE - G-MOND WORKING PAPERS.
    RePEc:hal:gmonwp:hal-00962455.

    Full description at Econpapers || Download paper

  42. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers.
    RePEc:gla:glaewp:2012_14.

    Full description at Econpapers || Download paper

  43. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin.
    In: Staff Reports.
    RePEc:fip:fednsr:579.

    Full description at Econpapers || Download paper

  44. The “Big C”: identifying and mitigating contagion. (2012). Forbes, Kristin.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2012:p:23-87.

    Full description at Econpapers || Download paper

  45. Robust Capital Regulation. (2012). Thakor, Anjan ; Schuermann, Til ; Mehran, Hamid ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8792.

    Full description at Econpapers || Download paper

  46. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek.
    In: Working Papers.
    RePEc:cnb:wpaper:2012/07.

    Full description at Econpapers || Download paper

  47. Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara .
    In: Working Papers.
    RePEc:bre:wpaper:717.

    Full description at Econpapers || Download paper

  48. Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland. (2011). Ursprung, Heinrich ; Hessami, Zohal ; Fischbacher, Urs ; Eisenkopf, Gerald ; Alter, Adrian ; Schuler, Yves Stephan .
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1134.

    Full description at Econpapers || Download paper

  49. Sovereign and Bank Credit Risk during the Global Financial Crisis. (2011). Stanga, Irina .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:314.

    Full description at Econpapers || Download paper

  50. Have market views on the sustainability of fiscal burdens influenced monetary authorities credibility?. (2011). Zhou, Chen ; Poelhekke, Steven ; Lewis, John ; Galati, Gabriele.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:304.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 16:47:44 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.