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Sovereign Exposures of European Banks: It Is Not All Doom. (2022). Vander Vennet, Rudi ; Present, Thomas ; Lamers, Martien.
In: JRFM.
RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:69-:d:741383.

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Cited: 4

Citations received by this document

Cites: 4

References cited by this document

Cocites: 32

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Does BRRD mitigate the bank-to-sovereign risk channel?. (2023). Vennet, Rudi Vander ; Soenen, Nicolas ; Present, Thomas ; Lamers, Martien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:23/1060.

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  2. Drivers of Sovereign Bond Demand – The Case of Japans. (2023). Piscarreta, Carlos Alberto.
    In: Working Papers REM.
    RePEc:ise:remwps:wp02642023.

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  3. European bank profitability: the Great Convergence?. (2022). Vander Vennet, Rudi ; Present, Thomas ; Lamers, Martien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:22/1039.

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  4. European bank profitability: The great convergence?. (2022). Vennet, Rudi Vander ; Present, Thomas ; Lamers, Martien.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003142.

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References

References cited by this document

  1. Enria, Andrea, Adam Farkas, and Lars Jul Overby. 2016. Sovereign Risk: Black Swans and White Elephants. European Economy 1: 51–71.
    Paper not yet in RePEc: Add citation now

  2. Journal of Banking and Finance 62: 126–40. [CrossRef] Fratzscher, Marcel, and Malte Rieth. 2019. Monetary Policy, Bank Bailouts and the Sovereign-bank Risk Nexus in the Euro Area.

  3. Kacperczyk, Marcin, Clemens Sialm, and Lu Zheng. 2005. On the industry concentration of actively managed equity mutual funds.

  4. Review of Finance 23: 745–75. [CrossRef] Gennaioli, Nicola, Alberto Martin, and Stefano Rossi. 2014. Sovereign default, domestic banks, and financial institutions. Journal of Finance 69: 819–66. [CrossRef] Heider, Florian, Farzad Saidi, and Glenn Schepens. 2019. Life below Zero: Bank Lending under Negative Policy Rates. The Review of Financial Studies 32: 3728–61. [CrossRef] Horvath, Balint L, Harry Huizinga, and Vasso Ioannidou. 2015. Determinants and Valuation Effects of the Home Bias in European Bankss Sovereign Debt Portfolios. CEPR Discussion Paper 10661: 1–40. [CrossRef] Jiménez, Gabriel, Steven Ongena, José-Luis Peydró, and Jesús Saurina. 2014. Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? Econometrica 82: 463–505.

Cocites

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  3. Does BRRD mitigate the bank-to-sovereign risk channel?. (2023). Vennet, Rudi Vander ; Soenen, Nicolas ; Present, Thomas ; Lamers, Martien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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  8. ECB Monetary Policy and the Term Structure of Bank Default Risk. (2022). Vennet, Rudi Vander ; Soenen, Nicolas ; Beernaert, Tom.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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  9. Sovereign Exposures of European Banks: It Is Not All Doom. (2022). Vander Vennet, Rudi ; Present, Thomas ; Lamers, Martien.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:69-:d:741383.

    Full description at Econpapers || Download paper

  10. ECB monetary policy and bank default risk?. (2022). Vander Vennet, Rudi ; Soenen, Nicolas.
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