Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt
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DOI: 10.1016/j.jimonfin.2021.102473
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Cited by:
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- António Afonso & José Alves & Sofia Monteiro, 2024. "Echoes of Instability: How Geopolitical Risks Shape Government Debt Holdings," Working Papers REM 2024/0333, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Tom Hudepohl, 2022. "The rebalancing channel of QE: New evidence at the security level in the euro area," Working Papers 756, DNB.
- António Afonso & José Alves & Sofia Monteiro, 2023.
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- António Afonso & José Alves & Sofia Monteiro, 2023. "Banks’ portfolio of government debt and sovereign risk," Working Papers REM 2023/0289, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Sahibzada, Irfan Ullah & Rizwan, Muhammad Suhail & Qureshi, Anum, 2022. "Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation," Journal of Banking & Finance, Elsevier, vol. 145(C).
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More about this item
Keywords
Euro area; Asset allocation; Sovereign debt; Sovereign debt rating;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
Statistics
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