Preferential Regulatory Treatment and Banks' Demand for Government Bonds
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Gary Gorton & Lixin Huang, 2004.
"Liquidity, Efficiency, and Bank Bailouts,"
American Economic Review, American Economic Association, vol. 94(3), pages 455-483, June.
- Gary Gorton & Lixin Huang, 2002. "Liquidity, Efficiency and Bank Bailouts," NBER Working Papers 9158, National Bureau of Economic Research, Inc.
- Gary Gorton & Lixin Huang, 2002. "Liquidity, Efficiency and Bank Bailouts," Center for Financial Institutions Working Papers 02-33, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Acharya, Viral V. & Steffen, Sascha, 2015.
"The “greatest” carry trade ever? Understanding eurozone bank risks,"
Journal of Financial Economics, Elsevier, vol. 115(2), pages 215-236.
- Viral V. Acharya & Sascha Steffen, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers 19039, National Bureau of Economic Research, Inc.
- Acharya, Viral & Steffen, Sascha, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," CEPR Discussion Papers 9432, C.E.P.R. Discussion Papers.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2014.
"Sovereign Default, Domestic Banks, and Financial Institutions,"
Journal of Finance, American Finance Association, vol. 69(2), pages 819-866, April.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2009. "Sovereign default, domestic banks and financial institutions," Economics Working Papers 1170, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2012.
- Nicola Gennaioli & Alberto Martín & Stefano Rossi, 2012. "Sovereign Default, Domestic Banks and Financial Institutions," Working Papers 622, Barcelona School of Economics.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2012. "Sovereign Default, Domestic Banks, and Financial Institutions," Working Papers 462, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Gennaioli, Nicola & Rossi, Stefano & MartÃn, Alberto, 2010. "Sovereign Default, Domestic Banks and Financial Institutions," CEPR Discussion Papers 7955, C.E.P.R. Discussion Papers.
- Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2016.
"Banks and sovereign risk: A granular view,"
Journal of Financial Stability, Elsevier, vol. 25(C), pages 1-15.
- Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2013. "Banks and sovereign risk: A granular view," Discussion Papers 29/2013, Deutsche Bundesbank.
- Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2015. "Banks and Sovereign Risk: A Granular View," IWH Discussion Papers 12/2015, Halle Institute for Economic Research (IWH).
- Banerjee, Ryan N. & Mio, Hitoshi, 2018.
"The impact of liquidity regulation on banks,"
Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 30-44.
- Ryan N. Banerjee & Hitoshi Mio, 2014. "The Impact of Liquidity Regulation on Banks," BIS Working Papers 470, Bank for International Settlements.
- Banerjee, Ryan & Mio, Hitoshi, 2015. "The impact of liquidity regulation on banks," Bank of England working papers 536, Bank of England.
- Allen Berger & Robert DeYoung & Mark Flannery & David Lee & Özde Öztekin, 2008.
"How Do Large Banking Organizations Manage Their Capital Ratios?,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 34(2), pages 123-149, December.
- Allen N. Berger & Robert DeYoung & Mark J. Flannery & David Lee & Ozde Oztekin, 2008. "How do large banking organizations manage their capital ratio?," Research Working Paper RWP 08-01, Federal Reserve Bank of Kansas City.
- David S. Lee & Thomas Lemieux, 2010.
"Regression Discontinuity Designs in Economics,"
Journal of Economic Literature, American Economic Association, vol. 48(2), pages 281-355, June.
- David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs in Economics," Working Papers 1118, Princeton University, Department of Economics, Industrial Relations Section..
- David S. Lee & Thomas Lemieux, 2009. "Regression Discontinuity Designs in Economics," NBER Working Papers 14723, National Bureau of Economic Research, Inc.
- de Haan, Leo & van den End, Jan Willem, 2013. "Bank liquidity, the maturity ladder, and regulation," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3930-3950.
- Corinne Deléchat & Camila Henao & Priscilla Muthoora & Svetlana Vtyurina, 2014. "The Determinants of Banks' Liquidity Buffers in Central America," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 83-129, January-J.
- Alexander Popov & Neeltje van Horen, 2013. "The impact of sovereign debt exposure on bank lending: Evidence from the European debt crisis," DNB Working Papers 382, Netherlands Central Bank, Research Department.
- Holmstrom, Bengt & Tirole, Jean, 1993. "Market Liquidity and Performance Monitoring," Journal of Political Economy, University of Chicago Press, vol. 101(4), pages 678-709, August.
- Jens Dick-Nielsen & Jacob Gyntelberg & Thomas Sangill, 2012. "Liquidity in Government versus Covered Bond Markets," BIS Working Papers 392, Bank for International Settlements.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Clemens Bonner, 2016.
"Preferential Regulatory Treatment and Banks' Demand for Government Bonds,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1195-1221, September.
- Bonner, Clemens, 2015. "Preferential Regulatory Treatment and Banks' Demand for Government Bonds," Discussion Paper 2015-056, Tilburg University, Center for Economic Research.
- Clemens Bonner, 2016.
"Preferential Regulatory Treatment and Banks' Demand for Government Bonds,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1195-1221, September.
- Clemens Bonner, 2014. "Preferential regulatory treatment and banks' demand for government bonds," DNB Working Papers 433, Netherlands Central Bank, Research Department.
- Bonner, Clemens, 2015. "Preferential Regulatory Treatment and Banks' Demand for Government Bonds," Discussion Paper 2015-056, Tilburg University, Center for Economic Research.
- Andreeva, Desislava & Vlassopoulos, Thomas, 2016. "Home bias in bank sovereign bond purchases and the bank-sovereign nexus," Working Paper Series 1977, European Central Bank.
- Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2017.
"Bank Exposures and Sovereign Stress Transmission,"
Review of Finance, European Finance Association, vol. 21(6), pages 2103-2139.
- Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2015. "Bank Exposures and Sovereign Stress Transmission," CSEF Working Papers 410, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 13 Jul 2017.
- Altavilla, Carlo & Pagano, Marco & Simonelli, Saverio, 2016. "Bank exposures and sovereign stress transmission," CFS Working Paper Series 539, Center for Financial Studies (CFS).
- Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2016. "Bank Exposures and Sovereign Stress Transmission," EIEF Working Papers Series 1613, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2016.
- Pagano, Marco & Simonelli, Saverio & Altavilla, Carlo, 2016. "Bank Exposures and Sovereign Stress Transmission," CEPR Discussion Papers 11269, C.E.P.R. Discussion Papers.
- Altavilla, Carlo & Pagano, Marco & Simonelli, Saverio, 2016. "Bank exposures and sovereign stress transmission," Working Paper Series 1969, European Central Bank.
- Altavilla, Carlo & Pagano, Marco & Simonelli, Saverio, 2016. "Bank exposures and sovereign stress transmission," ESRB Working Paper Series 11, European Systemic Risk Board.
- Bo Becker & Victoria Ivashina, 2018.
"Financial Repression in the European Sovereign Debt Crisis [Sovereign debt, government myopia and the financial sector],"
Review of Finance, European Finance Association, vol. 22(1), pages 83-115.
- Becker, Bo & Ivashina, Victoria, 2017. "Financial Repression In The European Sovereign Debt Crisis," CEPR Discussion Papers 12185, C.E.P.R. Discussion Papers.
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2020.
"The (Unintended?) consequences of the largest liquidity injection ever,"
Journal of Monetary Economics, Elsevier, vol. 112(C), pages 97-112.
- Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2016. "The (unintended?) consequences of the largest liquidity injection ever," ESRB Working Paper Series 31, European Systemic Risk Board.
- Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Working Papers 2017-039, Federal Reserve Bank of St. Louis.
- Miguel Faria-e-Castro & Luis Fonseca & Matteo Crosignani, 2016. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," 2016 Meeting Papers 43, Society for Economic Dynamics.
- Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Finance and Economics Discussion Series 2017-011, Board of Governors of the Federal Reserve System (U.S.).
- Clemens Bonner & Iman Lelyveld & Robert Zymek, 2015. "Banks’ Liquidity Buffers and the Role of Liquidity Regulation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(3), pages 215-234, December.
- Affinito, Massimiliano & Albareto, Giorgio & Santioni, Raffaele, 2022. "Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Mengus, Eric, 2023.
"Asset purchase bailouts and endogenous implicit guarantees,"
Journal of International Economics, Elsevier, vol. 142(C).
- Mengus, Eric, 2017. "Asset Purchase Bailouts and Endogenous Implicit Guarantees," HEC Research Papers Series 1248, HEC Paris, revised 22 Jan 2018.
- Frey, Rainer & Weth, Mark, 2019.
"Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?,"
Discussion Papers
19/2019, Deutsche Bundesbank.
- Frey, Rainer & Weth, Mark Andreas, 2019. "Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203537, Verein für Socialpolitik / German Economic Association.
- Ohls, Jana, 2017. "Moral suasion in regional government bond markets," Discussion Papers 33/2017, Deutsche Bundesbank.
- Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano, 2018.
"Banks, government Bonds, and Default: What do the data Say?,"
Journal of Monetary Economics, Elsevier, vol. 98(C), pages 98-113.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2013. "Banks, government bonds, and default: what do the data say?," Economics Working Papers 1378, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
- Nicola Gennaioli & Alberto Martín & Stefano Rossi, 2016. "Banks, Government Bonds, and Default: what do the Data Say?," Working Papers 910, Barcelona School of Economics.
- Nicola Gennaioli & Alberto Martin & Stefano Rossi, 2014. "Banks, Government Bonds, and Default: What do the Data Say?," IMF Working Papers 2014/120, International Monetary Fund.
- Gennaioli, Nicola & Rossi, Stefano & MartÃn, Alberto, 2014. "Banks, Government Bonds, and Default: What do the Data Say?," CEPR Discussion Papers 10044, C.E.P.R. Discussion Papers.
- Nadal De Simone, Francisco, 2021. "Measuring the deadly embrace: Systemic and sovereign risks," Research in International Business and Finance, Elsevier, vol. 56(C).
- Casiraghi, Marco, 2020. "Bailouts, sovereign risk and bank portfolio choices," Journal of Banking & Finance, Elsevier, vol. 119(C).
- Fratianni, Michele & Marchionne, Francesco, 2017.
"Bank asset reallocation and sovereign debt,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 15-32.
- Michele Fratianni & Francesco Marchionne, 2014. "Bank asset reallocation and sovereign debt," Working Papers 2014-09, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Michele Fratianni & Francesco Marchionne, 2014. "Bank asset reallocation and sovereign debt," Mo.Fi.R. Working Papers 100, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Yusuf Soner Başkaya & Bryan Hardy & Ṣebnem Kalemli-Özcan & Vivian Z. Yue, 2023. "Sovereign Risk and Bank Lending: Theory and Evidence from a Natural Disaster," FRB Atlanta Working Paper 2023-01, Federal Reserve Bank of Atlanta.
- Irina Balteanu & Aitor Erce, 2018.
"Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(4), pages 617-664, December.
- Irina Balteanu & Aitor Erce, 2017. "Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets," Working Papers 22, European Stability Mechanism.
- Bottero, Margherita & Lenzu, Simone & Mezzanotti, Filippo, 2020.
"Sovereign debt exposure and the bank lending channel: Impact on credit supply and the real economy,"
Journal of International Economics, Elsevier, vol. 126(C).
- 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.
- Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2015. "Sovereign debt exposure and the bank lending channel: impact on credit supply and the real economy," Temi di discussione (Economic working papers) 1032, Bank of Italy, Economic Research and International Relations Area.
- Carlos Alberto Piscarreta Pinto Ferreira, 2023. "Drivers of Sovereign Bond Demand – The Case of Japans," Working Papers REM 2023/0264, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Baṣkaya, Yusuf Soner & Hardy, Bryan & Kalemli-Özcan, Ṣebnem & Yue, Vivian, 2024.
"Sovereign risk and bank lending: Evidence from 1999 Turkish Earthquake,"
Journal of International Economics, Elsevier, vol. 150(C).
- Yusuf Soner Baskaya & Bryan Hardy & Ṣebnem Kalemli-Özcan & Vivian Yue, 2016. "Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake," NBER Working Papers 22335, National Bureau of Economic Research, Inc.
- Yusuf Soner Başkaya & Bryan Hardy & Sebnem Kalemli-Ozcan & Vivian Yue, 2023. "Sovereign risk and bank lending: evidence from 1999 Turkish earthquake," BIS Working Papers 1093, Bank for International Settlements.
- Kalemli-Özcan, Sebnem & Baskaya, Soner, 2016. "Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake," CEPR Discussion Papers 11313, C.E.P.R. Discussion Papers.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:049e0e5e-f57b-4ef8-ab8b-bcbd00568d6e. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.