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Sovereign defaults and banking crises

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As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Sovereign Defaults and Banking Crises
    by Christian Zimmermann in NEP-DGE blog on 2012-09-17 04:42:26

Citations

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Cited by:

  1. Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018. "Income inequality and sovereign default," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 211-232.
  2. D’Erasmo, P. & Mendoza, E.G. & Zhang, J., 2016. "What is a Sustainable Public Debt?," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2493-2597, Elsevier.
  3. Tamon Asonuma & Marcos Chamon & Aitor Erce & Akira Sasahara, 2019. "Costs of sovereign defaults: Restructuring strategies, bank distress and the capital inflow-credit channel," Working Papers 37, European Stability Mechanism.
  4. Marina Azzimonti & Vincenzo Quadrini, 2024. "International Spillovers and Bailouts," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 77-128.
  5. Rojas, Luis E. & Thaler, Dominik, 2023. "The bright side of the doom loop: banks’ sovereign exposure and default incentives," Working Paper Series 2869, European Central Bank.
  6. Pancrazi, Roberto & Seoane, Hernan D. & Vukotic, Marija, 2015. "Sovereign Risk, Private Credit, and Stabilization Policies," Economic Research Papers 270214, University of Warwick - Department of Economics.
  7. Engler, Philipp & Große Steffen, Christoph, 2016. "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, vol. 87(C), pages 34-61.
  8. Pablo D'Erasmo & Enrique G. Mendoza, 2016. "Distributional Incentives In An Equilibrium Model Of Domestic Sovereign Default," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 7-44, February.
  9. Arce, Fernando, 2021. "Private Overborrowing under Sovereign Risk," MPRA Paper 113176, University Library of Munich, Germany.
  10. Johri, Alok & Khan, Shahed & Sosa-Padilla, César, 2022. "Interest rate uncertainty and sovereign default risk," Journal of International Economics, Elsevier, vol. 139(C).
  11. Lakdawala, Aeimit & Minetti, Raoul & Olivero, María Pía, 2018. "Interbank markets and bank bailout policies amid a sovereign debt crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 131-153.
  12. Christopher M. Gunn & Alok Johri, 2013. "Fear of Sovereign Default, Banks, and Expectations-driven Business Cycles," Department of Economics Working Papers 2013-08, McMaster University.
  13. Si Guo & Yun Pei, 2023. "The impact of sovereign defaults on lending countries," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 345-374, January.
  14. Minjie Deng & Chang Liu, 2021. "Sovereign Risk and Intangible Investment," Discussion Papers dp21-16, Department of Economics, Simon Fraser University.
  15. D’Erasmo, Pablo & Mendoza, Enrique G., 2021. "History remembered: Optimal sovereign default on domestic and external debt," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 969-989.
  16. Eijffinger, Sylvester C.W. & Karataş, Bilge, 2023. "Three sisters: The interlinkage between sovereign debt, currency, and banking crises," Journal of International Money and Finance, Elsevier, vol. 131(C).
  17. Grant, Everett, 2016. "Exposure to international crises: trade vs. financial contagion," ESRB Working Paper Series 30, European Systemic Risk Board.
  18. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
  19. Sosa-Padilla, César & Sturzenegger, Federico, 2023. "Does it matter how central banks accumulate reserves? Evidence from sovereign spreads," Journal of International Economics, Elsevier, vol. 140(C).
  20. Diniz, André & Guimaraes, Bernardo, 2023. "How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies," Macroeconomic Dynamics, Cambridge University Press, vol. 27(3), pages 601-634, April.
  21. Stefan Niemann & Paul Pichler, 2017. "Collateral, Liquidity and Debt Sustainability," Economic Journal, Royal Economic Society, vol. 127(604), pages 2093-2126, September.
  22. Kaas, Leo & Mellert, Jan & Scholl, Almuth, 2020. "Sovereign and private default risks over the business cycle," Journal of International Economics, Elsevier, vol. 123(C).
  23. Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021. "Optimal bailouts in banking and sovereign crises," Working Papers 51, Red Nacional de Investigadores en Economía (RedNIE).
  24. Anil Ari, 2015. "Sovereign Risk and Bank Risk-Taking," Working Papers 202, Oesterreichische Nationalbank (Austrian Central Bank).
  25. Joost Rцttger, 2014. "Monetary and Fiscal Policy with Sovereign Default," Working Paper Series in Economics 74, University of Cologne, Department of Economics.
  26. repec:esx:essedp:730 is not listed on IDEAS
  27. Juan Carlos Conesa & Timothy J. Kehoe, 2017. "Gambling for redemption and self-fulfilling debt crises," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 707-740, December.
  28. Cao, Qingqing, 2024. "Optimal fiscal and monetary policy with collateral constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
  29. T. Flavin & M.Dongey & L. Sheenan, 2020. "Banks and Sovereigns: Did adversity bring them closer?," Economics Department Working Paper Series n307-20.pdf, Department of Economics, National University of Ireland - Maynooth.
  30. 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.
  31. repec:zbw:bofrdp:2019_025 is not listed on IDEAS
  32. Kuvshinov, Dmitry & Zimmermann, Kaspar, 2019. "Sovereigns going bust: Estimating the cost of default," European Economic Review, Elsevier, vol. 119(C), pages 1-21.
  33. Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
  34. Bermpei, Theodora & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios & Alshalahi, Jebreel, 2023. "Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies," Journal of Commodity Markets, Elsevier, vol. 29(C).
  35. Gumus, Inci & Taşpınar, Zeren Tatar, 2015. "Real exchange rate volatility and business cycles in emerging market economies," Economics Letters, Elsevier, vol. 134(C), pages 127-129.
  36. Pablo D'Erasmo & Bora Durdu & Emine Boz, 2014. "Sovereign Risk and Bank Balance Sheets: The Role of Macroprudential Policies," 2014 Meeting Papers 641, Society for Economic Dynamics.
  37. Demian Pouzo & Ignacio Presno, 2015. "Optimal Taxation with Endogenous Default under Incomplete Markets," Papers 1508.03924, arXiv.org, revised May 2016.
  38. Phan, Toan, 2017. "A model of sovereign debt with private information," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 1-17.
  39. Zachary Stangebye, 2016. "Lifetime-Laffer Curves and the Eurozone Crisis," 2016 Meeting Papers 63, Society for Economic Dynamics.
  40. Luigi Bocola, 2016. "The Pass-Through of Sovereign Risk," Journal of Political Economy, University of Chicago Press, vol. 124(4), pages 879-926.
  41. Janbaz, M. & Hassan, M.K. & Floreani, J. & Dreassi, A., 2024. "Liquidity pressure and the sovereign-bank diabolic loop," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1039-1057.
  42. Pablo D'Erasmo & Enrique Mendoza, 2011. "Optimal Domestic (and External) Sovereign Default," PIER Working Paper Archive 16-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Aug 2016.
  43. Marina Azzimonti & Vincenzo Quadrini, 2019. "International spillovers and `ex-ante' efficient bailouts," 2019 Meeting Papers 318, Society for Economic Dynamics.
  44. Aitor Erce, 2012. "Selective sovereign defaults," Globalization Institute Working Papers 127, Federal Reserve Bank of Dallas.
  45. Aitor Erce & Enrico Mallucci & Mattia Picarelli, 2021. "A Journey in the History of Sovereign Defaults on Domestic Law Public Debt," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 2106, Departamento de Economía - Universidad Pública de Navarra.
  46. Erce, Aitor & Mallucci, Enrico & Picarelli, Mattia, 2024. "Sovereign Defaults at Home and Abroad," CEPR Discussion Papers 18739, C.E.P.R. Discussion Papers.
  47. Maximilian Goedl, 2017. "The Sovereign-Bank Interaction in the Eurozone Crisis," Graz Economics Papers 2017-10, University of Graz, Department of Economics.
  48. Andreasen, Eugenia & Sandleris, Guido & Van der Ghote, Alejandro, 2019. "The political economy of sovereign defaults," Journal of Monetary Economics, Elsevier, vol. 104(C), pages 23-36.
  49. Pancrazi, Roberto & Seoane, Hernán D. & Vukotić, Marija, 2020. "Welfare gains of bailouts in a sovereign default model," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
  50. Neele Balke, 2018. "The Employment Cost of Sovereign Default," 2018 Meeting Papers 1256, Society for Economic Dynamics.
  51. repec:onb:oenbwp:y:2013:i:187:b:1 is not listed on IDEAS
  52. Aliaga-Díaz, Roger & Olivero , María Pía & Powell, Andrew, 2016. "Anti-Cyclical Bank Capital Regulation and Monetary Policy," School of Economics Working Paper Series 2016-16, LeBow College of Business, Drexel University.
  53. Bernardo Guimaraes & Lucas Tumkus, 2020. "On the costs of sovereign default in quantitative models," Discussion Papers 2021, Centre for Macroeconomics (CFM).
  54. Enrico Mallucci, 2022. "Domestic Debt and Sovereign Defaults," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1741-1775, September.
  55. D’Erasmo, Pablo & Livshits, Igor & Schoors, Koen, 2024. "Banking regulation with risk of sovereign default," Journal of International Economics, Elsevier, vol. 150(C).
  56. Paczos, Wojtek & Shakhnov, Kirill, 2022. "Defaulting on Covid debt," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  57. Conesa, Juan Carlos & Kehoe, Timothy J., 2024. "Preemptive austerity with rollover risk," Journal of International Economics, Elsevier, vol. 150(C).
  58. Dominik Thaler, 2021. "Sovereign Default, Domestic Banks and Exclusion from International Capital Markets," The Economic Journal, Royal Economic Society, vol. 131(635), pages 1401-1427.
  59. Nikolai Stähler, 2013. "Recent Developments In Quantitative Models Of Sovereign Default," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
  60. Guilherme Bandeira, 2018. "Fiscal transfers in a monetary union with sovereign risk," Working Papers 1807, Banco de España.
  61. Claudio Borio & Marc Farag & Fabrizio Zampolli, 2023. "Tackling the fiscal policy-financial stability nexus," BIS Working Papers 1090, Bank for International Settlements.
  62. Eberhardt, Markus & Presbitero, Andrea F., 2021. "Commodity prices and banking crises," Journal of International Economics, Elsevier, vol. 131(C).
  63. Pancrazi, Roberto & Seoane, Hernán D. & Vukotić, Marija, 2020. "Welfare gains of bailouts in a sovereign default model," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
  64. Pablo D'Erasmo & Hernan Moscoso Boedo & Maria Olivero, 2019. "Relationship Banking, Network Dynamics and Sovereign Default," 2019 Meeting Papers 1326, Society for Economic Dynamics.
  65. Occhino, Filippo, 2017. "The 2012 eurozone crisis and the ECB’s OMT program: A debt-overhang banking and sovereign crisis interpretation," European Economic Review, Elsevier, vol. 100(C), pages 337-363.
  66. Vivek Sharma & Edgar Silgado-Gómez, 2019. "Sovereign Spread Volatility and Banking Sector," CEIS Research Paper 454, Tor Vergata University, CEIS, revised 08 Mar 2019.
  67. Demian Pouzo & Ignacio Presno, 2020. "Optimal Taxation with Endogenous Default under Incomplete Markets," International Finance Discussion Papers 1297, Board of Governors of the Federal Reserve System (U.S.).
  68. Gonzalez-Aguado, Eugenia, 2022. "Interest Rate Shocks and the Composition of Sovereign Debt," TSE Working Papers 22-1379, Toulouse School of Economics (TSE).
  69. Patricia Gómez-González, 2015. "Financial innovation in sovereign borrowing and public provision of liquidity," Working Papers 1511, Banco de España.
  70. Li, Delong & Magud, Nicolas E. & Werner, Alejandro, 2023. "The long-run impact of sovereign yields on corporate yields in emerging markets," Journal of International Money and Finance, Elsevier, vol. 130(C).
  71. Roettger, Joost, 2019. "Discretionary monetary and fiscal policy with endogenous sovereign risk," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 44-66.
  72. 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.
  73. Tamon Asonuma & Michael G. Papaioannou & Takahiro Tsuda, 2021. "Banking Crisis, Sovereign Debt Restructurings, and Financial Stability Policies in Cyprus During 2012–13," Multinational Finance Journal, Multinational Finance Journal, vol. 25(3-4), pages 163-186, September.
  74. Andrea Camilli & Marta Giagheddu, 2020. "Public debt and crowding-out: the role of housing wealth," Working Papers 441, University of Milano-Bicocca, Department of Economics, revised Oct 2020.
  75. Diego J. Perez, 2015. "Sovereign Debt, Domestic Banks and the Provision of Public Liquidity," Discussion Papers 15-016, Stanford Institute for Economic Policy Research.
  76. Sandro C. Andrade & Vidhi Chhaochharia, 2018. "The Costs of Sovereign Default: Evidence from the Stock Market," The Review of Financial Studies, Society for Financial Studies, vol. 31(5), pages 1707-1751.
  77. Fueki, Takuji & Hürtgen, Patrick & Walker, Todd B., 2024. "Zero-risk weights and capital misallocation," Journal of Financial Stability, Elsevier, vol. 72(C).
  78. Luis Rojas & Dominik Thaler, 2020. "The Bright Side of the Doom Loop: Banks Exposure and Default Incentives," Working Papers 1143, Barcelona School of Economics.
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