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The eurozone crisis: how banks and sovereigns came to be joined at the hip
[‘A pyrrhic victory? Bank bailouts and sovereign credit risk’]
Citations
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Cited by:
- Duchi, Fabio & Elbourne, Adam, 2016. "Credit supply shocks in the Netherlands," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 51-71.
- Tola, Albi & Wälti, Sébastien, 2015.
"Deciphering financial contagion in the euro area during the crisis,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 108-123.
- Tola, Albi & Wälti, Sébastien, 2012. "Deciphering financial contagion in the euro area during the crisis," MPRA Paper 49251, University Library of Munich, Germany.
- Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2014.
"Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators,"
Journal of Financial Stability, Elsevier, vol. 15(C), pages 1-17.
- Šmídková, Kateřina & Babecký, Jan & Havránek, Tomáš & Matĕjů, Jakub & Rusnák, Marek & Vašíček, Bořek, 2012. "Banking, debt and currency crises: early warning indicators for developed countries," Working Paper Series 1485, European Central Bank.
- Jan Babecký & Tomáš Havránek & Jakub Mateju & Marek Rusnák & Katerina Šmídková & Borek Vašícek, 2012. "Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries," Working Papers IES 2012/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2012.
- Costas N. Kanellopoulos, 2012. "The Size and structure of uninsured employment," Economic Bulletin, Bank of Greece, issue 37, pages 23-41, December.
- Chiara Angeloni & Guntram B. Wolff, 2012. "Are banks affected by their holdings of government debt?," Working Papers 717, Bruegel.
- Philipp Heimberger & Jakob Kapeller, 2017.
"The performativity of potential output: pro-cyclicality and path dependency in coordinating European fiscal policies,"
Review of International Political Economy, Taylor & Francis Journals, vol. 24(5), pages 904-928, September.
- Jakob Kapeller & Philipp Heimberger, 2016. "The performativity of potential output: Pro-cyclicality and path dependency in coordinating European fiscal policies," ICAE Working Papers 50, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
- Philipp Heimberger & Jakob Kapeller, 2016. "The performativity of potential output: Pro-cyclicality and path dependency in coordinating European fiscal policies," Working Papers Series 50, Institute for New Economic Thinking.
- Indermit S Gill & Naotaka Sugawara & Juan Zalduendo, 2014. "The Center Still Holds: Financial Integration in the Euro Area," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(3), pages 351-375, September.
- Jean-Pierre Allegret & Hélène Raymond & Houda Rharrabti, 2014.
"The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion,"
EconomiX Working Papers
2014-24, University of Paris Nanterre, EconomiX.
- Jean-Pierre Allegret & Hélène Raymond & Houda Rharrabti, 2014. "The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion," Working Papers hal-04141339, HAL.
- Petre Caraiani, 2016. "Business Cycle Accounting for Peripheral European Economies," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(5), pages 468-496, November.
- Markus Brunnermeier & Laurent Clerc & Yanis El Omari & Silvia Gabrieli & Steffen Kern & Christoph Memmel & Tuomas Peltonen & Natalia Podlich & Martin Scheicher & Guillaume Vuillemey, 2013. "Assessing contagion risks from the CDS market," ESRB Occasional Paper Series 04, European Systemic Risk Board.
- Langedijk, Sven & Fontana, Alessandro, 2019. "The Bank-Sovereign Loop and Financial Stability in the Euro Area," Working Papers 2019-10, Joint Research Centre, European Commission.
- Jäger, Jannik & Grigoriadis, Theocharis, 2016. "Soft budget constraints, European Central Banking and the financial crisis," Discussion Papers 2016/7, Free University Berlin, School of Business & Economics.
- Jean-Pierre Allegret & Helene Raymond & Houda Rharrabti, 2016.
"The Impact of the Eurozone Crisis on European Banks Stocks Contagion or Interdependence?,"
European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 129-148.
- Jean-Pierre Allegret & Hélène Raymond & Houda Rharrabti, 2016. "The Impact of the Eurozone Crisis on European Banks Stocks Contagion or Interdependence?," Post-Print hal-01659719, HAL.
- Ricardo Reis, 2013.
"The Portugese Slump and Crash and the Euro Crisis,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 44(1 (Spring), pages 143-210.
- Ricardo Reis, 2013. "The Portuguese Slump and Crash and the Euro Crisis," NBER Working Papers 19288, National Bureau of Economic Research, Inc.
- Chari, Anusha & Garcés, Felipe & Martínez, Juan Francisco & Valenzuela, Patricio, 2024.
"Sovereign credit spreads, banking fragility, and global factors,"
Journal of Financial Stability, Elsevier, vol. 72(C).
- Anusha Chari & Felipe Garcés & Juan Francisco Martínez & Patricio Valenzuela, 2022. "Sovereign Credit Spreads, Banking Fragility, and Global Factors," Working Papers Central Bank of Chile 957, Central Bank of Chile.
- Marcel Fratzscher & Malte Rieth, 2019.
"Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area,"
Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
- Fratzscher, Marcel & Rieth, Malte, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 23(4), pages 745-775.
- Rieth, Malte & Fratzscher, Marcel, 2014. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100277, Verein für Socialpolitik / German Economic Association.
- Fratzscher, Marcel & Rieth, Malte, 2015. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," CEPR Discussion Papers 10370, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," European Economy - Discussion Papers 009, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Discussion Papers of DIW Berlin 1448, DIW Berlin, German Institute for Economic Research.
- Quentin Bro de Comères, 2022. "Predicting European Banks Distress Events: Do Financial Information Producers Matter?," Working Papers hal-03752678, HAL.
- Costel Istrate & Bogdan Robu Ioan, 2014. "L'Analyse De L'Influence Des Composants Des Etats Financiers Sur La Capitalisation Boursière Des Entreprises Roumaines, Dans Les Conditions De La Crise," Post-Print hal-01899159, HAL.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015.
"“Sovereigns and banks in the euro area: a tale of two crises”,"
IREA Working Papers
201504, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "Sovereigns and banks in the euro area: A tale of two crises," Working Papers 15-01, Asociación Española de Economía y Finanzas Internacionales.
- Consiglio Andrea & Zenios Stavros A., 2015.
"Risk Management Optimization for Sovereign Debt Restructuring,"
Journal of Globalization and Development, De Gruyter, vol. 6(2), pages 181-213, December.
- Consiglio, Andrea & Zenios, Stavros A., 2014. "Risk Management Optimization for Sovereign Debt Restructuring," Working Papers 14-10, University of Pennsylvania, Wharton School, Weiss Center.
- Florina-Cristina Badarau & Florence Huart & Ibrahima Sangaré, 2013. "Indebtedness and macroeconomic imbalances in a monetary-union DSGE model," Working Papers hal-00996622, HAL.
- A. Pinna, 2014. "Shall We Keep Early Diers Alive?," Working Paper CRENoS 201411, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- repec:ecb:ecbdps:20187 is not listed on IDEAS
- Helge Berger & Giovanni Dell’Ariccia & Maurice Obstfeld, 2019.
"Revisiting the Economic Case for Fiscal Union in the Euro Area,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 657-683, September.
- Mr. Helge Berger & Mr. Giovanni Dell'Ariccia & Mr. Maurice Obstfeld, 2018. "Revisiting the Economic Case for Fiscal Union in the Euro Area," IMF Departmental Papers / Policy Papers 2018/003, International Monetary Fund.
- Dell'Ariccia, Giovanni & Berger, Helge & ,, 2019. "Revisiting The Economic Case For Fiscal Union In The Euro Area," CEPR Discussion Papers 13813, C.E.P.R. Discussion Papers.
- Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2022. "The urgency to borrow in the interbank market," Economics Letters, Elsevier, vol. 221(C).
- Proksová Denisa & Bohdalová Mária, 2015. "Bond Yield Spreads in the Eurozone," Scientific Annals of Economics and Business, Sciendo, vol. 62(2), pages 222-240, July.
- Alexandra ADAM & Silvia Elena IACOB, 2012. "Consequences and possible solutions of financial crisis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(12(577)), pages 142-148, December.
- Balcilar, Mehmet & Bathia, Deven & Demirer, Riza & Gupta, Rangan, 2021. "Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 290-302.
- Mitchener, Kris & Trebesch, Christoph, 2021. "Sovereign Debt in the 21st Century: Looking Backward, Looking Forward," CEPR Discussion Papers 15935, C.E.P.R. Discussion Papers.
- Niamh Hardiman & Joaquim Filipe Araújo & Muiris MacCarthaigh & Calliope Spanou, 2017. "The Troika’s variations on a trio: Why the loan programmes worked so differently in Greece, Ireland, and Portugal," Working Papers 201711, Geary Institute, University College Dublin.
- Benoît D'Udekem, 2014. "Bank Cash Holdings and Investor Uncertainty," Working Papers CEB 14-002, ULB -- Universite Libre de Bruxelles.
- Eurico Ferreira, 2019. "ECB, BoE and Fed Monetary-Policy announcements: price and volume effects on European securities markets," Working Papers w201914, Banco de Portugal, Economics and Research Department.
- Fratianni, Michele & Giri, Federico, 2017.
"The tale of two great crises,"
Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 5-31.
- Fratianni, Michele & Giri, Federico, 2015. "The tale of two great crises," FinMaP-Working Papers 51, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Michele Fratianni & Federico Giri, 2015. "The Tale of Two Great Crises," Mo.Fi.R. Working Papers 117, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Giulia Bonamini & Vincenzo D'Apice & Antonio Forte, 2015. "Inside European Financial Instability: Main Causes and Possible Solutions," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 44(1), pages 123-149, February.
- Omid M. Ardakani & N. Kundan Kishor & Suyong Song, 2024. "Does membership of the EMU matter for economic and financial outcomes?," Contemporary Economic Policy, Western Economic Association International, vol. 42(3), pages 416-447, July.
- Thomas Conefrey & David Cronin, 2015.
"Spillover in Euro Area Sovereign Bond Markets,"
The Economic and Social Review, Economic and Social Studies, vol. 46(2), pages 197-231.
- Conefrey, Thomas & Cronin, David, 2013. "Spillover in Euro Area Sovereign Bond Markets," Research Technical Papers 05/RT/13, Central Bank of Ireland.
- Ricardo Reis, 2015.
"Comment on "External and Public Debt Crises","
NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 245-256,
National Bureau of Economic Research, Inc.
- Reis, Ricardo, 2016. "Comment on "external and public debt crises"," LSE Research Online Documents on Economics 65870, London School of Economics and Political Science, LSE Library.
- Benedetta Bianchi, 2016. "Sovereign Risk Premia and the International Balance Sheet: Lessons from the European Crisis," Open Economies Review, Springer, vol. 27(3), pages 471-493, July.
- 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.
- Dungey, Mardi H. & Flavin, Thomas & Sheenan, Lisa, 2020. "Banks and Sovereigns: Did Adversity Bring Them Closer?," QBS Working Paper Series 2020/05, Queen's University Belfast, Queen's Business School.
- 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.
- Elisabetta D¡¯Apolito & Vincenzo Pacelli, 2017. "What Influences Bank Stock Prices in Times of Crisis? An International Survey," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(6), pages 1-14, June.
- Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2014.
"Predicting distress in European banks,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 225-241.
- Betz, Frank & Oprica, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2013. "Predicting distress in European banks," Working Paper Series 1597, European Central Bank.
- Kohonen, Anssi, 2014.
"Transmission of government default risk in the eurozone,"
Journal of International Money and Finance, Elsevier, vol. 47(C), pages 71-85.
- Kohonen, Anssi, 2012. "Transmission of Government Default Risk in the Eurozone," MPRA Paper 43823, University Library of Munich, Germany.
- filippo gori, 2012. "The risk of self-protection: the role of bank bailout guarantees in channelling sovereign credit risk internationally," IHEID Working Papers 12-2014, Economics Section, The Graduate Institute of International Studies, revised 30 Nov 2014.
- Allegret, Jean-Pierre & Raymond, Hélène & Rharrabti, Houda, 2017.
"The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe,"
Journal of Banking & Finance, Elsevier, vol. 74(C), pages 24-37.
- Jean-Pierre Allegret & Hélène Raymond & Houda Rharrabti, 2017. "The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe," Post-Print hal-01589269, HAL.
- Colm McCarthy, 2012. "Ireland’s European crisis : staying solvent in the Eurozone," Working Papers 201202, School of Economics, University College Dublin.
- Konstantinos Drakos & Ioannis Malandrakis, 2021. "Global Versus Non-Global Banks: A Capital Ratios-Based Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 5-22.
- Jäger, Jannik & Grigoriadis, Theocharis, 2017. "The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries," Journal of International Money and Finance, Elsevier, vol. 78(C), pages 21-43.
- Duchi, Fabio & Elbourne, Adam, 2016.
"Credit supply shocks in the Netherlands,"
Journal of Macroeconomics, Elsevier, vol. 50(C), pages 51-71.
- Adam Elbourne & Fabio Duchi, 2016. "Credit Supply Shocks in the Netherlands," CPB Discussion Paper 320.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Dimitrios Anastasiou & Zacharias Bragoudakis & Ioannis Malandrakis, 2019. "Non-performing loans, governance indicators and systemic liquidity risk: evidence from Greece," Working Papers 260, Bank of Greece.
- Gruber, Alexander & Kogler, Michael, 2016. "Banks and Sovereigns: A Model of Mutual Contagion," Economics Working Paper Series 1614, University of St. Gallen, School of Economics and Political Science.
- Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019. "Determinants of CDS trading on major banks," Working Papers Dissertations 51, Paderborn University, Faculty of Business Administration and Economics.
- David Cronin, 2014. "Interaction in euro area sovereign bond markets during the financial crisis," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 49(4), pages 212-220, July.
- Giovanni Covi & Ulrich Eydam, 2020.
"End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive,"
Journal of Evolutionary Economics, Springer, vol. 30(1), pages 5-30, January.
- Covi, Giovanni & Eydam, Ulrich, 2016. "End of the sovereign-bank doom loop in the European Union? The bank recovery and resolution directive," Kiel Advanced Studies Working Papers 468, Kiel Institute for the World Economy (IfW Kiel).
- Hartwell Christopher A., 2019. "Complexity, Uncertainty, and Monetary Policy: Can the ECB Avoid the Unconventional Becoming the ‘New Normal’?," The Economists' Voice, De Gruyter, vol. 16(1), pages 1-13, December.
- Arnold, Ivo J.M. & Soederhuizen, Beau, 2018. "The missing spillover of base expansion into monetary aggregates: Is there a puzzle?," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 64-76.
- Ashoka Mody & Milan Nedeljkovic, 2018. "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," Working Papers 253, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Cristina Badarau & Florence Huart & Ibrahima Sangaré, 2014.
"Sovereign Risk Premium and Divergent Fiscal Policies in a Monetary Union,"
Revue d'économie politique, Dalloz, vol. 124(6), pages 867-898.
- Cristina Badarau & Florence Huart & Ibrahima Sangaré, 2014. "Sovereign Risk Premium and Divergent Fiscal Policies in a Monetary Union," Post-Print hal-03894545, HAL.
- Bordo, M.D. & Meissner, C.M., 2016.
"Fiscal and Financial Crises,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 355-412,
Elsevier.
- Michael D. Bordo & Christopher M. Meissner, 2016. "Fiscal and Financial Crises," NBER Working Papers 22059, National Bureau of Economic Research, Inc.
- Radde, Sören & Checherita-Westphal, Cristina & Cui, Wei, 2015. "Government bond liquidity and sovereign-bank interlinkages," SFB 649 Discussion Papers 2015-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Michael Wosser, 2015. "Long Run Macroeconomic and Sectoral Determinants of Systemic Banking Crises," Economics Department Working Paper Series n266-15.pdf, Department of Economics, National University of Ireland - Maynooth.
- Merler, S. & Pisani-Ferry, J., 2012. "Hazardous tango: sovereign-bank interdependence and financial stability in the euro area," Financial Stability Review, Banque de France, issue 16, pages 201-210, April.
- Grandi, Pietro, 2019. "Sovereign stress and heterogeneous monetary transmission to bank lending in the euro area," European Economic Review, Elsevier, vol. 119(C), pages 251-273.
- Lidija Lovreta & Joaquín López Pascual, 2020. "Structural breaks in the interaction between bank and sovereign default risk," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(4), pages 531-559, December.
- Pietro Grandi, 2018. "Sovereign risk and cross-country heterogeneity in the transmission of monetary policy to bank lending in the euro area," Working Papers hal-01878602, HAL.
- Michalis-Panayiotis Papafilis & Maria Psillaki & Dimitris Margaritis, 2019.
"The Effect of the PSI in the Relationship Between Sovereign and Bank Credit Risk: Evidence from the Euro Area,"
Multinational Finance Journal, Multinational Finance Journal, vol. 23(3-4), pages 211-272, September.
- Papafilis, Michalis-Panayiotis & Psillaki, Maria & Margaritis, Dimitris, 2020. "The effect of the PSI in the relationship between sovereign and bank credit risk: Evidence from the Euro Area," MPRA Paper 98182, University Library of Munich, Germany.
- Schaeck, Klaus & Kick, Thomas & Onali, Enrico & Ruprecht, Benedikt, 2014.
"Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios,"
Working Paper Series
1662, European Central Bank.
- Kick, Thomas & Ruprecht, Benedikt & Onali, Enrico & Schaeck, Klaus, 2014. "Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios," Discussion Papers 07/2014, Deutsche Bundesbank.
- Bicu, Andreea & Candelon, Bertrand, 2013.
"On the importance of indirect banking vulnerabilities in the Eurozone,"
Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5007-5024.
- Bicu, A.C. & Candelon, B., 2012. "On the importance of indirect banking vulnerabilities in the Eurozone," Research Memorandum 033, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Stijn Claessens & Shahin Vallée, 2012.
"Paths to eurobonds,"
Working Papers
733, Bruegel.
- Mr. Ashoka Mody & Mr. Stijn Claessens & Mr. Shahin Vallée, 2012. "Paths to Eurobonds," IMF Working Papers 2012/172, International Monetary Fund.
- Heimberger, Philipp, 2023. "Public debt and r-g risks in advanced economies: Eurozone versus stand-alone," Journal of International Money and Finance, Elsevier, vol. 136(C).
- Jakob Kapeller & Claudius Graebner & Philipp Heimberger, 2019.
"Economic Polarisation in Europe: Causes and Policy Options,"
ICAE Working Papers
99, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
- Kapeller, Jakob & Gräbner, Claudius & Heimberger, Philipp, 2019. "Economic polarisation in Europe: Causes and policy options," ifso working paper series 5, University of Duisburg-Essen, Institute for Socioeconomics (ifso).
- Michael Curran & Adnan Velic, 2020. "Interest rate volatility and macroeconomic dynamics: Heterogeneity matters," Review of International Economics, Wiley Blackwell, vol. 28(4), pages 957-975, September.
- Adams, Zeno & Füss, Roland & Glück, Thorsten, 2017.
"Are correlations constant? Empirical and theoretical results on popular correlation models in finance,"
Journal of Banking & Finance, Elsevier, vol. 84(C), pages 9-24.
- Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016. "Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance," Working Papers on Finance 1613, University of St. Gallen, School of Finance.
- Bastien Drut, 2013. "La répression financière est-elle la solution pour « liquider » la dette publique dans la zone euro ?," Working Papers CEB 13-003, ULB -- Universite Libre de Bruxelles.
- Ricardo Reis LSE, 2016. "Comment," NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 245-256.
- Luc Laeven & Fabian Valencia, 2020.
"Systemic Banking Crises Database II,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(2), pages 307-361, June.
- Luc Laeven & Fabián Valencia, 2013. "Systemic Banking Crises Database," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 61(2), pages 225-270, June.
- Stavros A. Zenios, 2013.
"The Cyprus Debt: Perfect Crisis and a Way Forward,"
Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 7(1), pages 3-45, June.
- Zenios, Stavros A., 2013. "The Cyprus Debt: Perfect Crisis and a Way Forward," Working Papers 13-09, University of Pennsylvania, Wharton School, Weiss Center.
- Julia del Amo Valor & Marcos Martín Mateos & Diego Martínez López & Javier J. Pérez, 2023. "Is the European economic governance framework too “complex”? A critical discussion," Working Papers 2023-06, FEDEA.
- Thomas Flavin & Dolores Lagoa-Varela, 2016. "Do long-term bonds hedge equity risk? Evidence from Spain," Economics Department Working Paper Series n275-16.pdf, Department of Economics, National University of Ireland - Maynooth.
- David Cronin & Peter Dunne & Kieran McQuinn, 2019.
"Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why?,"
The Economic and Social Review, Economic and Social Studies, vol. 50(3), pages 529-556.
- Cronin, David & Dunne, Peter & McQuinn, Kieran, 2019. "Have Irish sovereign bonds decoupled from the euro area periphery, and why?," Papers WP625, Economic and Social Research Institute (ESRI).
- Maximilian Goedl, 2017. "The Sovereign-Bank Interaction in the Eurozone Crisis," Graz Economics Papers 2017-10, University of Graz, Department of Economics.
- Dell'Ariccia, Giovanni & Ferreira, Caio & Jenkinson, Nigel & Laeven, Luc & Martin, Alberto & Minoiu, Camelia & Popov, Alexander, 2018.
"Managing the sovereign-bank nexus,"
Working Paper Series
2177, European Central Bank.
- Mr. Giovanni Dell'Ariccia & Caio Ferreira & Nigel Jenkinson & Mr. Luc Laeven & Alberto Martin & Ms. Camelia Minoiu & Alex Popov, 2018. "Managing the Sovereign-Bank Nexus," IMF Departmental Papers / Policy Papers 2018/016, International Monetary Fund.
- Li Lian Ong & Ceyla Pazarbasioglu, 2014. "Credibility and Crisis Stress Testing," IJFS, MDPI, vol. 2(1), pages 1-67, February.
- Flavin, Thomas J. & Lagoa-Varela, Dolores, 2021.
"On the stability of stock-bond comovements across market conditions in the Eurozone periphery,"
Global Finance Journal, Elsevier, vol. 49(C).
- Thomas J.Flavin & Dolores Lagoa-Varela, 2019. "On the stability of Stock-bond comovements across market conditions in the Eurozone periphery," Economics Department Working Paper Series n295-19.pdf, Department of Economics, National University of Ireland - Maynooth.
- Mekki Hamdaoui & SaifEddine Ayouni & Samir Maktouf, 2022. "Financial crises: explanation, prediction, and interdependence," SN Business & Economics, Springer, vol. 2(8), pages 1-52, August.
- Jakob de Haan & Jeroen Hessel & Niels Gilbert, 2014. "Reforming the architecture of EMU: Ensuring stability in Europe," DNB Working Papers 446, Netherlands Central Bank, Research Department.
- Michael Patrick Curran & Adnan Velic, 2017. "Interest Rate Volatility And Macroeconomic Dynamics: A Cross-Country Analysis," Villanova School of Business Department of Economics and Statistics Working Paper Series 35, Villanova School of Business Department of Economics and Statistics.
- Petros M. Migiakis, 2012. "Reviewing the proposals for common bond issuances by the euro-area sovereign under a long-term perspective," Economic Bulletin, Bank of Greece, issue 37, pages 43-54, December.
- S. Belgin Akçay & Mert Akyüz, 2024. "Why Did House Prices Go Up During COVID-19 Pandemic? Policy-Driven or Market-Driven?," International Real Estate Review, Global Social Science Institute, vol. 27(2), pages 303-328.
- Adam Elbourne & Fabio Duchi, 2016. "Credit Supply Shocks in the Netherlands," CPB Discussion Paper 320, CPB Netherlands Bureau for Economic Policy Analysis.
- Degl'Innocenti, Marta & Kourtzidis, Stavros A. & Sevic, Zeljko & Tzeremes, Nickolaos G., 2017. "Bank productivity growth and convergence in the European Union during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 184-199.
- Matesanz, David & Ortega, Guillermo J., 2015. "Sovereign public debt crisis in Europe. A network analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 756-766.
- Voszka, Éva, 2013. "Államosítás, privatizáció, államosítás [Nationalization, privatization, nationalization]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1289-1317.
- Andrea Elekes, Péter Halmai, 2019. "How to overcome the crisis of the European growth potential? The role of the government," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 16(2), pages 313-334, December.
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