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The bright side of the doom loop: banks’ sovereign exposure and default incentives. (2023). Thaler, Dominik ; Rojas, Luis E.
In: Working Paper Series.
RePEc:ecb:ecbwps:20232869.

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  3. The bright side of the doom loop: banks’ sovereign exposure and default incentives. (2023). Thaler, Dominik ; Rojas, Luis E.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232869.

    Full description at Econpapers || Download paper

  4. Sovereign Debt Holding and Bank Sensitivity toward Market Risk: An Alternative View of the Bank–Sovereign Problem. (2022). Borsukb, Marcin ; Mazur, Piotr Michal ; Pawlowski, Petra ; Hryckiewicz, Aneta.
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  5. Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions. (2022). Santioni, Raffaele ; Albareto, Giorgio ; Affinito, Massimiliano.
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  7. Home Bias in Sovereign Exposure and the Probability of Bank Default - Evidence from EU Stress Test Data. (2021). Schäfer, Dorothea ; Schafer, Dorothea ; Meyland, Dominik.
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  9. A non-linear analysis of the sovereign bank nexus in the EU. (2020). Cifarelli, Giulio ; Paladino, Giovanna.
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  12. Banks home bias in government bond holdings: Will banks in low‐rated countries invest in European safe bonds (ESBies)?. (2020). Dermine, Jean.
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  13. The Bright Side of the Doom Loop: Banks Exposure and Default Incentives. (2020). Thaler, Dominik ; Rojas, Luis.
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  14. Labor market distortions under sovereign debt default crises. (2019). Tavares, Tiago.
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  19. Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis. (2015). Beltratti, Andrea ; Stulz, Rene M..
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  21. Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
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  24. Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention.. (2014). Dufourt, Frédéric ; Dai, Meixing ; CHENG, Jin.
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