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Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara .
In: Working Papers.
RePEc:bre:wpaper:717.

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  19. Sovereign risk and deposit dynamics: evidence from Europe. (2017). Manole, Vlad ; Grigorian, David.
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    RePEc:taf:applec:v:49:y:2017:i:29:p:2851-2860.

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  21. Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna .
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  22. Dependence between Stock Returns of Italian Banks and the Sovereign Risk. (2017). Durante, Fabrizio ; Foscolo, Enrico ; Weissensteiner, Alex.
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    RePEc:gam:jecnmx:v:5:y:2017:i:2:p:23-:d:100926.

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  23. The political determinants of government bond holdings. (2017). Eichler, Stefan ; Plaga, Timo .
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    RePEc:eee:jimfin:v:73:y:2017:i:pa:p:1-21.

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  24. Systemic risk in clearing houses: Evidence from the European repo market. (2017). thesmar, david ; Ors, Evren ; Derrien, Franois ; Boissel, Charles.
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  25. The impact of sovereign rating changes on the activity of European banks. (2017). Gallo, Raffaele ; Drago, Danilo.
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  37. The State Dependent Impact of Bank Exposure on Sovereign Risk. (2016). Podstawski, Maximilian ; Velinov, Anton.
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  38. Eurobonds Past and Present: A Comparative Review on Debt Mutualization in Europe. (2016). Esteves, Rui ; Pedro, Esteves Rui ; Cokun, Tuner Ali .
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  39. Purchases of sovereign debt securities by Italian banks during the crisis: the role of balance-sheet conditions. (2016). Santioni, Raffaele ; Albareto, Giorgio ; Affinito, Massimiliano.
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  42. Exporting Sovereign Stress: Evidence from Syndicated Bank Lending during the Euro Area Sovereign Debt Crisis. (2015). Van Horen, Neeltje ; Popov, Alexander.
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  50. Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2014). Rieth, Malte ; Fratzscher, Marcel.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  51. Government spending shocks, sovereign risk and the exchange rate regime. (2014). Bonam, Dennis ; Lukkezen, Jasper .
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  52. Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area. (2014). de Vries-van Ewijk, Saskia ; Arnold, Ivo.
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  53. The Transmission of Liquidity Shocks; The Role of Internal Capital Markets and Bank Funding Strategies. (2014). Turk Ariss, Rima ; Souissi, Moez ; Merrouche, Ouarda ; Karam, Philippe D.
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  61. Government spending shocks, sovereign risk and the exchange rate regime. (2014). Bonam, Dennis ; Lukkezen, Jasper .
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  14. Petrella G. and A. Resti, “Do Stress Tests Reduce Bank Opaqueness? Lesson from the 2011 European Exercise”, working paper.
    Paper not yet in RePEc: Add citation now
  15. Pisani-Ferry J. (2012) “The euro area crisis and the new impossible trinity”, Bruegel Policy Contribution No 2012/01.
    Paper not yet in RePEc: Add citation now
  16. Reinhart C.M. and K.S. Rogoff (2009) The Aftermath of Financial Crises, American Economic Review, American Economic Association, vol. 99(2), pages 466-72, May.

  17. Wolff G.B.(2011) “Is recent bank stress really driven by the sovereign debt crisis?”,

Cocites

Documents in RePEc which have cited the same bibliography

  1. The macroeconomic effects of the Euro Area?s fiscal consolidation 2011-2013. (2015). Schoder, Christian ; Rannenberg, Ansgar ; Strasky, Jan .
    In: IMK Working Paper.
    RePEc:imk:wpaper:156-2015.

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  2. Intertwined sovereign and bank solvencies in a simple model of self-fulfilling crisis. (2015). Lizarazo, Sandra ; Adler, Gustavo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:428-448.

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  3. Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area. (2015). Rieth, Malte ; Fratzscher, Marcel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10370.

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  4. BAD BANK AND OTHER POSSIBLE BANKS’ RESCUING MODELS – THE CASE OF SLOVENIA. (2015). TOMEC, MATEJ ; Markovic-Hribernik, Tanja .
    In: Annals - Economy Series.
    RePEc:cbu:jrnlec:y:2015:v:1i:p:128-141.

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  5. The macroeconomic effects of the Euro Areas fiscal consolidation 2011-2013: A Simulation-based approach. (2015). Schoder, Christian ; Rannenberg, Ansgar ; Strasky, Jan .
    In: Research Technical Papers.
    RePEc:cbi:wpaper:03/rt/15.

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  6. The causal linkages between sovereign CDS prices for the BRICS and major European economies. (2014). Stolbov, Mikhail.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20149.

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  7. Lessons from the European financial crisis. (2014). Pagano, Marco.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:486.

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  8. Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention.. (2014). Dufourt, Frédéric ; Dai, Meixing ; CHENG, Jin.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2014-05.

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  9. Sovereign and bank CDS spreads: two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:55208.

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  10. The Euro and The Geography of International Debt Flows. (2014). Obstfeld, Maurice ; Hale, Galina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20033.

    Full description at Econpapers || Download paper

  11. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19985.

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  12. Fiscal sustainability in the presence of systemic banks: the case of EU countries. (2014). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:21:y:2014:i:3:p:436-467.

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  13. Credibility and Crisis Stress Testing. (2014). Ong, Li Lian ; Pazarbasioglu, Ceyla.
    In: IJFS.
    RePEc:gam:jijfss:v:2:y:2014:i:1:p:15-81:d:33005.

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  14. The Euro and the Geography of International Debt Flows. (2014). Obstfeld, Maurice ; Hale, Galina.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2014-10.

    Full description at Econpapers || Download paper

  15. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Delatte, Anne-Laure.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1408.

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  16. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:151-165.

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  17. Sovereign and bank CDS spreads: Two sides of the same coin?. (2014). cotter, john ; Avino, Davide.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:72-85.

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  18. Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps. (2014). Vašíček, Bořek ; Vaiek, Boek ; Miao, RongHui ; Calice, Giovanni ; trba, Filip .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141717.

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  19. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141666.

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  20. Systemic risk and bank business models. (2014). Zhou, Chen ; van Oordt, Maarten.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:442.

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  21. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract. (2014). Delatte, Anne-Laure ; Portes, Richard ; Fouquau, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/13143.

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  22. A case for redistribution? Income inequality and wealth concentration in the recent crisis. (2014). Stockhammer, Engelbert ; Onaran, Ozlem ; Goda, Thomas.
    In: DOCUMENTOS DE TRABAJO CIEF.
    RePEc:col:000122:012186.

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  23. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca .
    In: Working Paper series.
    RePEc:rim:rimwps:08_13.

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  24. Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?. (2013). cotter, john ; Avino, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:56782.

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  25. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp052013.

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  26. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, Luca .
    In: Working Papers.
    RePEc:igi:igierp:471.

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  27. On the time-varying relationship between EMU sovereign spreads and their determinants. (2013). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Bagdatoglou, George .
    In: Working Papers.
    RePEc:gla:glaewp:2013_05.

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  28. Contagion during the Greek sovereign debt crisis. (2013). Mink, Mark ; de Haan, Jakob.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:34:y:2013:i:c:p:102-113.

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  29. Bank/sovereign risk spillovers in the European debt crisis. (2013). Vander Vennet, Rudi ; Schepens, Glenn ; de Bruyckere, Valerie ; Gerhardt, Maria .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:4793-4809.

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  30. One crisis, two crises…the subprime crisis and the European sovereign debt problems. (2013). Burietz, Aurore ; Ureche-Rangau, Loredana ; ureche -Rangau, Loredana .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:35-44.

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  31. Sovereign Contagion in Europe: Evidence from the CDS Market. (2013). Manasse, Paolo ; Zavalloni, L..
    In: Working Papers.
    RePEc:bol:bodewp:wp863.

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  32. Financial crises and bank funding: recent experience in the euro area. (2013). Rixtel, Adrian ; van Rixtel, Adrian ; Gasperini, Gabriele .
    In: BIS Working Papers.
    RePEc:bis:biswps:406.

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  33. Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis. (2013). Tommasino, Pietro ; Pericoli, Marcello ; Giordano, Raffaela.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_904_13.

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  34. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
    In: Working Papers.
    RePEc:ste:nystbu:12-10.

    Full description at Econpapers || Download paper

  35. Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:12/828.

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  36. The Big C: Identifying Contagion. (2012). Forbes, Kristin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18465.

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  37. A Coasean Approach to Bank Resolution Policy in the Eurozone. (2012). Connor, Gregory.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n233-12.pdf.

    Full description at Econpapers || Download paper

  38. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp362012.

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  39. “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”. (2012). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
    In: IREA Working Papers.
    RePEc:ira:wpaper:201219.

    Full description at Econpapers || Download paper

  40. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00962455.

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  41. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. (2012). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: PSE - G-MOND WORKING PAPERS.
    RePEc:hal:gmonwp:hal-00962455.

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  42. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Papers.
    RePEc:gla:glaewp:2012_14.

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  43. When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads. (2012). Wei, Shang-Jin.
    In: Staff Reports.
    RePEc:fip:fednsr:579.

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  44. The “Big C”: identifying and mitigating contagion. (2012). Forbes, Kristin.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2012:p:23-87.

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  45. Robust Capital Regulation. (2012). Thakor, Anjan ; Schuermann, Til ; Mehran, Hamid ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8792.

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  46. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek.
    In: Working Papers.
    RePEc:cnb:wpaper:2012/07.

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  47. Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara .
    In: Working Papers.
    RePEc:bre:wpaper:717.

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  48. Academic Performance and Single-Sex Schooling: Evidence from a Natural Experiment in Switzerland. (2011). Ursprung, Heinrich ; Hessami, Zohal ; Fischbacher, Urs ; Eisenkopf, Gerald ; Alter, Adrian ; Schuler, Yves Stephan .
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1134.

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  49. Sovereign and Bank Credit Risk during the Global Financial Crisis. (2011). Stanga, Irina .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:314.

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  50. Have market views on the sustainability of fiscal burdens influenced monetary authorities credibility?. (2011). Zhou, Chen ; Poelhekke, Steven ; Lewis, John ; Galati, Gabriele.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:304.

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