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Hazardous tango: sovereign-bank interdependence and fi nancial stability in the euro area
6 references·5 citing·47 second hop
Hazardous tango: sovereign-bank interdependence and fi nancial stability in the euro area (2012)Hazardous tango: sovereign-bank interdepe…Tracking Global Demand for Advanced Economy Sovereign Debt (2014)Tracking Global Demand for Ad…THE EURO CRISIS AND THE NEW IMPOSSIBLE TRINITY (2012)THE EURO CRISIS AND THE NEW I…The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2012)The Dynamics of Spillover Eff…The Eurozone Crisis: How Banks and Sovereigns Came to Be Joined at the Hip (2011)The Eurozone Crisis: How Bank…The Aftermath of Financial Crises (2009)The Aftermath of Financial Cr…From Bear Stearns to Anglo Irish: How Eurozone Sovereign Spreads Related to Financial Sector Vulnerability (2009)From Bear Stearns to Anglo Ir…Systemic risk and financial stability dynamics during the Eurozone debt crisis (2020)Systemic risk and financial s…Contagion and interdependence in Eurozone bank and sovereign credit markets (2018)Contagion and interdependence…The Euro's Savior? Assessing the ECB's Crisis Management Performance and Potential for Crisis Resolution (2015)The Euro's Savior? Assessing …Should Non-Euro Area Countries Join the Single Supervisory Mechanism? (2013)Should Non-Euro Area Countrie…The fiscal implications of a banking union (2012)The fiscal implications of a …Fiscal Requirements for Price Stability (2001)The Liquidation of Government Debt (2011)Target loans, current account balances and capital flows: the ECB’s rescue facility (2012)The known unknowns and unknown unknowns of European Monetary Union (2012)On Currency Misalignments within the Euro Area (2013)The Politics of Crisis in Europe (2017)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)Yield spreads on EMU government bonds (2003)From Financial Crash to Debt Crisis (2011)The Portuguese Slump and Crash and the Euro Crisis (2013)Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators (2014)The gold price in times of crisis (2014)Banking Crises: An Equal Opportunity Menace (2008)The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-09 (2009)The Determinants of Sovereign Bond Yield Spreads in the EMU (2012)Causality and contagion in EMU sovereign debt markets (2014)The Single Supervisory Mechanism — Panacea or Quack Banking Regulation? (2014)(When) should a non-euro country join the banking union? (2016)Banking and Sovereign Risk in the Euro Area (2016)The General Theory of Employment, Interest and Money. (1936)The Role of Monetary Policy (1995)A Monetary History of the United States, 1867-1960 (2017)Central Banks, Democratic States and Financial Power (2018)Costs of banking system instability: Some empirical evidence (2002)Systemic Banking Crises Database; An Update (2012)The Mutating Euro Area Crisis: Is the Balance between 'Sceptics' and 'Advocates' Shifting? (2013)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Measuring the systemic importance of banks (2021)Sovereign Credit and Geopolitical Risks During and After the EMU Crisis (2021)Systemic risk propagation in the Eurozone: A multilayer network approach (2023)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Bank/sovereign risk spillovers in the European debt crisis (2013)Systemic risk in European sovereign debt markets: A CoVaR-copula approach (2014)Economic policy uncertainty in the US and China and their impact on the global markets (2018)Growth in a Time of Debt (2010)The impact of high government debt on economic growth and its channels: An empirical investigation for the euro area (2012)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops (1998)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)The global saving glut and the U.S. current account deficit (2005)Staff Guidance Note for Public Debt Sustainability Analysis in Market-Access Countries (2013)Exchange Rates and Sovereign Risk (2021)A cross-country database of fiscal space (2022)
this work references cited by second hop

References

  • 2009The Aftermath of Financial Crises1,509 cited
  • 2012The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil378 cited
  • 2011The Eurozone Crisis: How Banks and Sovereigns Came to Be Joined at the Hip179 cited
  • 2014Tracking Global Demand for Advanced Economy Sovereign Debt165 cited
  • 2012THE EURO CRISIS AND THE NEW IMPOSSIBLE TRINITY103 cited
  • 2009From Bear Stearns to Anglo Irish: How Eurozone Sovereign Spreads Related to Financial Sector Vulnerability98 cited

Cited by

  • 2020Systemic risk and financial stability dynamics during the Eurozone debt crisis40 cited
  • 2012The fiscal implications of a banking union37 cited
  • 2013Should Non-Euro Area Countries Join the Single Supervisory Mechanism?33 cited
  • 2015The Euro's Savior? Assessing the ECB's Crisis Management Performance and Potential for Crisis Resolution31 cited
  • 2018Contagion and interdependence in Eurozone bank and sovereign credit markets26 cited

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