SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads
13 references·8 citing·54 second hopsampled
Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads (2012)Financial Sector Linkages and the Dynamic…Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk (2019)Contingent Claims Approach to…Sovereign Default, Domestic Banks, and Financial Institutions (2013)Sovereign Default, Domestic B…Credit spread interdependencies of European states and banks during the financial crisis (2012)Credit spread interdependenci…Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe (2011)Systemic Sovereign Credit Ris…Sovereign Default Risk and Bank Fragility in Financially Integrated Economies (2011)Sovereign Default Risk and Ba…A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk (2011)A Pyrrhic Victory? - Bank Bai…The Janus-headed salvation: Sovereign and bank credit risk premia during 2008–2009 (2010)The Janus-headed salvation: S…From Financial Crash to Debt Crisis (2010)From Financial Crash to Debt …Cross‐Border Exposures and Financial Contagion (2010)Cross‐Border Exposures and Fi…The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-09 (2009)The Janus-Headed Salvation: S…How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads (2009)How the Subprime Crisis Went …Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets? (2008)Do Sovereign Bonds Benefit Co…How Sovereign is Sovereign Credit Risk? (2007)How Sovereign is Sovereign Cr…The effect of economic and political uncertainty on sovereign CDS spreads (2023)The effect of economic and po…The state dependent impact of bank exposure on sovereign risk (2017)The state dependent impact of…A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt (2016)A comprehensive approach to m…How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone (2015)How Much of Bank Credit Risk …Zero Risk Contagion - Banks' Sovereign Exposure and Sovereign Risk Spillovers (2014)Zero Risk Contagion - Banks' …Sovereign and bank CDS spreads: Two sides of the same coin? (2014)Sovereign and bank CDS spread…On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom (2014)On Bank Credit Risk: Systemic…Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks (2012)Sovereign, Bank and Insurance…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Market Liquidity and Funding Liquidity (2008)Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity (2009)Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe (2011)Real Economic Shocks and Sovereign Credit Risk (2016)Credit Risk Modeling (2004)Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market (2008)How Does Liquidity Affect Government Bond Yields? (2009)Bank/Sovereign Risk Spillovers in the European Debt Crisis (2012)Sovereign Credit Default Swap Premia (2012)Sovereign Bond Market Reactions to Fiscal Rules and No-Bailout Clauses – The Swiss Experience (2013)Continuous Auctions and Insider Trading (1985)Common Factors Affecting Bond Returns (1991)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)The Demand for Treasury Debt (2007)Political risk and international valuation (2015)Diversifying away the risk of war and cross-border political crisis (2016)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of rational option pricing (2005)CoVaR (2008)A Simple Robust Link Between American Puts and Credit Protection (2010)Systemic risk and the refinancing ratchet effect (2012)Financial Intermediation and Delegated Monitoring (1984)Law and Finance (1998)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2011)The Pass-Through of Sovereign Risk (2016)Deadly Embrace: Sovereign and Financial Balance Sheets Doom Loops (2017)Determinants of corporate borrowing (1977)This Time Is Different (2009)The EMU sovereign-debt crisis: Fundamentals, expectations and contagion (2012)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Bank Runs, Deposit Insurance, and Liquidity (1983)How Costly are Debt Crises? (2011)Global Debt Database: Methodology and Sources (2018)Global Waves of Debt: Causes and Consequences (2021)Yield spreads on EMU government bonds (2003)Euro Area Sovereign Risk During the Crisis (2009)Credit Default Swaps: A Survey (2014)An analysis of euro area sovereign CDS and their relation with government bonds (2015)Determining the Number of Factors in Approximate Factor Models (2002)Forecasting Using Principal Components From a Large Number of Predictors (2002)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The Impact of the Financial Crisis on Emerging Asia (2009)Inflation targeting: Is IT to blame for banking system instability? (2015)The interactive relationship between the US economic policy uncertainty and BRIC stock markets (2016)Theory of Rational Option Pricing (1973)Bank/sovereign risk spillovers in the European debt crisis (2013)Systemic risk in European sovereign debt markets: A CoVaR-copula approach (2014)Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest (2017)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2013Sovereign Default, Domestic Banks, and Financial Institutions543 cited
  • 2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk488 cited
  • 2010From Financial Crash to Debt Crisis355 cited
  • 2012Credit spread interdependencies of European states and banks during the financial crisis302 cited
  • 2010The Janus-headed salvation: Sovereign and bank credit risk premia during 2008–2009225 cited
  • 2007How Sovereign is Sovereign Credit Risk?201 cited
  • 2019Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk140 cited
  • 2008Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?124 cited
  • 2009The Janus-Headed Salvation: Sovereign and Bank Credit Risk Premia during 2008-0995 cited
  • 2009How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads94 cited
  • 2010Cross‐Border Exposures and Financial Contagion75 cited
  • 2011Sovereign Default Risk and Bank Fragility in Financially Integrated Economies69 cited
  • 2011Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe61 cited

Cited by

  • 2016A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt49 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2014
Sovereign and bank CDS spreads: Two sides of the same coin?
44 cited
  • 2012Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks43 cited
  • 2023The effect of economic and political uncertainty on sovereign CDS spreads32 cited
  • 2014Zero Risk Contagion - Banks' Sovereign Exposure and Sovereign Risk Spillovers31 cited
  • 2017The state dependent impact of bank exposure on sovereign risk28 cited
  • 2015How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone28 cited
  • 2014On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom27 cited