SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The state dependent impact of bank exposure on sovereign risk
16 references·0 citing·50 second hop
The state dependent impact of bank exposure on sovereign risk (2017)The state dependent impact of bank exposu…A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)A Pyrrhic Victory? Bank Bailo…Sovereign Default, Domestic Banks, and Financial Institutions (2013)Sovereign Default, Domestic B…Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects (2013)Sovereign debt markets in tur…Bank/sovereign risk spillovers in the European debt crisis (2013)Bank/sovereign risk spillover…The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)The pricing of sovereign risk…The Euro’s Three Crises (2012)The Euro’s Three CrisesCredit spread interdependencies of European states and banks during the financial crisis (2012)Credit spread interdependenci…Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis (2011)Sovereign Rating News and Fin…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…Bank activity and funding strategies: The impact on risk and returns☆ (2010)Bank activity and funding str…Too Many to Fail? Evidence of Regulatory Forbearance When the Banking Sector Is Weak (2009)Too Many to Fail? Evidence of…The Costs of Sovereign Default (2009)The Costs of Sovereign DefaultLiquidity and Asset Prices (2006)Liquidity and Asset PricesThe Unholy Trinity of Financial Contagion (2003)The Unholy Trinity of Financi…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data (1984)Financial Contagion (2000)Private credit in 129 countries☆ (2007)Bank Bailouts and Moral Hazard: Evidence from Germany (2012)Bank valuation and accounting discretion during a financial crisis (2012)Competition and Financial Stability in European Cooperative Banks (2013)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)A Simple Model of Herd Behavior (1992)The Limits of Arbitrage (1995)Learning from the Behavior of Others: Conformity, Fads, and Informational Cascades (1998)Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity (2013)Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach (2013)Systemic sovereign credit risk: Lessons from the U.S. and Europe (2013)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Valuation in Over-the-Counter Markets (2007)Corporate bond liquidity before and after the onset of the subprime crisis (2011)Does Earnings Quality Affect Information Asymmetry? Evidence from Trading Costs* (2012)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Financial Dependence and Growth (1996)Financial Crises: Explanations, Types and Implications (2013)SOVEREIGN DEBT RESTRUCTURINGS: PREEMPTIVE OR POST-DEFAULT (2016)The Pass-Through of Sovereign Risk (2016)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)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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Financial Institutions and Markets across Countries and over Time: The Updated Financial Development and Structure Database (2010)Bank competition and stability: Cross-country heterogeneity (2012)Bank size, capital, and systemic risk: Some international evidence (2015)Determinants and Impact of Sovereign Credit Ratings (1996)The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2012)Credit Default Swaps: A Survey (2014)Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures (2015)This Time Is Different (2009)Local Crowding Out in China (2019)
this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2010Bank activity and funding strategies: The impact on risk and returns☆1,217 cited
  • 2006Liquidity and Asset Prices821 cited
  • 2014A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk812 cited
  • 2003The Unholy Trinity of Financial Contagion619 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis567 cited
  • 2013Sovereign Default, Domestic Banks, and Financial Institutions543 cited
  • 2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk488 cited
  • 2009The Costs of Sovereign Default402 cited
  • 2009Too Many to Fail? Evidence of Regulatory Forbearance When the Banking Sector Is Weak392 cited
  • 2012The Euro’s Three Crises341 cited
  • 2012Credit spread interdependencies of European states and banks during the financial crisis302 cited
  • 2013Bank/sovereign risk spillovers in the European debt crisis289 cited
  • 2013Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects264 cited
  • 2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis

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

237 cited
  • 2010The Janus-headed salvation: Sovereign and bank credit risk premia during 2008–2009225 cited
  • Cited by

    No citing works inside the corpus for this window.