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The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area
16 references·3 citing·37 second hop
The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area (2013)The Impact of the Sovereign Debt Crisis o…The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area (2015)The Macroeconomic Effects of …The impact of the sovereign debt crisis on the activity of Italian banks (2014)The impact of the sovereign d…Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis (2013)Pure or Wake‐up‐Call Contagio…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Unconventional Monetary Policy in Theory and in Practice (2011)Unconventional Monetary Polic…The impact of sovereign credit risk on bank funding conditions (2011)The impact of sovereign credi…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…The ECB's Enhanced Credit Support (2009)The ECB's Enhanced Credit Sup…Bank Interest Rate Pass-Through in the Euro Area: A Cross Country Comparison (2006)Bank Interest Rate Pass-Throu…High Yields: The Spread on German Interest Rates (1997)High Yields: The Spread on Ge…Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy (1994)Financial Structure, Bank Len…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Long-Run Economic Relationships (1991)Long-Run Economic Relationshi…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Centralised or decentralised banking supervision? Evidence from European banks (2020)Centralised or decentralised …Spillovers of the ECB's non-standard monetary policy into CESEE economies (2016)Spillovers of the ECB's non-s…Supply Tightening or Lack of Demand? An Analysis of Credit Developments During the Lehman Brothers and the Sovereign Debt Crises (2013)Supply Tightening or Lack of …Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking (1997)Testing for unit roots in heterogeneous panels (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Housing Finance in the Euro Area (2009)Credit and Banking in a DSGE Model of the Euro Area (2010)Impact of bank competition on the interest rate pass-through in the euro area (2011)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Bounds testing approaches to the analysis of level relationships (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)The Econometric Analysis of Time Series. (1983)Credit, Money, and Aggregate Demand (1988)Bank concentration and retail interest rates (2002)How Do Banks Set Interest Rates? (2004)Interest Rate Pass-Through: Empirical Results for the Euro Area (2005)Rescue packages and bank lending (2012)Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World (2014)An analysis of euro area sovereign CDS and their relation with government bonds (2015)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Cointegration and speed of convergence to equilibrium (1996)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1991Long-Run Economic Relationships760 cited
  • 1994Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy479 cited
  • 2011The impact of sovereign credit risk on bank funding conditions227 cited
  • 2006Bank Interest Rate Pass-Through in the Euro Area: A Cross Country Comparison210 cited
  • 2014The impact of the sovereign debt crisis on the activity of Italian banks137 cited
  • 2013Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis115 cited
  • 1997High Yields: The Spread on German Interest Rates107 cited
  • 2011Unconventional Monetary Policy in Theory and in Practice102 cited
  • 2009The ECB's Enhanced Credit Support

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88 cited
  • 2015The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area87 cited
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    • 2013Supply Tightening or Lack of Demand? An Analysis of Credit Developments During the Lehman Brothers and the Sovereign Debt Crises50 cited
    • 2020Centralised or decentralised banking supervision? Evidence from European banks35 cited
    • 2016Spillovers of the ECB's non-standard monetary policy into CESEE economies21 cited