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Bank exposures and sovereign stress transmission

Carlo Altavilla (), Marco Pagano () and Saverio Simonelli

No 1969, Working Paper Series from European Central Bank

Abstract: Using novel monthly data for 226 euro-area banks from 2007 to 2015, we investigate the determinants of changes in banks JEL Classification: E44, F3, G01, G21, H63

Keywords: credit risk; diabolic loop; euro debt crisis; sovereign exposures; sovereign risk (search for similar items in EconPapers)
Date: 2016-10
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Related works:
Journal Article: Bank Exposures and Sovereign Stress Transmission (2017) Downloads
Working Paper: Bank Exposures and Sovereign Stress Transmission (2017) Downloads
Working Paper: Bank Exposures and Sovereign Stress Transmission (2016) Downloads
Working Paper: Bank Exposures and Sovereign Stress Transmission (2016) Downloads
Working Paper: Bank exposures and sovereign stress transmission (2016) Downloads
Working Paper: Bank exposures and sovereign stress transmission (2016) Downloads
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