Home bias in bank sovereign bond purchases and the bank-sovereign nexus
Thomas Vlassopoulos and
Desislava C. Andreeva
No 1977, Working Paper Series from European Central Bank
We study whether a pre-existing link between bank and sovereign credit risk biased euro area banks?' sovereign debt portfolio choices during 2011Q4 and 2012Q1 JEL Classification: G01, G11, G21, H6
Keywords: bank-sovereign nexus; sovereign default (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20161977
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