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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

Abstract: 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)
New Economics Papers: this item is included in nep-eec
Date: 2016-11
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