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Bank/sovereign risk spillovers in the European debt crisis

De Bruyckere, Valerie; Gerhardt, Maria; Schepens, Glenn; … - In: Journal of banking & finance 37 (2013) 12, pp. 4793-4809

Persistent link: https://www.econbiz.de/10010342225

Bank/Sovereign Risk Spillovers in the European Debt Crisis

Bruyckere, Valerie De - 2012

This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. Since this … period covers various stages of the banking and sovereign crisis, it offers a fertile ground to analyze bank/sovereign risk … explained by common factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants …

Persistent link: https://www.econbiz.de/10013099437

Bank/Sovereign Risk Spillovers in the European Debt Crisis

Bruyckere, Valerie De - 2012

Persistent link: https://www.econbiz.de/10013099198

Macroprudential policy and bank systemic risk

Meuleman, Elien; Vander Vennet, Rudi - 2019

Persistent link: https://www.econbiz.de/10012026489

Macroprudential policy and bank systemic risk

Meuleman, Elien; Vander Vennet, Rudi - In: Journal of financial stability 47 (2020), pp. 1-23

Persistent link: https://www.econbiz.de/10012391476

Banking in the EMU : an industrial organization perspective

Degryse, Hans; Bouckaert, Jan; Vander Vennet, Rudi - In: The economic and business consequences of the EMU : a …, (pp. 355-384). 2000

Persistent link: https://www.econbiz.de/10001634649

Sovereign Exposures of European Banks : It Is Not All Doom

Lamers, Martien - 2020

their domestic sovereign, causing a negative bank-sovereign doom loop. Several motivations for such behavior have been … involve some degree of irrational behavior. We depart from this approach and investigate the risk-return trade-off in the bank …

Persistent link: https://www.econbiz.de/10012844191

Sovereign exposures of European banks : it is not all doom

Lamers, Martien; Present, Thomas; Vander Vennet, Rudi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-24

We investigate whether sovereign bond holdings of European banks are determined by a risk-return trade-off. Using data between 2011 and 2018 for 75 European banks, we confirm that banks exhibited risk-taking behavior during the sovereign debt crisis, e.g., due to moral suasion. In the period...

Persistent link: https://www.econbiz.de/10012821286

European bank margins at the zero lower bound

Present, Thomas; Simoens, Mathieu; Vander Vennet, Rudi - In: Journal of international money and finance 131 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014248865

European bank profitability : the great convergence?

Lamers, Martien; Present, Thomas; Vander Vennet, Rudi - 2022

Persistent link: https://www.econbiz.de/10013167381