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Sovereign risk and bank risk-taking

Ari, Anil - 2015

Persistent link: https://www.econbiz.de/10011293364

Is the ‘Euro Bond’ the Answer to the Euro Sovereign Debt Crisis? What Outcome Can Investors Expect Out of Europe?

Matziorinis, Kenneth N. - 2012

This paper analyzes the causes of the sovereign debt crisis in the eurozone and examines the policy alternatives …

Persistent link: https://www.econbiz.de/10013111171

Europe needs more than a Capital Markets Union : focus on the integration of euro area sovereign debt markets

Breitenfellner, Andreas; Schuberth, Helene - In: Vierteljahrshefte zur Wirtschaftsforschung 86 (2017) 2, pp. 9-20

With a view to establishing a Capital Markets Union (CMU), efforts to integrate (private) capital markets and private risk-sharing in the European Union are underway. However, the single (capital) market will be burdened by a perennial potential threat to sovereign bond market stability in the...

Persistent link: https://www.econbiz.de/10012051172

The Impact of the Current Fiscal Crisis in the Euro Area on the Greek Banking System and the Measures Adopted to Safeguard its Stability : An Institutional, Supervisory and Regulatory Perspective

Gortsos, Christos - 2016

The present study examines the impact of the current fiscal crisis in the euro area on the Greek banking system and the measures adopted to preserve its stability. It is divided into 3 Sections:(a) Section 1 contains an overview of the causes of the recent (2007-2009) international financial...

Persistent link: https://www.econbiz.de/10012993823

Safeguarding the Stability of the Greek Banking System Amidst the Fiscal Crisis in the Euro Area : Arrangements Before and After the Establishment of the European Banking Union

Gortsos, Christos - 2016

The present paper examines the impact of the current fiscal crisis in the euro area on the Greek banking system and the institutional, regulatory and supervisory measures adopted to preserve its stability. It is divided into 2 Sections:(a) Section 1 deals with the differentiated impact of the...

Persistent link: https://www.econbiz.de/10012978304

The Global Financial Crisis’ Impact on the Eurozone : So Far, A Lost Decade

Gechev, Vasil - 2020

– Japan, Brazil, USA, Eurozone, Russia, China – have managed to overcome the consequences completely. However, the degree to … which the GFC's impact has been neutralized varies considerably, and the comparison between the eurozone and the two other … unemployment – by the fourth quarter of 2018 the unemployment rate in the eurozone was more that 3 times higher than Japan's rate …

Persistent link: https://www.econbiz.de/10012850191

Eurozone Sovereign Contagion : Evidence from the CDS Market (2005–2010)

Kalbaska, Alesia - 2017

the Eurozone. The adjusted correlation analysis confirms that Greece and other PIIGS (even Spain and Italy) have lower …

Persistent link: https://www.econbiz.de/10012965163

History Remembered : Optimal Sovereign Default on Domestic and External Debt

D'Erasmo, Pablo N. - 2018

. Calibrated to Eurozone data, the model is consistent with key long-run and debt-crisis statistics. Defaults are rare (1.2 percent …

Persistent link: https://www.econbiz.de/10012911227

Sovereign Contagion in Europe : Evidence from the CDS Market

Manasse, Paolo - 2013

This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more … remarkable: the core Eurozone members become less vulnerable to EUZ contagion, possibly due to a safe-heaven effect, while …

Persistent link: https://www.econbiz.de/10013088213

Regime-Dependent Sovereign Risk Pricing During the Euro Crisis

Delatte, Anne-Laure; Fouquau, Julien; Portes, Richard - 2021

Previous work has documented a greater sensitivity of long-term government bond yields to fundamentals in Euro area stress countries during the euro crisis, but we know little about the driver(s) of regimeswitches. Our estimates based on a panel smooth threshold regression model quantify and...

Persistent link: https://www.econbiz.de/10013248886