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Did the Absence of a Central Bank Backstop in the Sovereign Bond Markets Exacerbate Spillovers During the Euro-Area Crisis?

Tavlas, George S.; Gibson, Heather D.; Hall, Stephen G.; … - 2022

The euro-area sovereign debt crisis was characterized by feedback loops between (1) sovereign bond ratings and sovereign spreads in single jurisdictions and (2) sovereign spreads and ratings among jurisdictions. One explanation of this circumstance is that the ECB was unable to perform the role...

Persistent link: https://www.econbiz.de/10013492299

An investigation into feedback and spatial relationships between banks' share prices and sovereign bond spreads during the euro crisis

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - In: Journal of financial stability 63 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014371917

The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - 2020

Persistent link: https://www.econbiz.de/10012197141

Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?

Gibson, Heather D.; Hall, Stephen G.; Gefang, Deborah; … - 2020

Persistent link: https://www.econbiz.de/10012264947

On the effects of the ECB's funding policies on bank lending

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - In: Journal of international money and finance 102 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012392318

The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - 2019

Persistent link: https://www.econbiz.de/10012098520

On the effects of the ECB’s funding policies on bank lending and the demand for the euro as an international reserve

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - 2019

Persistent link: https://www.econbiz.de/10012119355

The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - In: Journal of international money and finance 108 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012403813

Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis

Gibson, Heather D.; Hall, Stephen G.; GeFang, Deborah; … - In: Oxford economic papers 73 (2021) 4, pp. 1454-1470

Persistent link: https://www.econbiz.de/10012655261

A financial systemic stress index for Greece

Louzis, Dimitrios P.; Vouldis, Angelos T. - Bank of Greece - 2013

The paper develops a financial systemic stress index (FSSI) for Greece. We present a methodology for constructing and evaluating a systemic stress index which: i) adopts the suggestion of Hollo et al. (2012) [Hollo, Kremer, and Duca (2012) “CISS – A ‘Composite Indicator of Systemic...

Persistent link: https://www.econbiz.de/10010696481