1. The role of risk management committee on the relationship between corporate carbon emission disclosure and capital structure. (2024). Cahyono, Suham ; Anridho, Nadia ; Harymawan, Iman ; Ardianto, Ardianto ; Hanifah, Abu.
   In: Corporate Social Responsibility and Environmental Management.
   RePEc:wly:corsem:v:31:y:2024:i:3:p:2127-2158.

   Full description at Econpapers || Download paper

2. QE in the euro area: Has the PSPP benefited peripheral bonds?. (2021). Gros, Daniel ; Belke, Ansgar.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100069x.

   Full description at Econpapers || Download paper

1. Acharya, V.V. ; Drechsler, I. ; Schnabl, P. A pyrrhic victory? Bank bailouts and sovereign credit risk. 2014 J. Finance. 69 2689-2739

2. Acharya, V.V. ; Naqvi, H. On reaching for yield and the coexistence of bubbles and negative bubbles. 2019 J. Financial Intermediation. 38 1-10

3. Bauer, M.D. ; Neely, C.J. International channels of the fed’s unconventional monetary policy. 2014 J. Int. Money Finance. 44 24-46
   Paper not yet in RePEc: Add citation now
   

4. Bernanke, B.S. ; Blinder, A.S. The Federal funds rate and the channels of monetary transmission. 1992 Am. Econ. Rev.. 82 901-921

5. Bernanke, B.S. ; Gertler, M. Agency costs, net worth, and business fluctuations. 1989 Am. Econ. Rev.. 79 14-31

6. Bernanke, B.S., 2005. The global saving glut and the U.S. current account deficit. Sandridge Lecture, Virginia Association of Economists, Richmond, VA.

7. Bernhard, S. ; Ebner, T. Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. 2017 J. Int. Money Finance. 75 109-127

8. Bowman, D. ; Londono, J.M. ; Sapriza, H. U.S. unconventional monetary policy and transmission to emerging market economies. 2015 J. Int. Money Finance. 55 27-59

9. Broner, F. ; Erce, A. ; Martin, A. ; Ventura, J. Sovereign debtmarkets in turbulent times: creditor discrimination and crowding-out effects. 2014 J. Monetary Econ.. 61 114-142

10. Christiano, L.J. ; Eichenbaum, M. ; Evans, C.L. The effect of monetary policy shocks: Evidence from the flow of funds. 1996 Rev. Econ. Stat.. 78 16-34

11. Cochrane, J.H. ; Piazzesi, M. Bond risk premia. 2005 Am. Econ. Rev.. 95 138-160

12. Cooper, R. ; Nikolov, K. Government debt and banking fragility: The spreading of strategic uncertainty?. 2018 Int. Econ. Rev.. 59 1905-1925

13. D’Amico, S. ; King, T.B. Flow and stock effect of large scale treasury purchases: evidence on the importance of local supply. 2013 J. Financ. Econ.. 108 425-448

14. Demirguc-Kunt, A. ; Huizing, H. Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads. 2013 J. Bank. Finance. 37 875-894

15. Diamond, D. ; Dybvig, P. Bank runs, deposit insurance, and liquidity. 1983 J. Political Economy. 91 401-419

16. Fratzscher, M. ; Lo Duca, M. ; Straub, R. On the international spillovers of US quantitative easing. 2018 Econ. J.. 128 330-377

17. Gennaioli, N. ; Martin, A. ; Rossi, S. Sovereign default, domestic banks and financial institutions. 2014 J. Finance. 69 819-866

18. Gertler, M. ; Karadi, P. A model of unconventional monetary policy. 2011 J. Monetary Econ.. 58 17-34

19. Gertler, M. ; Karadi, P. Monetary policy surprises, credit costs, and economic activity. 2015 Am. Econ. J.: Macroeconomics. 7 44-76

20. Gertler, M. ; Kiyotaki, N. Financial intermediation and credit policy in business cycle analysis. 2010 En : Friedman, B.M. ; Woodford, M. Handbook of Monetary Economics. Elsevier: Amsterdam

21. Gertler, M. ; Kiyotaki, N. ; Queralto, A. Financial crises, bank risk exposure and government financial policy. 2012 J. Monetary Econ.. 59 S17-S34

22. Gilchrist, S. ; Zakrajšek, E. Credit spreads and business cycle fluctuations. 2012 Am. Econ. Rev.. 102 1692-1720

23. Glick, R. ; Leduc, S. Central bank announcements of asset purchases and the impact on global financial and commodity markets. 2012 J. Int. Money Finance. 31 2078-2101

24. Gürkaynak, R.S. ; Sack, B. ; Swanson, E.T. Do actions speak louder than words? The response of asset prices to monetary policy actions and statements. 2005 Int. J. Central Banking. 1 55-93

25. Gürkaynak, R.S. ; Sack, B. ; Wright, J.H. The U.S. treasury yield curve: 1961 to the present. 2007 J. Monetary Econ.. 54 2291-2304

26. Heider, F. ; Inderst, R. Loan prospecting. 2012 Rev. Financial Stud.. 25 2381-2415
    Paper not yet in RePEc: Add citation now
    

27. Holstrom, B. ; Tirole, J. Market liquidity and performance monitoring. 1993 J. Political Economy. 101 678-709

28. Kashyap, A.K. ; Stein, J.C. The impact of monetary policy on bank balance sheets. 1995 Carnegie-Rochester Conference Series Public Policy. 42 151-195

29. Kirchner, M. ; van Wijnbergen, S. Fiscal deficits, financial fragility, and the effectiveness of government policies. 2016 J. Monetary Econ.. 80 51-68

30. Kuttner, K.N. Monetary policy surprises and interest rates: Evidence from the Fed funds futures market. 2001 J. Monetary Econ.. 47 523-544

31. Martinez-Miera, D. ; Repullo, R. Search for yield. 2017 Econometrica. 85 351-378
    Paper not yet in RePEc: Add citation now
    

32. Mertens, K. ; Ravn, M.O. The dynamic effects of personal and corporate income tax changes in the United States. 2013 Am. Econ. Rev.. 103 1212-1247

33. Neely, C.J. Unconventional monetary policy had large international effects. 2015 J. Bank. Finance. 52 101-111

34. Rajan, R.G. Has finance made the world riskier?. 2006 Eur. Financial Manage.. 12 499-533

35. Stein, J.C. Information production and capital allocation: decentralized versus hierarchical firms. 2002 J. Finance. 57 1891-1921

36. Stock, J.H. ; Watson, M.W. Generalized shrinkage methods for forecasting using many predictors. 2012 Journal of Business and Economic Statistics. 30 481-493

37. Stock, J.H. ; Wright, J.H. ; Yogo, M. A survey of weak instruments and weak identification in generalized method of moments. 2002 J. Business Econ. Statistics. 20 518-529

38. Tillman, P. Unconventional monetary policy and the spillovers to emerging markets. 2016 J. Int. Money Finance. 66 136-156
    Paper not yet in RePEc: Add citation now
    

39. Van der Kwaak, C.G.F. ; van Wijnbergen, S.J.G. Financial fragility, sovereign default risk and the limits to commercial bank bail-outs. 2014 J. Econ. Dyn. Control. 43 218-240

1. Short-Selling Bans and Bank Stability. (2020). Simonelli, Saverio ; Pagano, Marco ; Beber, Alessandro ; Fabbri, Daniela.
   In: CSEF Working Papers.
   RePEc:sef:csefwp:423.

   Full description at Econpapers || Download paper

2. The Pecking Order of Segmentation and Liquidity-Injection Policies in a Model of Contagious Crises. (2020). Guembel, Alexander ; Sussman, Oren.
   In: Post-Print.
   RePEc:hal:journl:hal-02929541.

   Full description at Econpapers || Download paper

3. Risky bank guarantees. (2020). Zinna, Gabriele ; Sarno, Lucio ; Mäkinen, Taneli ; Makinen, Taneli.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:136:y:2020:i:2:p:490-522.

   Full description at Econpapers || Download paper

4. Domestic Banks as Lightning Rods? Home Bias and Information during the Eurozone Crisis. (2019). Saka, Orkun.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_7939.

   Full description at Econpapers || Download paper

5. Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael.
   In: Cardiff Economics Working Papers.
   RePEc:cdf:wpaper:2019/6.

   Full description at Econpapers || Download paper

6. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
   In: Economics Working Papers.
   RePEc:upf:upfgen:1566.

   Full description at Econpapers || Download paper

7. The changing international network of sovereign debt and financial institutions. (2017). Volkov, Vladimir ; Dungey, Mardi ; Harvey, John.
   In: Working Papers.
   RePEc:tas:wpaper:23500.

   Full description at Econpapers || Download paper

8. Bank Exposures and Sovereign Stress Transmission. (2017). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo.
   In: CSEF Working Papers.
   RePEc:sef:csefwp:410.

   Full description at Econpapers || Download paper

9. Do stress tests matter? Evidence from the 2014 and 2016 stress tests. (2017). Kok, Christoffer ; Georgescu, Oana-Maria ; Gross, Marco ; Kapp, Daniel.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20172054.

   Full description at Econpapers || Download paper

10. Financial Stability in Europe: Banking and Sovereign Risk. (2017). Kočenda, Evžen ; Bruha, Jan ; Kocenda, Even.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6453.

    Full description at Econpapers || Download paper

11. International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
    In: Working Papers.
    RePEc:bge:wpaper:965.

    Full description at Econpapers || Download paper

12. The Sovereign-Bank Diabolic Loop and ESBies. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; thesmar, david ; Reis, Ricardo ; Pagano, Marco ; Lane, Philip ; Garicano, Luis ; Brunnermeier, Markus ; Santos, Tano.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:427.

    Full description at Econpapers || Download paper

13. CoRisk: measuring systemic risk through default probability contagion. (2016). Parisi, Laura ; Giudici, Paolo.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0116.

    Full description at Econpapers || Download paper

14. Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach. (2016). Jalles, Joao ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp042016.

    Full description at Econpapers || Download paper

15. The Sovereign-Bank Diabolic Loop and ESBies. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; thesmar, david ; Reis, Ricardo ; Pagano, Marco ; Lane, Philip ; Garicano, Luis ; Brunnermeier, Markus ; Santos, Tano.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1603.

    Full description at Econpapers || Download paper

16. Sovereign defaults by currency denomination. (2016). Souissi, Slim ; Jeanneret, Alexandre.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:197-222.

    Full description at Econpapers || Download paper

17. The quest for banking stability in the euro area: The role of government interventions. (2016). Paltalidis, Nikos ; Kizys, Renatas ; Vergos, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:111-133.

    Full description at Econpapers || Download paper

18. Increase in home bias in the Eurozone debt crisis: The role of domestic shocks. (2016). Gimet, Céline ; Gandré, Pauline ; Cornand, Camille ; Gandre, Pauline.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:53:y:2016:i:c:p:445-469.

    Full description at Econpapers || Download paper

19. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161898.

    Full description at Econpapers || Download paper

20. Sovereign risk and bank risk-taking. (2016). Ari, Anil.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161894.

    Full description at Econpapers || Download paper

21. Sovereign to corporate risk spillovers. (2016). Breckenfelder, Johannes ; Boustanifar, Hamid ; Augustin, Patrick ; Schnitzler, Jan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161878.

    Full description at Econpapers || Download paper

22. The State Dependent Impact of Bank Exposure on Sovereign Risk. (2016). Podstawski, Maximilian ; Velinov, Anton.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1550.

    Full description at Econpapers || Download paper

23. Short-Selling Bans and Bank Stability. (2016). Pagano, Marco ; Beber, Alessandro ; Fabbri, Daniela.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11090.

    Full description at Econpapers || Download paper

24. Monetary policy under the microscope: Intra-bank transmission of asset purchase programs of the ECB. (2015). Koetter, Michael ; Cycon, Lisa .
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112831.

    Full description at Econpapers || Download paper

25. Modeling Systemic Risk with Correlated Stochastic Processes. (2015). Parisi, Laura ; Giudici, Paolo.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0110.

    Full description at Econpapers || Download paper

26. Tax Evasion across Industries: Soft Credit Evidence from Greece. (2015). Tsoutsoura, Margarita ; Artavanis, Nikolaos ; Morse, Adair.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21552.

    Full description at Econpapers || Download paper

27. Bank sovereign bond holdings, sovereign shock spillovers, and moral hazard during the European crisis. (2015). Stulz, René ; Beltratti, Andrea.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21150.

    Full description at Econpapers || Download paper

28. The ICA-based Factor Decomposition of the Eurozone Sovereign CDS Spreads. (2015). Fabozzi, Frank ; Giacometti, Rosella ; Tsuchida, Naoshi.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:15-e-04.

    Full description at Econpapers || Download paper

29. Disclosure, banks CDS spreads and the European sovereign crisis. (2015). Refait-Alexandre, Catherine ; Guillemin, François.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01376916.

    Full description at Econpapers || Download paper

30. Domestic creditors as last lenders in debt crises: a simple model with multiple equilibria. (2015). Gandre, Pauline.
    In: Post-Print.
    RePEc:hal:journl:halshs-01264630.

    Full description at Econpapers || Download paper

31. Correlated Defaults of UK Banks: Dynamics and Asymmetries. (2015). Zhao, Yang ; Kim, Minjoo ; cerrato, mario ; Crosby, John.
    In: Working Papers.
    RePEc:gla:glaewp:2015_24.

    Full description at Econpapers || Download paper

32. Securitization and lending standards: Evidence from the European wholesale loan market. (2015). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1141.

    Full description at Econpapers || Download paper

33. Bank leverage and profitability: Evidence from a sample of international banks. (2015). Paladino, Giovanna ; Beltratti, Andrea.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:27:y:2015:i:c:p:46-57.

    Full description at Econpapers || Download paper

34. The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord. (2015). Wu, Eliza ; Kim, Suk-Joong ; HASAN, IFTEKHAR.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s53-s68.

    Full description at Econpapers || Download paper

35. Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Kizys, Renatas ; Gounopoulos, Dimitrios.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

    Full description at Econpapers || Download paper

36. Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283.

    Full description at Econpapers || Download paper

37. Credit default swaps and the market for sovereign debt. (2015). Ismailescu, Iuliana ; Phillips, Blake.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:43-61.

    Full description at Econpapers || Download paper

38. Bailout uncertainty in a microfounded general equilibrium model of the financial system. (2015). Cukierman, Alex ; Izhakian, Yehuda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:160-179.

    Full description at Econpapers || Download paper

39. Does sovereign creditworthiness affect bank valuations in emerging markets?. (2015). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129.

    Full description at Econpapers || Download paper

40. The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China. (2015). Wu, Eliza ; Kim, Suk-Joong ; Salem, Leith .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:208-224.

    Full description at Econpapers || Download paper

41. Sovereign and corporate credit risk: Evidence from the Eurozone. (2015). Colla, Paolo ; Bedendo, Mascia.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:33:y:2015:i:c:p:34-52.

    Full description at Econpapers || Download paper

42. Sovereign risk, interbank freezes, and aggregate fluctuations. (2015). Grosse Steffen, Christoph ; Engler, Philipp.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151840.

    Full description at Econpapers || Download paper

43. Between capture and discretion - The determinants of distressed bank treatment and expected government support. (2015). Ignatowski, Magdalena ; Korte, Josef ; Werger, Charlotte .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151835.

    Full description at Econpapers || Download paper

44. Domestic creditors as last lenders in debt crises: a simple model with multiple equilibria. (2015). Gandré, Pauline.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-15-00676.

    Full description at Econpapers || Download paper

45. A theory of bazookas; or, when (and when not) to use large-scale official sector support. (2015). Frost, Jon.
    In: Working Papers.
    RePEc:dnb:dnbwpp:479.

    Full description at Econpapers || Download paper

46. Determinants and Valuation Effects of the Home Bias in European Banks Sovereign Debt Portfolios. (2015). Ioannidou, Vasso ; Huizinga, Harry ; Horvath, Balint.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10661.

    Full description at Econpapers || Download paper

47. Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis. (2015). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10479.

    Full description at Econpapers || Download paper

48. Bank failure and bail-in: an introduction. (2015). Wingfield, Venetia ; Chennells, Lucy .
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0179.

    Full description at Econpapers || Download paper

49. Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis. (2014). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
    In: Discussion Papers.
    RePEc:zbw:bubdps:452014.

    Full description at Econpapers || Download paper

50. Sovereign Defaults, Bank Runs, and Contagion. (2014). Luck, Stephan ; Schempp, Paul .
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2014_15.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 16:53:09 || Missing content? Let us know