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Sovereign Credit Risk, Banks Government Support, and Bank Stock Returns around the World. (2014). Suarez, Gustavo ; Sapriza, Horacio ; Correa, Ricardo ; LEE, KUANHUI .
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:46:y:2014:i:s1:p:93-121.

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  2. Liquidity pressure and the sovereign-bank diabolic loop. (2024). Hassan, M. Kabir ; Janbaz, M ; Floreani, J ; Dreassi, A.
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  3. Politicians’ connections and sovereign credit ratings. (2024). Alsakka, Rasha ; Uymaz, Yurtsev ; Klusak, Patrycja.
    In: Journal of International Financial Markets, Institutions and Money.
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  4. Investor behavior around targeted liquidity announcements. (2024). Onali, Enrico ; Perdichizzi, Salvatore ; Cardillo, Giovanni.
    In: The British Accounting Review.
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  5. Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis. (2023). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Vinturis, Cezara.
    In: Southern Economic Journal.
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  6. Fiscal capacity and commercial bank lending under COVID-19. (2023). Spiegel, Mark ; Jinjarak, Yothin ; Aizenman, Joshua.
    In: Journal of the Japanese and International Economies.
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  8. Non-significant in life but significant in death: Spillover effects to euro area banks from the SVB fallout. (2023). Reghezza, Alessio ; Perdichizzi, Salvatore.
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  9. Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul.
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  10. Government Guarantees and Banks Income Smoothing. (2023). Dantas, Manuela M ; Merkley, Kenneth J.
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  11. Sovereign Risk and the Bank Lending Channel: Differences across Countries and the Effects of the Financial Crisis. (2022). Sanfilippoazofra, Sergio ; Canterosaiz, Maria ; Torreolmo, Begoa.
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  12. Transnational spillover effects of European sovereign rating signals on bank stock returns. (2022). Prokop, Jorg ; Hu, Haoshen ; Trautwein, Hans-Michael.
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  17. Banking sector performance during the COVID-19 crisis. (2021). Demirguc-Kunt, Asli ; Ruiz-Ortega, Claudia ; Demirgu-Kunt, Asli ; Pedraza, Alvaro.
    In: Journal of Banking & Finance.
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  18. Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices. (2021). Moch, Nils ; Schertler, Andrea.
    In: Journal of Banking & Finance.
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  19. Am I riskier if I rescue my banks? Beyond the effects of bailouts. (2021). Cuadros-Solas, Pedro ; Suarez, Nuria ; Salvador, Carlos.
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  20. How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?. (2020). Lai, Van Son ; Ye, Xiaoxia.
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  21. Banking Sector Performance During the COVID-19 Crisis. (2020). Pedraza, Alvaro ; Demirguc-Kunt, Asli ; Ortega, Claudia Ruiz.
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  22. How regulation of bank capital adequacy and liquidity affects pricing of bonds of the banks. (2020). Bubeyev, Mukhtar ; Tatibekova, Aida.
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  23. Bank Standalone Credit Ratings. (2020). Tarashev, Nikola ; Ongena, Steven ; King, Michael.
    In: International Journal of Central Banking.
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  24. Sovereign ratings and national culture. (2020). Dang, Huong ; Partington, Graham.
    In: Pacific-Basin Finance Journal.
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  25. The relationship between credit ratings and asset liquidity: Evidence from Western European banks. (2020). Junttila, Juha ; Merilainen, Jari-Mikko.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620301807.

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  26. Risky bank guarantees. (2020). Zinna, Gabriele ; Sarno, Lucio ; Mäkinen, Taneli ; Makinen, Taneli.
    In: Journal of Financial Economics.
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  27. Government support, regulation, and risk taking in the banking sector. (2020). Sapriza, Horacio ; Brandao Marques, Luis ; Correa, Ricardo ; Brandao-Marques, Luis.
    In: Journal of Banking & Finance.
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  28. Assessing the fiscal implications of banking crises. (2020). Zampolli, Fabrizio ; Contreras, Juan ; BORIO, Claudio.
    In: BIS Working Papers.
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  29. The single supervision mechanism and contagion between bank and sovereign risk. (2019). Sanfilippoazofra, Sergio ; Canterosaiz, Maria ; Torreolmo, Begoa.
    In: Journal of Regulatory Economics.
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  30. “Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions. (2019). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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    In: Working Papers.
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  32. Is all politics local? Regional political risk in Russia and the panel of stock returns. (2019). Shanaev, Savva ; Ghimire, Binam.
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  33. Risky Bank Guarantees. (2019). Zinna, Gabriele ; Sarno, Lucio ; Mäkinen, Taneli ; Makinen, Taneli.
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    In: Temi di discussione (Economic working papers).
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  35. How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe. (2018). Zinna, Gabriele ; Li, Junye.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:50:y:2018:i:6:p:1225-1269.

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  37. Determinants of the distance between sovereign credit ratings and sub-sovereign bond ratings: Evidence from emerging markets and developing economies. (2018). Ratha, Dilip ; Nose, Manabu ; Mohapatra, Sanket.
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  38. How do sovereign credit ratings help to financially develop low-developed countries?. (2018). Luitel, Prabesh ; Vanpee, Rosanne.
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  40. The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar.
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  50. On the exposure of insurance companies to sovereign risk—Portfolio investments and market forces. (2017). Ohls, Jana ; Dull, Robert ; Konig, Felix.
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  51. Does the disclosure of unsolicited sovereign rating status affect bank ratings?. (2017). ap Gwilym, Owain ; Alsakka, Rasha ; Klusak, Patrycja.
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  54. Systemic risk spillovers in the European banking and sovereign network. (2016). Schienle, Melanie ; Peltonen, Tuomas ; Hautsch, Nikolaus ; Betz, Frank.
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  60. Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis. (2016). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo.
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  80. The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis. (2014). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Tuyet Nhung.
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References

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  45. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
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  47. Asset pricing in Chinas domestic stock markets: Is there a logic?. (2007). Huang, Wei ; Eun, Cheol S..
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  48. Exchange rates and firms liquidity: evidence from ADRs. (2001). Huang, Roger D..
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  49. Stock markets, banks, and economic growth. (1996). Levine, Ross ; Zervos, Sara.
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  50. Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts forecasts. (1995). McInish, Thomas ; Wood, Robert A. ; Wyhowski, Donald J. ; Kee, Chung H..
    In: Journal of Banking & Finance.
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