Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/168259
Authors: 
Schnabel, Isabel
Schüwer, Ulrich
Year of Publication: 
2017
Series/Report no.: 
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2017: Alternative Geld- und Finanzarchitekturen - Session: Banking IV G15-V1
Abstract: 
The positive relationship between bank and sovereign credit risk in the Eurozone is seen as a major threat for the stability of the Eurozone. This paper explores potential bank-level and country-level drivers of this relationship. We find that banks' home bias in their sovereign exposures and their low equity ratios as well as countries' high debt-to-GDP ratios and low perceived government effectiveness are positively related to the sovereign-bank nexus.
JEL: 
G21
G28
Document Type: 
Conference Paper

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.