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来源类型 | Working Paper |
规范类型 | 工作论文 |
Are banks affected by their holdings of government debt? | |
Chiara Angeloni; Guntram B. Wolff | |
发表日期 | 2012-03-26 |
出版年 | 2012 |
语种 | 英语 |
概述 | This Working Paper sheds light on the link between sovereign and banking risk in the euro zone. It provides an empirical analysis of the impact of government debt holdings on the stock market performances of the European banks stress tested in the EBA’s July and December 2011 exercises. |
摘要 | The strong relation between sovereign and banking stress is frequently emphasised, especially since the start of the European sovereign debt crisis. This working paper sheds light on the determinants of the link. It studies the stock market performance and the holdings of government debt of the banks stress tested by the European Banking Authority in July and December 2011. A number of results stand out:
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主题 | European Macroeconomics & Governance ; Finance & Financial Regulation |
URL | https://bruegel.org/2012/03/are-banks-affected-by-their-holdings-of-government-debt/ |
来源智库 | Bruegel (Belgium) |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/429357 |
推荐引用方式 GB/T 7714 | Chiara Angeloni,Guntram B. Wolff. Are banks affected by their holdings of government debt?. 2012. |
条目包含的文件 | ||||||
文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
120326_gw_are_banks_(228KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
WP_2012_07.pdf(1124KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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