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Deadly Embrace - Sovereign and Financial Balance Sheets Doom Loops. (2017). Tirole, Jean ; Farhi, Emmanuel.
In: EconPol Working Paper.
RePEc:ces:econwp:_1.

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Cited: 52

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Cites: 52

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  1. Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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  2. Bailout dynamics in a monetary union. (2023). Kobielarz, Michal.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000375.

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  3. ITFIN: A stock-flow consistent model for the Italian economy. (2023). Felici, Francesco ; Favero, Carlo A ; Cagnazzo, Alberto ; Hermitte, Riccardo Barbieri ; Tegami, Cristian ; Nucci, Francesco ; Macauda, Valeria.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003509.

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  4. Contagion or interdependence? Comparing spillover indices. (2022). Volkov, Vladimir ; Islam, Raisul.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02169-2.

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  5. Sovereign debt holdings and banks’ credit risk: Evidence from the Eurozone. (2022). Mansilla-Fernandez, Jose Manuel ; Corredor, Pilar ; Abinzano, Isabel.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100502x.

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  6. Completing the European Banking Union: Capital cost consequences for credit providers and corporate borrowers. (2022). Sfrappini, Eleonora ; Krause, Thomas ; Koetter, Michael ; Tonzer, Lena.
    In: European Economic Review.
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  7. Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele.
    In: Working Papers.
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  8. Completing the European Banking Union: Capital cost consequences for credit providers and corporate borrowers. (2021). Tonzer, Lena ; Koetter, Michael ; Sfrappini, Eleonora ; Krause, Thomas.
    In: IWH Discussion Papers.
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  9. Bankruptcy Codes and Risk Sharing of Currency Unions. (2021). Wang, Xuan.
    In: Tinbergen Institute Discussion Papers.
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  10. The cost of banking crises: Does the policy framework matter?. (2021). Pradines-Jobet, Florian ; Lucotte, Yannick ; Levieuge, Gregory.
    In: Post-Print.
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  11. The Sovereign-Bank Nexus in the Face of the COVID-19 Pandemic Outbreak—Evidence from EU Member States. (2021). Boitan, Iustina ; Marchewka-Bartkowiak, Kamilla .
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  12. The cost of banking crises: Does the policy framework matter?. (2021). Levieuge, Grégory ; Pradines-Jobet, Florian ; Lucotte, Yannick.
    In: Journal of International Money and Finance.
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  13. A new measure for gauging the riskiness of European Banks’ sovereign bond portfolios. (2021). Reghezza, Alessio ; Pancotto, Livia ; Molyneux, Philip.
    In: Finance Research Letters.
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  14. Fiscal retrenchments and the transmission mechanism of the sovereign risk channel for highly indebted countries. (2021). Tancioni, Massimiliano ; Fedeli, Silvia ; Beqiraj, Elton.
    In: The North American Journal of Economics and Finance.
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  15. Measuring Sovereign Credit Risk of the EU countries. (2021). Szabo, Milan ; Siuda, Vojtch.
    In: Journal of Central Banking Theory and Practice.
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  16. The ECB and the Cost of Independence. Unearthing a New Doom-Loop in the European Monetary Union. (2021). Marozzi, Armando.
    In: BAFFI CAREFIN Working Papers.
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  17. Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele.
    In: Papers.
    RePEc:arx:papers:2102.06404.

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  18. Sovereign risk and bank fragility. (2020). Mankart, Jochen ; Anand, Kartik.
    In: Discussion Papers.
    RePEc:zbw:bubdps:542020.

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  19. The Political Economy of a Diverse Monetary Union. (2020). Soons, Oscar ; Perotti, Enrico.
    In: Tinbergen Institute Discussion Papers.
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  20. Public debt and crowding-out: the role of housing wealth. (2020). Camilli, Andrea ; Giagheddu, Marta.
    In: Working Papers.
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  21. Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi.
    In: Pacific-Basin Finance Journal.
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  22. Financial stability with sovereign debt. (2020). Izumi, Ryuichiro.
    In: Journal of Financial Stability.
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  23. A zero-risk weight channel of sovereign risk spillovers. (2020). Steffen, Sascha ; Korte, Josef ; Kirschenmann, Karolin.
    In: Journal of Financial Stability.
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  24. Aggregate stability under a budget rule and labor mobility. (2020). Micheli, Martin.
    In: Economic Modelling.
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  25. Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas .
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  26. Bank funding costs and solvency. (2020). Pancaro, Cosimo ; Żochowski, Dawid ; Arnould, Guillaume.
    In: Working Paper Series.
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  27. Bank funding costs and solvency. (2020). Pancaro, Cosimo ; Żochowski, Dawid ; Arnould, Guillaume .
    In: Bank of England working papers.
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  28. The Political Economy of a Diverse Monetary Union. (2020). Soons, Oscar ; Perotti, Enrico.
    In: ECONtribute Discussion Papers Series.
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  29. Avoiding the Fall into the Loop: Isolating the Transmission of Bank-to-Sovereign Distress in the Euro Area and its Drivers. (2019). Eichler, Stefan ; Bohm, Hannes.
    In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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  30. Sovereign Spread Volatility and Banking Sector. (2019). Silgado-Gomez, Edgar ; Sharma, Vivek.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:454.

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  31. International spillovers and `ex-ante efficient bailouts. (2019). Azzimonti, Marina ; Quadrini, Vincenzo.
    In: 2019 Meeting Papers.
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  32. Publikationen von Wirtschaftsforschungsinstituten im deutschsprachigen Raum - Eine bibliometrische Analyse. (2019). Wohlrabe, Klaus ; Baumann, Alexendra.
    In: MPRA Paper.
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  33. International Spillovers and Bailouts. (2019). Azzimonti, Marina ; Quadrini, Vincenzo.
    In: Department of Economics Working Papers.
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  34. The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis. (2019). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K.
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  35. Capital regulations and the management of credit commitments during crisis times. (2019). Valderrama, Maria Teresa ; Pelzl, Paul.
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  36. The Political Economy of a Diverse Monetary Union. (2019). Soons, Oscar ; Perotti, Enrico C.
    In: CEPR Discussion Papers.
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  37. .

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  38. Avoiding the fall into the loop: Isolating the transmission of bank-to-sovereign distress in the euro area and its drivers. (2018). Eichler, Stefan ; Bohm, Hannes.
    In: IWH Discussion Papers.
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  39. Sovereign risk and bank risk-taking. (2018). Ari, Anil.
    In: ESRB Working Paper Series.
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  40. The New Triffin Dilemma. (2018). .
    In: Review of Radical Political Economics.
    RePEc:sae:reorpe:v:50:y:2018:i:4:p:691-698.

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  41. “The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”. (2018). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Singh, Manish K ; Gomez-Puig, Marta.
    In: IREA Working Papers.
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  42. The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico. (2018). Phan, Toan ; Chari, Anusha ; Leary, Ryan.
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  43. Gambling traps. (2018). Ari, Anil.
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  44. Central Bank Communication and the Yield Curve. (2018). Leombroni, Matteo ; Whelan, Paul ; Venter, Gyuri ; Vedolin, Andrea.
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  45. Shadow Banking and the Four Pillars of Traditional Financial Intermediation. (2018). Tirole, Jean ; Farhi, Emmanuel.
    In: EconPol Working Paper.
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  46. The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico. (2017). Phan, Toan ; Chari, Anusha ; Leary, Ryan.
    In: NBER Working Papers.
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  47. Shadow Banking and the Four Pillars of Traditional Financial Intermediation. (2017). Tirole, Jean ; Farhi, Emmanuel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23930.

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  48. A European Monetary Fund: Why and how?. (2017). Gros, Daniel ; Mayer, Thomas.
    In: CEPS Papers.
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  49. Government guarantees and the two-way feedback between banking and sovereign debt crises. (2017). leonello, agnese.
    In: Working Paper Series.
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  50. Shadow Banking and the Four Pillars of Traditional Financial Intermediation. (2017). Tirole, Jean ; Farhi, Emmanuel.
    In: CEPR Discussion Papers.
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    RePEc:pal:imfecr:v:66:y:2018:i:2:d:10.1057_s41308-018-0054-8.

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  15. To Ask or Not To Ask? Collateral versus Screening in Lending Relationships. (2018). Karmakar, Sudipto ; Karapetyan, Artashes ; Degryse, Hans.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0492018.

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  16. Government Spending during Sudden Stop Crises. (2018). Liu, Siming.
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2018002.

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  17. Lending standards and macroeconomic dynamics. (2018). Gete, Pedro.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182207.

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  18. The New Area-Wide Model II: an extended version of the ECBs micro-founded model for forecasting and policy analysis with a financial sector. (2018). Warne, Anders ; Schmidt, Sebastian ; Coenen, Günter ; Karadi, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182200.

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  19. Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment. (2018). Schwaab, Bernd ; Breckenfelder, Johannes.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182193.

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  20. Managing the sovereign-bank nexus. (2018). Popov, Alexander ; Minoiu, Camelia ; Martin, Alberto ; Laeven, Luc ; Jenkinson, Nigel ; Ferreira, Caio ; Dell'Ariccia, Giovanni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182177.

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  21. Sovereign Risk and Asset Market Dynamics in the Euro Area. (2018). Perego, Erica.
    In: Working Papers.
    RePEc:cii:cepidt:2018-18.

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  22. Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire.
    In: Working papers.
    RePEc:bfr:banfra:687.

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  23. Sovereign default, domestic banks and exclusion from international capital markets. (2018). Thaler, Dominik.
    In: Working Papers.
    RePEc:bde:wpaper:1824.

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  24. The zero risk fallacy? Banks sovereign exposure and sovereign risk spillovers. (2017). Kirschenmann, Karolin ; Steffen, Sascha ; Korte, Josef .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:17069.

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  25. Eurozone exit risk. (2017). , Ingmarrovekamp ; Rovekamp, Ingmar ; Eichler, Stefan.
    In: CEPIE Working Papers.
    RePEc:zbw:tudcep:0717.

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  26. Assessing the Macroeconomic Effects of LTROs during the Great Recession. (2017). Sahuc, Jean-Guillaume ; Matheron, Julien ; Cahn, Christophe.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:7:p:1443-1482.

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  27. Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia.
    In: MPRA Paper.
    RePEc:pra:mprapa:82914.

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  28. Public debt in India: Moving towards a prudent level?. (2017). Joumard, Isabelle ; Hoeller, Peter ; Fournier, Jean-Marc ; Morgavi, Hermes.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1400-en.

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  29. The Sovereign-Bank Interaction in the Eurozone Crisis. (2017). Goedl, Maximilian.
    In: Graz Economics Papers.
    RePEc:grz:wpaper:2017-10.

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  30. A Macroeconomic Model with Occasional Financial Crises. (2017). Paul, Pascal.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2017-22.

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  31. De-leveraging or de-risking? How banks cope with loss. (2017). Shapiro, Adam ; Krainer, John ; Bidder, Rhys.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2017-03.

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  32. How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies. (2017). guimaraes, bernardo ; Diniz, Andre.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:86169.

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  33. Collateral constraints and macroeconomic asymmetries. (2017). Iacoviello, Matteo ; Guerrieri, Luca.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:90:y:2017:i:c:p:28-49.

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  34. The 2012 eurozone crisis and the ECB’s OMT program: A debt-overhang banking and sovereign crisis interpretation. (2017). Occhino, Filippo.
    In: European Economic Review.
    RePEc:eee:eecrev:v:100:y:2017:i:c:p:337-363.

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  35. Assessing DSGE model nonlinearities. (2017). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:83:y:2017:i:c:p:34-54.

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  36. A model of sovereign debt with private information. (2017). Phan, Toan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:83:y:2017:i:c:p:1-17.

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  37. Sovereign risk, bank funding and investors’ pessimism. (2017). Faia, Ester.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:79:y:2017:i:c:p:79-96.

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  38. Government guarantees and the two-way feedback between banking and sovereign debt crises. (2017). leonello, agnese.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172067.

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  39. Monetary Policy at Work: Security and Credit Application Registers Evidence. (2017). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12011.

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  40. How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies. (2017). guimaraes, bernardo ; Diniz, Andre.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1705.

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  41. Monetary policy at work: Security and credit application registers evidence. (2017). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea.
    In: Working Papers.
    RePEc:bge:wpaper:964.

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  42. Exposure to international crises: trade vs. financial contagion. (2016). Grant, Everett.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201630.

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  43. Is There an Output Free Lunch for Fiscal Inationary Policies?. (2016). Berriel, Tiago ; Andrade, Moises S.
    In: Textos para discussão.
    RePEc:rio:texdis:650.

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  44. Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; Borovička, Jaroslav ; Borovika, Jaroslav.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22364.

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  45. Sovereign Risk and Bank Risk-Taking. (2016). Ari, Anil.
    In: 2016 Papers.
    RePEc:jmp:jm2016:par455.

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  46. Exposure to international crises: trade vs. financial contagion. (2016). Grant, Everett.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:280.

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  47. Understanding Inflation as a Joint Monetary–Fiscal Phenomenon. (2016). Leeper, E M ; Leith, C.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-2305.

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  48. Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-1641.

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  49. Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises. (2016). Gertler, M ; Prestipino, A ; Kiyotaki, N.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-1345.

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  50. Sovereign Risk and Bank Risk-Taking. (2016). Ari, Anil.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1665.

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