The “greatest” carry trade ever? Understanding eurozone bank risks
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- Type
- article
- Published
- 2014-11-20
- Cited by
- 493
- References
- 25
- OpenAlex
- https://openalex.org/W3124301143
Keywords
Carry (investment), Economics, Business, Financial system, International economics
References
- Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans
- Financial Repression in the European Sovereign Debt Crisis
- Trust Preferred Securities and Regulatory Arbitrage
- Capital regulation and bank risk-taking: A note
- Exporting Sovereign Stress: Evidence from Syndicated Bank Lending during the Euro Area Sovereign Debt Crisis
- Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes
- Bank Lending and the European Sovereign Debt Crisis
- Sovereign Risk and Secondary Markets
- Securitization without risk transfer
- Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?
- Zombie Lending and Depressed Restructuring in Japan
- Theory of the firm: Managerial behavior, agency costs and ownership structure
- Will the U.S. bank recapitalization succeed? Eight lessons from Japan
- Dollar Funding and the Lending Behavior of Global Banks
- Why Are Banks Not Recapitalized During Crises? A Political Economy Explanation
Cited by
- The Political Origin of Home Bias: The Case of Europe
- Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans
- Sovereign credit risk, liquidity, and ECB intervention : deus Ex machina?
- The Information in Systemic Risk Rankings
- Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme
- Fairness and reflexivity in the Cyprus bail-in
- Is the European banking system robust? An evaluation through the lens of the ECB?s Comprehensive Assessment
- ROE in Banks: Myth and Reality
- Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models
- Credit and Liquidity in Interbank Rates: a Quadratic Approach
- Financial Stability and Monetary Policy
- Central Bank Collateral Frameworks
- Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis
- Banking union in a single currency area: evidence on financial fragmentation
- Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests
- Banking and sovereign debt crises in a monetary union without central bank intervention
- Banking union: Mind the gaps☆
- Basel III versus Solvency II: An Analysis of Regulatory Consistency under the New Capital Standards
- Financial Fragmentation and Economic Growth in Europe
- Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystem's LTROs
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