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Economy and Finance
Scientific paper

Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area

Details

Identification
Discussion Paper 9
Publication date
26 September 2015
Authors
Marcel Fratzscher | Directorate-General for Economic and Financial Affairs

Description

Marcel Fratzscher (DIW Berlin, Humboldt-University Berlin and CEPR) and Malte Rieth (DIW Berlin) analyse the empirical relationship between bank risk and sovereign credit risk in the euro area. This Discussion Paper was prepared under DG ECFIN’s 2014-2015 Fellowship Initiative “Growth, integration and structural convergence revisited”.

Information and identifiers

(Discussion Papers 9. September 2015. Brussels. PDF. 44pp. Tab. Graph. Ann. Bibliogr. Free.)

KC-BD-15-009-EN-N (online)
ISBN 978-92-79-48674-6 (online)
ISSN 2443-8022 (online)
doi: 10.2765/6218 (online)

JEL classification: E52, G10, E60

Disclaimer

Discussion Papers are written by the staff of the Directorate-General for Economic and Financial Affairs, or by experts working in association with them. The Papers are intended to increase awareness of the technical work being done by staff and to seek comments and suggestions for further analysis. The views expressed are the author’s alone and do not necessarily correspond to those of the European Commission.

Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area

Files

12 JANUARY 2017
Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area