Listar INARBE - Institute for Advanced Research in Business and Economics por tema "Dynamic panel data"

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Sovereign debt holdings and banks’ credit risk: evidence from the Eurozone

Abinzano Guillén, María Isabel ; Corredor Casado, María Pilar ; Mansilla Fernández, José Manuel (Elsevier, 2021) Artículo / Artikulua

This paper investigates the direct effect of sovereign debt holding on banks’ credit risk. Using individual Eurozone listed banks’ information, we find that holding sovereign debt improves the level of banks’ credit risk, ...