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

DOI10.1093/ROF/RFY024OpenAlexW3123445218MaRDI QIDQ5048042

M. Rieth, Marcel Fratzscher

Publication date: 17 November 2022

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfy024

zbMATH Keywords

spilloverscredit riskmonetary policyheteroskedasticitybanksbank bailoutsovereigns

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Credit risk (91G40) Financial networks (including contagion, systemic risk, regulation) (91G45)

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