Home Bias in Sovereign Exposure and the Probability of Bank Default - Evidence from EU Stress Test Data
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More about this item
Keywords
Home bias; sovereign bonds; bank stability; equity requirements; financial regulation;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- K15 - Law and Economics - - Basic Areas of Law - - - Civil Law; Common Law
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2021-04-26 (Central Banking)
- NEP-EEC-2021-04-26 (European Economics)
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