Sovereign and corporate credit risk: Evidence from the Eurozone

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Asset Purchase Programmes and Financial Markets: Lessons from the Euro Area (2015, background): “Similar conclusions can be reached when looking at the work by Bedendo and Colla (2015), based on a more granular estimation.”
The differential impact of leverage on the default risk of small and large firms (2020, background): “The findings suggest that SMEs and large firms are subject to very different restructuring strategies, which may be the result of different bankruptcy procedures and/or creditors’ bargaining power (Berkowitz and White, 2004 and Berger and Udell, 2006). Until recently, the literature on predicting fi”
The Real Effects of Credit Ratings: The Sovereign Ceiling Channel (2017, background): “…engendered by sovereign downgrades can have 7There is also a literature on the relation between sovereign and corporate credit risk (e.g., Durbin and Ng (2005), Borensztein, Cowan, and Valenzuela (2013), Augustin, Boustanifar, Breckenfelder, and Schnitzler (2014), and Bedendo and Colla (2015)).”