The European Sovereign Debt Crisis
By Philip R. Lane. 2012
669 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/e01a0f9f6c2ad6753d697ffd897c55372b2d5ce9
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Thorsten Glück
- Zeno Adams
- Simone Lenzu
- Filippo Mezzanotti
- Bob Hancké
- César Sosa‐Padilla
- Margherita Bottero
- Roland Füss
In Finance
- Thorsten Glück
- Zeno Adams
- Simone Lenzu
- Filippo Mezzanotti
- Bob Hancké
- César Sosa‐Padilla
- Margherita Bottero
- Roland Füss
Citations in the corpus
- Systemic Banking Crises Database II (2013, neutral): “…to the information contained in our database, we refer the reader to the following studies and reports for further details on each crisis: Bakker and Klingen (2012) and Åslund (2009) for Ukraine; and Lane (2012), Shambaugh (2012), Mody and Sandri (2012), and Obstfeld (2013) for the European crisis.”
- Sovereign debt exposure and the bank lending channel: Impact on credit supply and the real economy (2020, background): “See Lane (2012) for a detailed description of the European sovereign crisis.”
- Sovereign defaults and banking crises (2018, background): “, IMF, 2002, Lane, 2012) all suggest shifting the attention to domestic financial 19 sectors and how they channel the adverse e↵ects of a default through the rest of the economy. 20 The main contribution of this paper is in the quantification of the impact that a sovereign 21 default has on the dome”
- Comparative Institutional Advantage in the European Sovereign Debt Crisis (2014, background): “credit (Lane, 2012).”
- Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans (2018, neutral): “Indeed, over the 2010 to 2012 period all GIIPS countries had to request some sort of official funding by the EU (Lane (2012)).”
- Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance (2017, positive): “For instance, Longin and Solnik (1995), Bera and Kim (2002), and Forbes and Rigobon (2002) show that correlations among financial assets increase during economic crises and times of financial distress.”