The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 110
Issue: 1
Pages: 28-31

Authors (2)

Ejsing, Jacob (not in RePEc) Lemke, Wolfgang (European Central Bank)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In autumn 2008, euro area governments announced comprehensive rescue packages for banks. This induced decreasing bank and increasing government credit spreads. Moreover, the sensitivity of perceived sovereign credit quality to further crisis aggravations increased, and vice versa for banks.

Technical Details

RePEc Handle
repec:eee:ecolet:v:110:y:2011:i:1:p:28-31
Journal Field
General
Author Count
2
Added to Database
2026-01-25