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Keywords: Sovereign–bank nexus
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Journal Articles
Journal of Financial Regulation and Compliance 1–25.
Published: 23 June 2026
...Rainer Baule; Oliver Beckmann; Christian Tallau Purpose This paper aims to analyze influencing factors on the covariation between sovereign and bank sector credit risks – the so-called sovereign–bank nexus. Design/methodology/approach Risk transmissions between sovereigns and banks...
