Results 141 to 150 of about 65,859 (324)
Taking advantage of credit default swaps in European markets [PDF]
, 2012 Credit default swaps are the leading indicators in bond and equity markets. The movement of credit default swaps can explain sovereign bond and equity market movements in distressed countries.
Kosmitis, Phillip
core +1 more source
The Effects of Regulatory Office Closures on Bank Behavior
Journal of Money, Credit and Banking, EarlyView.Abstract We investigate if the decentralized structure of regulatory office networks influences supervisory outcomes and bank behavior. Following the closure of an office, banks previously supervised by that office increase their lending and risk‐taking.
IVAN LIM, JENS HAGENDORFF, SETH ARMITAGE
wiley +1 more source
The Impact of Debt Covenant Violation on Credit Default Swap Spreads
, 2017 Changling Chen +2 more
openalex +1 more source
A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors [PDF]
An important research area of the corporate yield spread literature seeks to measure the proportion of the spread that can be explained by factors such as the possibility of default, liquidity, tax differentials and market risk.
Geneviève Gauthier +4 more
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Hampered Monetary Policy Transmission ‐ A Supply‐Side Story?
Journal of Money, Credit and Banking, EarlyView.Abstract This paper shows that the supply side of credit is a major factor for hampered monetary policy transmission in monopolistic banking markets. Our stress test data containing projected interest rates of all 1,555 small and medium‐sized banks in Germany under two hypothetical scenarios provide a clear way to partial out demand shocks that are ...
LOTTA HECKMANN‐DRAISBACH, JULIA HARDT
wiley +1 more source
Can Credit Default Swaps Predict Financial Crises: An Empirical Test on Emerging Markets [PDF]
We explore the informational value of credit default swaps and the extent to which they may be linked to financial crises. After developing a theoretical framework to model the relationship between credit default swap market and equity and currency ...
Neziri, Hekuran
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Are Risky Banks Disciplined by Large Corporate Depositors?
Journal of Money, Credit and Banking, EarlyView.Abstract We analyze depositor discipline using auctions of unsecured money market deposits of firms to banks. In each auction, only the firm observes the banks and their interest rate bids. We observe that deposit interest rate bids increase with bank risk.
BJÖRN IMBIEROWICZ +2 more
wiley +1 more source
Are all Credit Default Swap databases equal? [PDF]
The presence of different prices in different databases for the same securities can impair the comparability of research efforts and seriously damage the management decisions based upon such research.
Eduardo S. Schwartz +2 more
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