Results 81 to 90 of about 22,457 (148)
The evolution of the U.S. commercial paper market since 1980 [PDF]
Commercial paper ...
Mitchell A. Post
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Global Liquidity and Commodity Prices: A Cointegrated VAR Approach for OECD Countries [PDF]
This paper examines the interactions between money, consumer prices and commodity prices at a global level from 1970 to 2008. Using aggregated data for major OECD countries and a cointegrating VAR framework, we are able to establish long run and short ...
Ansgar Belke +2 more
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A Network Model of Financial System Resilience [PDF]
We examine the role of macroeconomic fluctuations, asset market liquidity, and network structure in determining contagion and aggregate losses in a financial system.
Kartik Anand +4 more
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Sturm und Drang in money market funds: when money market funds cease to be narrow [PDF]
This paper investigates the returns and flows of German money market funds before and during the liquidity crisis of 2007/2008. The main findings of this paper are: In liquid times money market funds enhanced their returns by investing in less liquid ...
Jank, Stephan, Wedow, Michael
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Comovements of Different Asset Classes During Market Stress [PDF]
This paper assesses the linkages between the most important U.S.financial asset classes (stocks, bonds, T-bills and gold) during periods of financial turmoil.
Jan Piplack, Stefan Straetmans
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Risk-taking by Russian banks: Do location, ownership and size matter? [PDF]
The Russian banking sector has experienced enormous growth rates during the last 6-7 years. The rapid growth of assets has, however, contributed to a decrease in the capital adequacy ratio, thus influencing the ability of banks to cope with risk.
Fungacova, Zuzana, Solanko, Laura
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A solution for Europe's banking problem [PDF]
Nicolas Véron and Adam Posen believe Europe should build new long term European joint-action to face the likely high rising number of insolvent banks on the continent. The authors propose on the one hand, a centralised triage and restructuring process of
Adam Posen, Nicolas Véron
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