Results 31 to 40 of about 27,612 (205)
How Does the NSFR Regulatory Constraint Affect Profitability and Lending? Evidence From EU Banks
European Financial Management, EarlyView.ABSTRACT This paper analyzes the relationship between long‐term liquidity regulatory constraints, profitability, and lending activities in the EU banking sector. In particular, we examine how Net Stable Funding Ratio (NSFR) liquidity requirements impact the profitability and the core banking activities of 187 banks. Our findings reveal that higher NSFR
Paolo Agnese +3 more
wiley +1 more source
Reputation and Asset Prices: Evidence From Trump Real Estate
Financial Management, EarlyView.ABSTRACT We analyze the impact of brand reputation on asset prices by exploiting the prominence of Donald Trump in Manhattan real estate. Our quasi‐experiment identifies a 14.5% discount to condominiums in Trump‐branded buildings after controversies surrounding Trump's presidential candidacy began in June 2015 up to 2022.
Marlene Koch, Simon Stehle, Rémi Vivès
wiley +1 more source
The Great Depression and the Great Recession: A Comparative Analysis of their Analogies [PDF]
The European Journal of Comparative Economics, 2014 The decades preceding the Great Depression and the U.S. subprime mortgage crisis have close similarities. Both decades were characterized by rapid growth without major contractions, by an increase in liquidity, a lack of inflation, and a generalized ...
Cristina Peicuti
doaj
Financial structure, cycle, and instability
Journal of Economic Structures, 2022 The subprime loan mortgage crisis has revived scholarly interest in Minsky’s financial instability hypothesis. The related mathematical models present two types of Minskian financial structures.
Kenshiro Ninomiya
doaj +1 more source
Subprime Lending: the Rotten Core of the Current Economic Crisis [PDF]
, 2008 Subprime lending has triggered a global financial crisis, but it remains misunderstood. Here are some basic facts, culled from an upcoming report on abandoned housing by the Partnership for the Public Good.
Magavern, Sam
core +1 more source
Testing for Contagion in International Financial Markets: To See More, Go Higher
Financial Review, EarlyView.ABSTRACT Traditional measures of financial contagion rely on correlation shifts, overlooking higher moments such as skewness and kurtosis. We examine contagion during two major financial crises, incorporating lower‐ and higher‐moment measures. We analyze stock market returns from 22 major markets at different frequencies, offering a global perspective ...
Simeon Coleman, Vitor Leone
wiley +1 more source
FinTech Lending and Cashless Payments
The Journal of Finance, EarlyView.ABSTRACT Borrowers' use of cashless payments improves their access to capital from FinTech lenders and predicts a lower probability of default. These relationships are stronger for cashless technologies providing more precise information, and for outflows. Cashless payment usage complements other signals of borrower quality.
PULAK GHOSH, BORIS VALLEE, YAO ZENG
wiley +1 more source
SPILLOVER EFFECTS OF THE SUB-PRIME MORTGAGE CRISIS TO THE ASIAN STOCK MARKETS
Economic Journal of Emerging Markets, 2014 This paper aims to analyze the effects of the sub-prime mortgage crisis on several Asian stock markets. An Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) model is employed to provide an empirical evidence of the direct ...
Esta Lestari
doaj +9 more sources
The Performance of Liquidity in the Subprime Mortgage Crisis [PDF]
New Political Economy, 2010 ‘Liquidity’ is highly significant to representations of the crisis that gripped financial markets from the summer of 2007. A wide-ranging ‘liquidity crisis’ is typically traced to the collapse of prices in markets for assets backed by or derived from the repayments of American subprime mortgagors, while public authorities are said to have responded by ‘
openaire +3 more sources
Monetary Policy, Inflation, and Crises: Evidence from History and Administrative Data
The Journal of Finance, EarlyView.ABSTRACT We show that a U‐shaped monetary rate path increases banking crisis risk, via credit and asset price cycles, analyzing 17 countries over 150 years. Rate hikes (raw or instrumented) increase crisis risk, but only if preceded by prolonged cuts. These patterns are unique to banking crises, unlike noncrisis recessions.
GABRIEL JIMÉNEZ +3 more
wiley +1 more source