Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes
Year of publication: |
2014
|
---|---|
Authors: | Kanas, Angelos |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 33.2014, C, p. 244-258
|
Publisher: |
Elsevier |
Subject: | Default risk | z-Score | PCA | TARP | Regime-switching |
-
Kanas, Angelos, (2014)
-
Toxic asset subsidies and the early redemption of talf loans
Wilson, Linus, (2022)
-
Credit and liquidity risks in euro area sovereign yield curves
Monfort, A., (2011)
- More ...
-
Exchange rate economic exposure and hedging : the significance of currency options
Kanas, Angelos, (1993)
-
Public policy and financial stability : The impact of PCA and TARP on U.S. bank non-performing loans
Jiang, Chunxia, (2018)
-
Bank competition, stability, and intervention quality
Kanas, Angelos, (2018)
- More ...