Do bond investors price tail risk exposures of financial institutions
Year of publication: |
2021
|
---|---|
Authors: | Chava, Sudheer ; Ganduri, Rohan ; Yerramilli, Vijay |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 11.2021, 1, p. 1-43
|
Subject: | Financial institutions | moral hazard | market discipline | implicit guarantee | TBTF | too-big-to-fail | bailout | tail risk | Moral Hazard | Moral hazard | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Schuldenübernahme | Bailout | Risiko | Risk |
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