Is bailout insurance and tail risk priced in bank equities?
Luca Del Viva, Eero Kasanen, Anthony Saunders, Lenos Trigeorgis
| Year of publication: |
2021
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|---|---|
| Authors: | Del Viva, Luca ; Kasanen, Eero ; Saunders, Anthony ; Trigeorgis, Lenos |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 55.2021, p. 1-17
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| Subject: | Bailouts | Bank equity returns | Government guarantees | TBTF | Schuldenübernahme | Bailout | Bank | Bankenregulierung | Bank regulation | Bankrisiko | Bank risk | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Börsenkurs | Share price | Finanzkrise | Financial crisis | Bankenliquidität | Bank liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2021.100909 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013362237