The conditional stock market response to banks' distressed asset sales on CDS availability
Year of publication: |
2020
|
---|---|
Authors: | Kiesel, Florian ; Manz, Florian ; Schiereck, Dirk |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 56, p. 6123-6135
|
Subject: | Non-performing loan (NPL) sales | Credit Default Swap (CDS) trading | banks | risk-structure | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Börsenkurs | Share price | Notleidender Kredit | Non-performing loan | Bank | Kreditgeschäft | Bank lending | Bankenkrise | Banking crisis |
-
Do NPL portfolio sales help reduce banks' financing costs?
Manz, Florian, (2019)
-
Do NPL portfolio sales help reduce banks' financing costs?
Manz, Florian, (2019)
-
Sovereign and bank CDS spreads : two sides of the same coin?
Cotter, John, (2014)
- More ...
-
How does CDS trading impact the stock market reaction to banks' distressed asset sales?
Manz, Florian, (2019)
-
Do NPL portfolio sales help reduce banks' financing costs?
Manz, Florian, (2019)
-
Do NPL portfolio sales help reduce banks' financing costs?
Manz, Florian, (2019)
- More ...