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Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
Silva, Paulo Pereira da; Rebelo, Paulo Tomaz; Afonso, … - Institut für Weltwirtschaft (IfW) - 2013
means that, surprisingly, the association between stock prices and spreads of the banking sector does not seem to surge in …
Persistent link: https://www.econbiz.de/10010956052
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Do mergers improve information? Evidence from the loan market
Panetta, Fabio; Schivardi, Fabiano; Shum, Matthew - Banca d'Italia - 2004
We examine the informational effects of M&As by investigating whether bank mergers improve banks� ability to screen borrowers. By exploiting a dataset in which we observe a measure of a borrower�s default risk that the lenders observe only imperfectly, we find evidence of these...
Persistent link: https://www.econbiz.de/10005770757
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Banking and Transparency: Is More Information Always Better?
Allenspach, Nicole - Schweizerische Nationalbank (SNB) - 2009
This paper shows that transparency in banking can be harmful from a social planner’s point of view. According to our …
Persistent link: https://www.econbiz.de/10008471877
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The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation
Lehmann, Hansjuerg; Manz, Michael - Schweizerische Nationalbank (SNB) - 2006
Assessing financial stability is an issue of rapidly growing importance to central banks and banking authorities. This … variables as e.g. real growth or interest rate shocks on bank earnings. However, our results suggest that the Swiss banking … falling stock prices would lead to substantial losses in the Swiss banking industry. …
Persistent link: https://www.econbiz.de/10005069891
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Fixed-Premium Deposit Insurance and Collective Action Problems Among Banks
Spiegel, M.M. - C.V. Starr Center for Applied Economics, Department of … - 1993
Persistent link: https://www.econbiz.de/10005605607
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U.S. Commercial Banking: Trends, Cycles, and Policy
Boyd, J.H.; Gertler, M. - C.V. Starr Center for Applied Economics, Department of … - 1993
Persistent link: https://www.econbiz.de/10005611765
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Financial Contagion
Allen, Franklin; Gale, Douglas - C.V. Starr Center for Applied Economics, Department of … - 1998
Persistent link: https://www.econbiz.de/10005611769
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Capital Mobility in Euroland ; The Role of Banks
Buch, Claudia M. - Institut für Weltwirtschaft (IfW) - 1999
analyzes the implications of the euro for cross-border banking activities. A portfolio model is used which captures the role of …
Persistent link: https://www.econbiz.de/10005700501
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The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation
Lehmann, Hansjörg; Manz, Michael - Schweizerische Nationalbank (SNB) - 2006
Assessing financial stability is an issue of rapidly growing importance to central banks and banking authorities. This … variables as e.g. real growth or interest rate shocks on bank earnings. However, our results suggest that the Swiss banking … falling stock prices would lead to substantial losses in the Swiss banking industry. …
Persistent link: https://www.econbiz.de/10008917442
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Banking and Transparency: Is More Information Always Better?
Allenspach, Nicole - Schweizerische Nationalbank (SNB) - 2009
This paper shows that transparency in banking can be harmful from a social planner's point of view. According to our …
Persistent link: https://www.econbiz.de/10008925056