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The industrial organization and regulation of the securities industry
Lo, Andrew W. (ed.) - 1996
Persistent link: https://www.econbiz.de/10000937532
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What Makes US Government Bonds Safe Assets?
He, Zhiguo - 2016
US government bonds are widely considered to be the world's safe store of value. US government bonds are a large … fraction of safe asset portfolios, such as the porfolios of many central banks. The world demand for safe assets leads to low …
Persistent link: https://www.econbiz.de/10012456656
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How Sovereign is Sovereign Credit Risk?
Longstaff, Francis A. - 2007
We study the nature of sovereign credit risk using an extensive sample of CDS spreads for 26 developed and emerging-market countries. Sovereign credit spreads are surprisingly highly correlated, with just three principal components accounting for more than 50 percent of their variation....
Persistent link: https://www.econbiz.de/10012464982
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Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements
Carey, Mark - 2000
Now in prospect is a major revision of international bank capital regulations that would embody recent advances in … increase in bank failure rates over time …
Persistent link: https://www.econbiz.de/10012471142
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Cyclical Lending Standards : A Structural Analysis
Chen, Kaiji - 2020
positions, was an important reason that a majority of banks tightened bank lending standards during the Great Recession. Our … significant portion of fluctuations in bank loans and aggregate output …
Persistent link: https://www.econbiz.de/10012481797
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Do Banks Pass Through Credit Expansions to Consumers Who Want to Borrow?
Agarwal, Sumit - 2015
credit limits to show that a bank's MPL depends on a small number of "sufficient statistics" that capture forces such as … highlights the importance of frictions in bank-borrower interactions for understanding the pass-through of credit expansions …
Persistent link: https://www.econbiz.de/10012457102
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Partisan Professionals : Evidence from Credit Rating Analysts
Kempf, Elisabeth - 2018
rating analysts to party affiliations from voter records, we show that analysts who are not affiliated with the U …. We also find a sharp divergence in the rating actions of Democratic and Republican analysts around the 2016 presidential …
Persistent link: https://www.econbiz.de/10012480943
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Risk Taking, Limited Liability and the Competition of Bank Regulators
Sinn, Hans-Werner - 2001
Limited liability and asymmetric information between an investment bank and its lenders provide an incentive for a bank …
Persistent link: https://www.econbiz.de/10012470046
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The microstructure of foreign exchange markets
Frankel, Jeffrey A. (ed.); Galli, Giampaolo (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10013480894
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The inflation-targeting debate
Bernanke, Ben (contributor); Woodford, Michael (contributor) - 2005
Persistent link: https://www.econbiz.de/10013409839