Narrow search
Showing 1 - 10 of 157
Cover Image
Do sovereign credit ratings matter? : the relationship between ratings and capital flows before and after the Great Recession
Baumann, Robert; Staveley-O'Carroll, Olena M.; … - In: Applied economics letters 29 (2022) 11, pp. 966-973
Persistent link: https://www.econbiz.de/10013411992
Cover Image
Risk amplification effect of asset securitization among financial institutions : evidence from CDO products in the USA
Li, Zhuwei; An, Hui; Yin, Xiaoting; Chi, Lin - In: Applied economics letters 21 (2014) 10/12, pp. 832-835
Persistent link: https://www.econbiz.de/10010416244
Cover Image
Too non-traditional to fail? : determinants of systemic risk for BRICs banks
Qin, Xiao; Zhu, Xi - In: Applied economics letters 21 (2014) 4/6, pp. 261-264
Persistent link: https://www.econbiz.de/10010413856
Cover Image
Systemic risk of China's commercial banks during financial turmoils in 2010-2020 : a MIDAS-QR based CoVaR approach
Liu, Shuting; Xu, Qifa; Jiang, Cuixia - In: Applied economics letters 28 (2021) 18, pp. 1600-1609
Persistent link: https://www.econbiz.de/10012626719
Cover Image
Contingent convertible bonds : who invests in European CoCos?
Boermans, Martijn A.; Wijnbergen, Sweder van - In: Applied economics letters 25 (2018) 4, pp. 234-238
Persistent link: https://www.econbiz.de/10011854254
Cover Image
Revisiting the effects of banks' size on systemic risk : the role of banking sector concentration in the European Banking Union
Fina Kamani, Eric - In: Applied economics letters 29 (2022) 9, pp. 817-821
Persistent link: https://www.econbiz.de/10013411788
Cover Image
Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin; Chen, Shan; Liu, Zhifeng; Yang, Xiaoguang; … - In: Applied economics letters 29 (2022) 19, pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
Cover Image
Quantitative easing and systemic risk in the post-Lehman era
Karfakis, Costas I.; Karfakis, Ioannis - In: Applied economics letters 30 (2023) 8, pp. 1134-1138
Persistent link: https://www.econbiz.de/10014303748
Cover Image
(Simple) ΔCoVaR bounds
Mercadier, Mathieu; Strobel, Frank - In: Applied economics letters 30 (2023) 14, pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
Cover Image
Research on the heterogeneity of domestic banks' risk taking influenced by bank capital regulation based on DSGE model
Cheng, Qingsong; He, Jianfeng - In: Applied economics letters 31 (2024) 17, pp. 1629-1634
Persistent link: https://www.econbiz.de/10015075556