This study provides new evidence on the relationship between unconventional monetary policy and auction cycles in the … public debt auctions. The findings indicate that Eurosystem's asset purchase flows mitigate yield cycles during auction … periods and counteract the amplification impact of market volatility. The dampening effect of central bank asset purchases on …

contagion which can be used to calibrate bank-specific capital and liquidity requirements and large exposures limits. We find … non-linear function of the combination of network structures and bank-specific characteristics. …

When a bank experiences a negative shock to its equity, one way to return to target leverage is to sell assets. If … asset sales occur at depressed prices, then one bank's sales may impact other banks with common exposures, resulting in … explains how the distribution of bank leverage and risk exposures contributes to a form of systemic risk. We compute bank …

From 2010 to 2012, the relation between bank stock returns from European Union (EU) countries and the returns on …

We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …

This paper evaluates the impact of the March 2020 European Central Bank recommendation that banks do not pay dividends … or buy back shares on their market values. It documents a causal negative impact on bank share prices of around 7% during …