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Bartolini, Leonardo - 2006

We use transaction-level data and detailed modeling of the high-frequency behavior of federal funds and Eurodollar yield spreads to provide evidence of strong integration between the federal funds and Eurodollar markets, the two core components of the dollar money market. Our results contrast...

Persistent link: https://www.econbiz.de/10014404232

Debt, taxes, and banks

Keen, Michael; Mooij, Ruud de - 2012

Persistent link: https://www.econbiz.de/10009572532

Bank capital adequacy in Australia

Jang, Byung K.; Sheridan, Niamh - 2012

The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital quality and the progress in their funding profiles since the global financial crisis,...

Persistent link: https://www.econbiz.de/10009423924

Bank funding structures and risk : evidence from the global financial crisis

Vázquez, Francisco; Federico, Pablo - 2012

This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies … the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and …-crisis period were more likely to fail afterward. The likelihood of bank failure also increases with bank risk-taking. In the cross …