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Monetary policy and capital regulation in the US and Europe
Cohen-Cole, Ethan; Morse, Jonathan - 2010
means that it will potentially respond more quickly when faced with constrained banks. Three, our results support …
Persistent link: https://www.econbiz.de/10003986675
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Behind the scenes of the beauty contest : window dressing and the G-SIB framework
Behn, Markus; Mangiante, Giacomo; Parisi, Laura; Wedow, … - 2019
This paper illustrates that systemically important banks reduce a range of activities at year- end, leading to lower … additional capital requirements in the form of G-SIB buffers. The effects are stronger for banks with higher incentives to reduce … the indicators, and for banks with balance sheet structures that can more easily be adjusted. The observed reduction in …
Persistent link: https://www.econbiz.de/10012034493
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A structural model to study the bail-out process in a bank and its macro-prudential policy implications
Correia, Ricardo; Dubiel-Teleszynski, Tomasz Piotr; … - 2017
In this paper, we construct a structural model to determine the costs of a bank rescue considering bail-outs and bail-ins. In our model, a government assumes the equity stake under unlimited liability upon abandonment of the original equity holders. The model determines an abandonment trigger...
Persistent link: https://www.econbiz.de/10011745783
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Do financial investors destabilize the oil price?
Lombardi, Marco; Van Robays, Ine - 2011
In this paper, we assess whether and to what extent financial activity in the oil futures markets has contributed to destabilize oil prices in recent years. We define a destabilizing financial shock as a shift in oil prices that is not related to current and expected fundamentals, and thereby...
Persistent link: https://www.econbiz.de/10009160021
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Political referenda and investment : evidence from Scotland
Azqueta-Gavaldon, Andres - 2020
We present evidence that referenda have a significant, detrimental outcome on investment. Employing an unsupervised machine learning algorithm over the period 2008-2017, we construct three important uncertainty indices underlying reports in the Scottish news media: Scottish independence...
Persistent link: https://www.econbiz.de/10012212854
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Bank risk-taking, securitization, supervision and low interest rates : evidence from the euro area and the U.S. lending standards
Maddaloni, Angela; Peydró, José-Luis - 2010
Using a unique dataset of the Euro area and the U.S. bank lending standards, we find that low (monetary policy) short …
Persistent link: https://www.econbiz.de/10008659386
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Measuring the procyclicality of impairment accounting regimes : a comparison between IFRS 9 and US GAAP
Buesa, Alejandro; Población García, Javier; … - 2019
The purpose of this paper is to compare the cyclical behavior of various credit impairment accounting regimes, namely IAS 39, IFRS 9 and US GAAP. We model the impact of credit impairments on the Profit and Loss (P&L) account under all three regimes. Our results suggest that although IFRS 9 is...
Persistent link: https://www.econbiz.de/10012135969
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Are day traders bias free? : evidence from internet stock message boards
Zhang, Ying; Swanson, Peggy Eubanks - In: Journal of economics and finance 34 (2010) 1, pp. 96-112
Persistent link: https://www.econbiz.de/10003969206
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Duration dependence testing for speculative bubbles
Harman, Yvette S.; Zuehlke, Thomas William - In: Journal of economics and finance 28 (2004) 2, pp. 147-154
Persistent link: https://www.econbiz.de/10002417321
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A note on odds in the cattle futures market
Anderson, Seth C. - In: Journal of economics and finance 18 (1994) 3, pp. 357-365
Persistent link: https://www.econbiz.de/10001187221