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Do bank insiders impede equity issuances?
Götz, Martin; Laeven, Luc; Levine, Ross - 2021
We evaluate the role of insider ownership in shaping banks' equity issuances in response to the global financial crisis. We construct a unique dataset on the ownership structure of U.S. banks and their equity issuances and discover that greater insider ownership leads to less equity issuances....
Persistent link: https://www.econbiz.de/10012418825
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Bank bailouts and competition : did TARP distort competition among sound banks?
Koetter, Michael; Noth, Felix - 2015
Persistent link: https://www.econbiz.de/10011288692
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Bank-firm relationships and the survival of non-financial firms during the financial crisis 2008 - 2009
Abildgren, Kim; Buchholst, Birgitte Vølund; Staghøj, Jonas - 2013
Persistent link: https://www.econbiz.de/10009765543
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Bubbles, banks and financial stability
Aoki, Kosuke; Nikolov, Kalin - 2012
Persistent link: https://www.econbiz.de/10009765936
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Predicting distress in European banks
Betz, Frank; Oprică, Silviu; Peltonen, Tuomo; Sarlin, Peter - 2013
Persistent link: https://www.econbiz.de/10010195373
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Interconnectedness of the banking sector as a vulnerability to crises
Peltonen, Tuomo; Rancan, Michela; Sarlin, Peter - 2015
Persistent link: https://www.econbiz.de/10011448485
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Bank contagion in general equilibrium
Ferrari, Massimo Minesso - 2020
understand systemic risk and to assess the stability of the banking system. In extreme scenarios, the system may experience a …
Persistent link: https://www.econbiz.de/10012241220
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Banking euro area stress test model
Budnik, Katarzyna; Mozzanica, Mirco Balatti; Dimitrov, Ivan - 2020
The Banking Euro Area Stress Test (BEAST) is a large scale semi-structural model developed to assess the resilience of … the euro area banking system from a macroprudential perspective. The model combines the dynamics of a high number of euro … credit supply conditions. When applied to a stress test of the euro area banking system, the model reveals higher system …
Persistent link: https://www.econbiz.de/10012286943
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Firm-specific shocks and contagion : are banks special?
Engljähringer, Hannah Katharina; Stracca, Livio - 2020
This paper builds a database of idiosyncratic shocks (events) in global banks and car manufacturers (as representative of non-financial firms), and focuses on how these influence a number of macroeconomic and firm-specific variables in the short- and medium-term. We find that these shocks spawn...
Persistent link: https://www.econbiz.de/10012299006
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Do stress tests matter? : evidence from the 2014 and 2016 stress tests
Georgescu, Oana-Maria; Groß, Marco; Kapp, Daniel; Kok … - 2017
Stress tests have been increasingly used in recent years by regulators to foster confidence in the banking sector by …
Persistent link: https://www.econbiz.de/10011648333