Showing 1 - 10 of 8,421
With a sample of 354 U.S. large bank holding companies, this paper investigates the determination of financial distress …
Persistent link: https://www.econbiz.de/10011257756
This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. Since this … period covers various stages of the banking and sovereign crisis, it offers a fertile ground to analyze bank/sovereign risk … explained by common factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants …
Persistent link: https://www.econbiz.de/10011272773
This paper discusses the economic impact of the Basel III reforms to banking regulation. We find that the long-term impact should be much less than many in the industry fear but the required accompanying changes to business models, business processes and governance, need to be carefully managed...
Persistent link: https://www.econbiz.de/10010603429
This paper investigates contagion between bank and sovereign default risk in Europe over the period 2007–2012. We … common factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants of … contagion by analyzing bank-specific as well as country-specific variables and their interaction. Using the EBA’s disclosure of …
Persistent link: https://www.econbiz.de/10010709495
This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. We define … factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants of contagion by … analyzing bank-specific as well as country-specific variables and their interaction. We provide empirical evidence that various …
Persistent link: https://www.econbiz.de/10011083173
Persistent link: https://www.econbiz.de/10004355852
Persistent link: https://www.econbiz.de/10004681074
Die Vielfalt von möglichen wirtschaftlichen Konsequenzen von Banksolvenzproblemen trägt auch dazu bei, dass wissenschaftliche Fragen über die Eigenkapitalregulierung im Bankensektor schon seit einigen Jahren ziemlich intensiv diskutiert werden. Die Effekte von Eigenkapitalregulierung können...
Persistent link: https://www.econbiz.de/10011082600
This article analyzes the manifold situations in which the efficient-market hypothesis (EMH) has influenced—or has failed to influence—federal securities regulation and state corporate law, and the prospective roles for the EMH in these contexts. In federal securities regulation, the EMH has...
Persistent link: https://www.econbiz.de/10010603964
Ireland has made progress in overcoming the economic crisis. The new coalition government’s strategy for restoring sustained growth, sound public finances, and job creation has been put forward in the context of the European Union/IMF-supported program. On this basis, the government...
Persistent link: https://www.econbiz.de/10011244503