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Credit lines as monitored liquidity insurance : theory and evidence
Acharya, Viral V.; Almeida, Heitor; Ippolito, Filippo; … - In: Journal of financial economics 112 (2014) 3, pp. 287-319
Persistent link: https://www.econbiz.de/10010421845
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When do treasuries earn the convenience yield? : a hedging perspective
Acharya, Viral V.; Laarits, Toomas - 2023
Persistent link: https://www.econbiz.de/10014422408
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Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2018
long exposures to sovereign risk during this period. Lower loan exposure to sovereign risk is associated with greater … protection selling in CDS, the effect being weaker when sovereign risk is high. Bank and country risk variables are mostly not … building a complete picture and understanding fully the economic drivers of the bank-sovereign nexus of risk. …
Persistent link: https://www.econbiz.de/10011888333
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When do Treasuries Earn the Convenience Yield? : A Hedging Perspective
Acharya, Viral V.; Laarits, Toomas - National Bureau of Economic Research - 2023
yield, the frictionless risk-free rate, and default risk reveals that the covariance between stock returns and the …
Persistent link: https://www.econbiz.de/10014436994
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Bank Use of Sovereign CDS in the Eurozone Crisis : Hedging and Risk Incentives
Acharya, Viral V. - 2019
long exposures to sovereign risk during this period. Lower loan exposure to sovereign risk is associated with greater … protection selling in CDS, the effect being weaker when sovereign risk is high. Bank and country risk variables are mostly not … building a complete picture and understanding fully the economic drivers of the bank-sovereign nexus of risk …
Persistent link: https://www.econbiz.de/10012898392
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Bank Use of Sovereign CDS in the Eurozone Crisis : Hedging and Risk Incentives
Acharya, Viral V.; Gündüz, Yalin; Johnson, Timothy C. - 2021
long exposures to sovereign risk during this period. Lower loan exposure to sovereign risk is associated with greater … protection selling in CDS, the effect being weaker when sovereign risk is high. Bank and country risk variables are mostly not … building a complete picture and understanding fully the economic drivers of the bank-sovereign nexus of risk …
Persistent link: https://www.econbiz.de/10013222131
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Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - 2009
Persistent link: https://www.econbiz.de/10003856731
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Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - 2011
Persistent link: https://www.econbiz.de/10008934142
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Understanding and managing interest rate risk at banks
Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231
Persistent link: https://www.econbiz.de/10011974365
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Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V.; Carpenter, Jennifer N. - In: The review of financial studies 15 (2002) 5, pp. 1355-1383
Persistent link: https://www.econbiz.de/10001718711