Narrow search
Showing 1 - 10 of 269
Cover Image
Foreign fund flows and equity prices during the Covid-19 pandemic : evidence from India
Acharya, Viral V.; Anshuman, V. Ravi; Kiran Kumar, K. - 2022
volatility. Our methodology shows the efficacy of stabilization policies, initiated notably by the Federal Reserve, in dampening …
Persistent link: https://www.econbiz.de/10013334977
Cover Image
Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2018
Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....
Persistent link: https://www.econbiz.de/10011888333
Cover Image
Market failures and regulatory failures : lessons from past and present financial crises
Acharya, Viral V.; Cooley, Thomas F.; Richardson, Matthew; … - 2011
The paper analyzes the financial crisis of through the lens of market failures and regulatory failures. We present a case that there were four primary failures contributing to the crisis: excessive risk-taking in the financial sector due to mispriced government guarantees; regulatory focus on...
Persistent link: https://www.econbiz.de/10008907804
Cover Image
Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises
Acharya, Viral V. - 2011
The paper analyzes the financial crisis of 2007-2009 through the lens of market failures and regulatory failures and presents a case that there were four primary failures contributing to the crisis: excessive risk-taking in the financial sector due to mispriced government guarantees; regulatory...
Persistent link: https://www.econbiz.de/10013130373
Cover Image
Market failures and regulatory failures: Lessons from past and present financial crises
Acharya, Viral V.; Cooley, Thomas; Richardson, Matthew; … - 2011
The paper analyzes the financial crisis of through the lens of market failures and regulatory failures. We present a case that there were four primary failures contributing to the crisis: excessive risk-taking in the financial sector due to mispriced government guarantees; regulatory focus on...
Persistent link: https://www.econbiz.de/10010286114
Cover Image
Foreign fund flows and equity prices during COVID-19 : evidence from India
Acharya, Viral V.; Anshuman, V. Ravi; Kumar, K. Kiran - In: Emerging markets, finance and trade : EMFT 59 (2023) 8, pp. 2422-2439
Persistent link: https://www.econbiz.de/10014320988
Cover Image
COVID-19 Containment Measures and Expected Stock Volatility : High-Frequency Evidence from Selected Advanced Economies
Acharya, Viral V.; Liu, Yang; Zhao, Yunhui - 2022
We study the effect of COVID-19 containment measures on expected stock price volatility in some advanced economies …-month-ahead volatility indices dropped following announcements of initial or re-imposed lockdowns, and that they did not drop significantly … following the easing of lockdowns. Such patterns are not as strong for three-month-ahead expected volatility and generally …
Persistent link: https://www.econbiz.de/10013300017
Cover Image
Zombie lending: theoretical, international, and historical perspectives
Acharya, Viral V.; Crosignani, Matteo; Eisert, Tim; … - In: Annual review of financial economics 14 (2022), pp. 21-38
Persistent link: https://www.econbiz.de/10013461066
Cover Image
Foreign Fund Flows and Equity Prices during the COVID-19 Pandemic : Evidence from India
Acharya, Viral V.; Anshuman, V. Ravi; Kumar, K. Kiran - 2022
volatility. Our methodology shows the efficacy of stabilization policies, initiated notably by the Federal Reserve, in dampening …
Persistent link: https://www.econbiz.de/10013492083
Cover Image
Why Did Bank Stocks Crash during COVID-19?
Acharya, Viral V.; Engle, Robert F.; Steffen, Sascha - 2021
We provide evidence consistent with a “credit-line drawdown channel” to explain the large and persistent crash of bank stock prices during the COVID-19 pandemic. Stock prices of banks with large ex-ante exposures to undrawn credit lines and large ex-post gross drawdowns declined more,...
Persistent link: https://www.econbiz.de/10013233941