deviations from the common trend among consumption, aggregate wealth, and labour income, cay, and focus on the implications for …

deviations from the common trend among consumption, aggregate wealth, and labour income, cay, and focus on the implications for …

deviations from the common trend among consumption, aggregate wealth, and labour income, cay, and focus on the implications for …

deviations from the common trend among consumption, aggregate wealth, and labour income, cay, and focus on the implications for …

−to−book ratio and total regulatory capital to risk−weighted asset ratio. Further, sizeable responses to CoCo bond and issuing bank …

risk premium, as well as its volatility. The analysis applies fractional integration methods to data for the US, Germany … weekly). The empirical findings in most cases imply that the market risk premium is a highly persistent variable which can be …

−specific CoCo bond market concentration. Buyers are defined as having a preference for CoCo bonds if their return−to−risk is higher … financial regulations play a more important role than the buyers' desire to increase their income from this fixed−income … instrument. Sellers prefer to issue CoCo bonds when they are not financially sound whilst buyers prefer CoCo bonds with low risk …

is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of risk …

is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of risk …