Showing 1 - 10 of 87
. For an international sample of banks, this paper investigates the impact of government indebtedness and deficits on bank … stock prices and credit default swap spreads. Overall, bank stock prices reflect a negative capitalization of government … reduction in their market valuation in countries running large fiscal deficits. Furthermore, the change in bank credit default …
Persistent link: https://www.econbiz.de/10011394654
Persistent link: https://www.econbiz.de/10009708732
Persistent link: https://www.econbiz.de/10009710156
. For an international sample of banks, this paper investigates the impact of government indebtedness and deficits on bank … stock prices and credit default swap spreads. Overall, bank stock prices reflect a negative capitalization of government … reduction in their market valuation in countries running large fiscal deficits. Furthermore, the change in bank credit default …
Persistent link: https://www.econbiz.de/10012976458
. For an international sample of banks, this paper investigates the impact of government indebtedness and deficits on bank … stock prices and credit default swap spreads. Overall, bank stock prices reflect a negative capitalization of government … reduction in their market valuation in countries running large fiscal deficits. Furthermore, the change in bank credit default …
Persistent link: https://www.econbiz.de/10012551576
This paper shows that banks overstate the value of distressed assets and their regulatory capital during the U.S. mortgage crisis. Banks' balance sheets overvalue real estate-related assets compared to the market value of these assets. Banks with large exposure to mortgage-backed securities also...
Persistent link: https://www.econbiz.de/10013152236
. For an international sample of banks, this paper investigates the impact of government indebtedness and deficits on bank … stock prices and CDS spreads. Overall, bank stock prices reflect a negative capitalization of government debt and they … valuation in countries running large fiscal deficits. Furthermore, the change in bank CDS spreads in 2008 relative to 2007 …
Persistent link: https://www.econbiz.de/10013133399
regulation. A concise model yields an estimating equation that relates a firm's capital structure to bank regulatory variables …This paper examines how the capital structure of non-financial firms is affected by international variation in bank … and their interactions with the tax rate reflecting the tax deductibility of interest. We identify an effect of bank …
Persistent link: https://www.econbiz.de/10012899130
filing an application, thereby making the bank look safer to regulators. Our finding is robust to controlling for possible …
Persistent link: https://www.econbiz.de/10014238875
bank branching regulation confirms Goodhart’s insight that when a regulatory metric becomes a target, it ceases to be a … filing an application, thereby making the bank look safer to regulators. Our finding is robust to controlling for possible …
Persistent link: https://www.econbiz.de/10013492128