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Bank dividends, real GDP growth and default risk
Kanas, Angelos - In: International journal of finance & economics : IJFE 19 (2014) 3, pp. 212-224
Persistent link: https://www.econbiz.de/10010471951
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The long-term impact of bank mergers on stock performance and default risk : the aftermath of the 2008 financial crisis✰
Cowan, Arnold R.; Salotti, Valentina; Schenck, Natalya A. - In: Finance research letters 48 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013463094
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Bank bailouts and bank-sovereign risk contagion channels
Stângă, Irina M. - In: Journal of international money and finance 48 (2014), pp. 17-40
Persistent link: https://www.econbiz.de/10010464008
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Estimation of default risk through Merton's distance to default model : an empirical study of four Indian Public Sector banks
Bendigeri, Raghavendra S. - In: International journal of business and globalisation : IJBG 37 (2024) 4, pp. 535-554
Persistent link: https://www.econbiz.de/10015063989
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Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? : evidence from European and US stress tests
Agbodji, Amavi S. S.; Nys, Emmanuelle; Sauviat, Alain - In: Revue économique : revue bimestrielle 72 (2021) 1, pp. 65-102
Persistent link: https://www.econbiz.de/10012607004
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The performance and risk of banks in the U.S., Europe and Japan post-financial crisis
Weigand, Robert A. - In: Investment management and financial innovations 13 (2016) 4, pp. 75-93
Persistent link: https://www.econbiz.de/10011667555
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The impact of prompt corrective action on the default risk of the US commercial banking sector
Kanas, Angelos - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 393-404
Persistent link: https://www.econbiz.de/10010490402
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Market Evaluations of Banking Fragility in Japan : Japan Premium, Stock Prices, and Credit Derivatives
Ito, Takatoshi - 2010
1999, the markets were more sensitive to bank vulnerability and higher premiums were required …
Persistent link: https://www.econbiz.de/10012762833
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Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay; Cevik, Emrah Ismail - In: Review of quantitative finance and accounting 57 (2021) 4, pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
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Market Evaluations of Banking Fragility in Japan : Japan Premium, Stock Prices, and Credit Derivatives
Ito, Takatoshi - 2003
1999, the markets were more sensitive to bank vulnerability and higher premiums were required …
Persistent link: https://www.econbiz.de/10012469110