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Estimating the shape of economic crises under heterogeneity
Dovern, Jonas; Jannsen, Nils - 2009
During the ongoing financial crisis the analysis of similar historical crises has gained more and more attention among economic researchers and forecasters. Existing studies, however, do not tackle the immense heterogeneity that is present in cross-country samples in a formal and consistent way....
Persistent link: https://www.econbiz.de/10010265233
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The Financial Crisis in Japan – Are There Similarities to the Current Situation?
Mayr, Johannes - In: CESifo Forum 09 (2008) 4, pp. 64-68
Persistent link: https://www.econbiz.de/10011695915
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Analyse der Finanzmärkte der USA in den fünf Bankenkrisen der National Banking-Ära
Körnert, Jan - 2006
Bankenkrisen gefährdet ist. Das war nicht anders in den Bankenkri-sen der National Banking-Ära der USA. Fraglich ist, ob mit der … Probleme zu lösen. Auf der anderen Seite wäre das Federal Reserve System mit den Schuldendeckungsproblemen in der Bankenkrise … banking crises of the National Banking Era in the USA are no exceptions, the question remains whether the foundation of the …
Persistent link: https://www.econbiz.de/10010300264
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Contagion effects of the Silicon Valley Bank run
Choi, Dong Beom; Goldsmith-Pinkham, Paul; Yorulmazer, Tanju - 2023
This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank-specific vulnerabilities contributing to the subsequent declines in banks' stock returns. We find that uninsured deposits, unrealized losses in held-to-maturity securities, bank...
Persistent link: https://www.econbiz.de/10014540982
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Explaining bank failures in the United States: The role of self-fulfilling prophecies, systemic risk, banking regulation, and contagion
Herger, Nils - 2008
Using count data on the number of bank failures in US states during the 1960 to 2006 period, this paper endeavors to establish how far sources of economic risk (recessions, high interest rates, inflation) or differences in solvency and branching regulation can explain some of the fragility in...
Persistent link: https://www.econbiz.de/10011430078
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The Silicon Valley Bank Run: Regulatory and Media Failure
Baker, Dean - In: Intereconomics 58 (2023) 2, pp. 127-128
Persistent link: https://www.econbiz.de/10014334694
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Change and Crisis in the Japanese Banking Industry
Krawczyk, Mariusz K. - 2004
The weakness of the Japanese banking industry, suffering from acute problem of non-performing loans, prevents Japan from restoring sound growth rates despite having undertaken structural reforms and substantial fiscal policy efforts, and, through impairing transmission channels of monetary...
Persistent link: https://www.econbiz.de/10010295410
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Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan
Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - 2010
We use a compound option-based structural credit risk model to infer a term structure of banking crisis risk from market data on bank stocks in daily frequency. Considering debt service payments with different maturities this term structure assigns a separate estimator for short- and long-term...
Persistent link: https://www.econbiz.de/10010300362
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Monitoring banking sector risks: An applied approach
Weistroffer, Christian; Vallés, Veronica - 2008
Despite abundant empirical evidence on the merits and limits of early-warning systems for banking crises the day-to-day use of such systems seems to be limited. Reluctance to use such systems may partly be explained by the difficulties to operationalise the proposed models, which are often...
Persistent link: https://www.econbiz.de/10010302115
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Quantifying the impact of higher capital requirements on the Swiss economy
Junge, Georg; Kugler, Peter - 2012
So far the discussion in Switzerland about the social costs and benefits of higher capital requirements resulting from the new Basel III Accord and the Swiss Too Big To Fail legislation has been heavily qualitative. This paper provides a quantitative view and estimates the long-run costs and...
Persistent link: https://www.econbiz.de/10011390676