Showing 1 - 10 of 6,930
world consumption. …
Persistent link: https://www.econbiz.de/10005826144
This paper proposes that international rescue financing should not be provided to a country where a crisis first occurs, but rather to any country that suffers a subsequent crisis. Such a timing-based lending facility can be Pareto-superior to both laissez-faire and existing international crisis...
Persistent link: https://www.econbiz.de/10005599359
more bank based. Empirical results will show as which macroeconomic variables affect banking sector development in CEE …
Persistent link: https://www.econbiz.de/10009352645
This paper investigates the role of macroeconomic factors and firm characteristics in explaining stock return in Singapore. The factors model is employed for two time intervals, namely, sub-period A (from July 2003 to June 2007) and sub-period B (from July 2007 to June 2011) to examine the...
Persistent link: https://www.econbiz.de/10010859568
This paper examines how determinants of volatility and stock returns change with financial crisis. The contributions of the paper are twofold. First, using a GARCH-M framework, risk and return are jointly modeled by using macroeconomic variables both in the variance and the mean equations. The...
Persistent link: https://www.econbiz.de/10010937117
This paper assesses the dynamics of the term structure of interest rates in the United States in light of the financial crisis in 2007-10. In particular, this paper assesses the dynamics of the term structure of U.S. Treasury security yields in light of economic and financial events and the...
Persistent link: https://www.econbiz.de/10009019574
Persistent link: https://www.econbiz.de/10010987901
This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies … the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and …-crisis period were more likely to fail afterward. The likelihood of bank failure also increases with bank risk-taking. In the cross …
Persistent link: https://www.econbiz.de/10009650626
bank performance by examining simple indicators such as capitalization, liquidity, funding structure and asset …-side exposure. To cover systemically important European banks we choose a subset from the bank sample used by the European Banking … in total (including altogether six Austrian banks). To measure bank performance, we use return on average assets, return …
Persistent link: https://www.econbiz.de/10009404638
The recent global financial crisis has negatively affected the performance of most banking sectors around the world. A … those that operated in inefficient markets. This paper analyses the impact of bank market structure and efficiency on the … market concentration has a negative impact on bank profitability and stability while controlling other factors. Efficiency …
Persistent link: https://www.econbiz.de/10010837245