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Forecasting crash risk in U.S. bank returns : the role of credit booms
Mihai, Marius M.; Mansur, Iqbal - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013494275
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Bond ratings and bank loan announcements : the effect on equity prices
Boscaljon, Brian; Filbeck, Greg; Preece, Dianna C. - In: Journal of business and economic perspectives 34 (2008) 2, pp. 6-18
Persistent link: https://www.econbiz.de/10003865800
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Corporate credit, stock price inflation and economic fluctuations
Groen, Jan J. J. - In: Applied economics 36 (2004) 18, pp. 1995-2006
Persistent link: https://www.econbiz.de/10002243703
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Margin loans and stock market bubbles : an analytical models and empirical tests of selected results
Ricke, Markus - 2006
Persistent link: https://www.econbiz.de/10003348576
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On the neutrality of credit-driven asset bubbles
Reicher, Christopher Phillip - 2011
This paper proposes and tests a theory of credit-driven asset bubbles which are neutral in their real effects. When a … lender such as a government, central bank, or banking sector is willing to lend infinitely against collateral, explosive …
Persistent link: https://www.econbiz.de/10008904609
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10009745589
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - 2013
We analyze the contribution of credit spread, house and stock price shocks to GDP growth in the US based on a Bayesian …
Persistent link: https://www.econbiz.de/10009739598
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Canary in a coalmine : securities lending predicting the performance of securitized bonds
Kempf, Elisabeth; Manconi, Alberto; Massa, Massimo - 2017
Persistent link: https://www.econbiz.de/10011670928
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 7, pp. 1215-1233
Persistent link: https://www.econbiz.de/10011687454