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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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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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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
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Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
Persistent link: https://www.econbiz.de/10013545890
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Bank interventions and options-based systemic risk : evidence from the global and euro-area crisis
Londono, Juan M.; Tian, Mary - 2014
Persistent link: https://www.econbiz.de/10010407446
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Essays in financial economics and credit risk
Hilscher, Jens - 2005
Persistent link: https://www.econbiz.de/10003384505