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Banks' holdings of and trading in government bonds
Manna, Michele; Nobili, Stefano - 2018
Persistent link: https://www.econbiz.de/10011961391
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Banks' holdings of and trading in government bonds
Manna, Michele; Nobili, Stefano - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 257-283
Persistent link: https://www.econbiz.de/10014253185
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Banks' holdings of risky sovereign bonds in the absence of the nexus : yield seeking with central bank funding or de-risking?
Frey, Rainer; Weth, Mark - 2019
-stressed country such as Germany. Yield-seeking strategies were predominantly pursued by strong banks in Germany. Thus, with respect to …For the largest 55 German banks, we detect the presence of countercyclical yield seeking in the form of acquisition of …
Persistent link: https://www.econbiz.de/10012268051
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Risikoexposure deutscher Universal- und Hypothekenbanken gegenüber makroökonomischen Schocks
Behr, Patrick; Sebastian, Steffen - In: Kredit und Kapital 39 (2006) 4, pp. 513-536
Persistent link: https://www.econbiz.de/10003415587
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Quantitative easing effects on commercial bank liability and government yields in UK : a threshold cointegration approach
Papadamou, Stephanos; Spyromitros, Eleftherios; … - In: International economics and economic policy : IEEP 15 (2018) 2, pp. 353-371
Persistent link: https://www.econbiz.de/10011955296
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Is there a too-big-to-fail discount in excess returns on German banks' stocks?
Nitschka, Thomas - 2015
This paper shows that standard multifactor asset pricing models provide an adequate description of excess returns on stock indexes of German industrial sectors. The only exception is the banking sector index. It offers lower monthly excess returns than suggested by exposures to risk factors in...
Persistent link: https://www.econbiz.de/10011298476
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Is there a too-big-to-fail discount in excess returns on German banks' stocks?
Nitschka, Thomas - In: International finance 19 (2016) 3, pp. 292-310
Persistent link: https://www.econbiz.de/10011713921
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Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia; Schneider, Andrés; Wei, Min - 2023
We provide evidence on the effect of the slope of the yield curve on economic activity through bank lending. Using … instrumental variables, we show that a steeper yield curve associated with higher term premiums (rather than higher expected short …
Persistent link: https://www.econbiz.de/10014368571
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Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia; Schneider, Andrés; Wei, Min - 2023 - This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
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Sovereign exposures of European banks : it is not all doom
Lamers, Martien; Present, Thomas; Vander Vennet, Rudi - 2019
Persistent link: https://www.econbiz.de/10012156915