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We apply text analysis to Twitter messages in Spanish to build a sentiment- based risk index for the financial sector in Mexico. We classify a sample of tweets for the period 2006-2019 to identify messages in response to positive or negative shocks to the Mexican financial sector. We use a...
Persistent link: https://www.econbiz.de/10012520221
We apply sentiment analysis to Twitter messages in Spanish to build a sentiment risk index for the financial sector in Mexico. We classify a sample of tweets from 2006-2019 to identify messages in response to a positive or negative shock to the Mexican financial sector, relative to merely...
Persistent link: https://www.econbiz.de/10012659015
This work examines the impacts which the Covid-19 pandemic brought to the stability of the European financial sector. Lockdowns, businesses unable to operate and uncertainty about how the pandemic would evolve fueled a sharp recession. From the lessons learned in the global financial crises and...
Persistent link: https://www.econbiz.de/10013188926
Basel III regulation intent is to increase the resiliency of banks through effective risk management practices that can … United States economy. The viral spread of operational losses through global markets by interconnected multinational banks … practices posed by the Basel III regulation for BHCs, which may reduce the spread of significant losses in the banks. Through …
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geographic complexity can engender explicit trade-offs between the agency problems that increase risk and the diversification … geographic scope tend to provide diversification gains and reduce idiosyncratic and liquidity risks while also increasing BHCs …
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amplification mechanism, by which banks overextend and misallocate credit when asset prices rise, and ration it when they drop. The … towards banks, while simultaneously supporting the development of securities markets. …
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