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Off-balance-sheet activity under adverse selection : the European experience

Duran, Miguel A.; Lozano Vivas, Ana - In: Journal of economic behavior & organization : JEBO 85 (2013) 1, pp. 176-190

Persistent link: https://www.econbiz.de/10009708772

Effects of securitization and covered bonds on bank stability

Arif, Ahmed - In: Research in international business and finance 53 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012548915

Credit Risk Securitization and Bank Soundness : Evidence from the Micro-Level for Europe

Michalak, Tobias C. - 2015

Using a unique sample of 749 cash and synthetic securitization transactions issued by 60 stock-listed bank holdings in … securitization has a negative impact on the issuing banks' financial soundness. Baseline findings hold even when controlling for … market-based indicators of bank risk. Moreover, investigating the relationship between credit risk securitization and single …

Persistent link: https://www.econbiz.de/10012749801

The aggregated leverage ratio and the detection of financial vulnerability : evidence from the United States and European countries

Ondo-Ndong, Sonia; Rigot, Sandra - In: Brussels economic review 54 (2011) 1, pp. 5-20

Persistent link: https://www.econbiz.de/10009517720

The Variance Risk Premium and Capital Structure

Lotfaliei, Babak - 2021

This paper investigates how the asset-return variance risk premium changes leverage. I find that the premium lowers leverage by increasing risk-neutral bankruptcy probability and costs in a model where asset returns have stochastic variance with risk premium. Empirically, the model calibrations...

Persistent link: https://www.econbiz.de/10013248984

Betafaktor und Hebeleffekte : ist eine einseitige Korrektur angemessen?

Klebing, Maximillian; Knoll, Leonhard - In: Corporate finance : Finanzierung, Kapitalmarkt, … 12 (2021) 7/8, pp. 202-207

Persistent link: https://www.econbiz.de/10012607911

Currency change and capital structure decisions : evidence from the birth of the Euro area

Botta, Marco - In: International journal of managerial finance : IJMF 20 (2024) 3, pp. 821-850

Persistent link: https://www.econbiz.de/10014583056

When Brussels meets shadow banking : technical complexity, regulatory agency and the reconstruction of the shadow banking chain

Endrejat, Vanessa; Thiemann, Matthias - In: Competition & change : the journal of global business … 24 (2020) 3/4, pp. 225-247

Persistent link: https://www.econbiz.de/10012287250

Factors determining European bank risk

Haq, Mamiza; Heaney, Richard A. - In: Journal of international financial markets, … 22 (2012) 4, pp. 696-718

Persistent link: https://www.econbiz.de/10009582570

Are banks affected by their holdings of government debt?

Angeloni, Chiara; Wolff, Guntram B. - 2012

Persistent link: https://www.econbiz.de/10009535640

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