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Bank dividends, real GDP growth and default risk
Kanas, Angelos - In: International journal of finance & economics : IJFE 19 (2014) 3, pp. 212-224
Persistent link: https://www.econbiz.de/10010471951
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Bank bailouts and bank-sovereign risk contagion channels
Stângă, Irina M. - In: Journal of international money and finance 48 (2014), pp. 17-40
Persistent link: https://www.econbiz.de/10010464008
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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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Scenario analysis with the DD-PD mapping approach : stock market shocks and U.S. corporate default risk
Chan-Lau, Jorge A. - 2021
additional bank capital needs could be large. The paper concludes discussing uses of the mapping beyond PD valuation suitable for …
Persistent link: https://www.econbiz.de/10012613371
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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016
Persistent link: https://www.econbiz.de/10011457153
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Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016 - This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - In: The review of financial studies 31 (2018) 3, pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
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Loan loss provisioning by Italian banks : managerial discretion, relationship banking, functional distance and bank risk
Aristei, David; Gallo, Manuela - In: International review of economics & finance : IREF 60 (2019), pp. 238-256
Persistent link: https://www.econbiz.de/10012204366