Showing 1 - 10 of 12,933
emerging economies. We show that governments in emerging economies are more concerned about their reputation and tend to ride … that would help prevent potential crises. We provide evidence of the relevance of this reputation mechanism …
Persistent link: https://www.econbiz.de/10013050233
This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk … increase their risk-taking. This increase in risk-taking however, should be more than outweighed by the benefits of higher …
Persistent link: https://www.econbiz.de/10012953806
This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk … increase their risk-taking. This increase in risk-taking however, should be more than outweighed by the benefits of higher …
Persistent link: https://www.econbiz.de/10012897424
This paper implements a novel model-free methodology to measure skewness risk premia in individual stocks. The … skewness risk premium in individual stocks. The risk premium massively increased after the 2008/2009 financial crisis due to an … increase in the price of put options in individual stocks. Part of this skewness risk premium is idiosyncratic. Frictions on …
Persistent link: https://www.econbiz.de/10011899675
Recent research developed under the ECB research task force on Monetary Policy, Macroprudential Policy and Financial Stability highlights the existence of trade-offs and spillovers that monetary policy and macroprudential authorities face when deciding on their policy interventions, Monetary...
Persistent link: https://www.econbiz.de/10012822172
This paper aims to explore the relevance of the asymmetric information and the theory of argumentation TA in the …
Persistent link: https://www.econbiz.de/10013117852
incentives to acquire information about their probability of repayment. More information worsens the average credit risk of …
Persistent link: https://www.econbiz.de/10013021818
emerging economies. We show that governments in emerging economies are more concerned about their reputation and tend to ride … that would help prevent potential crises. We provide evidence of the relevance of this reputation mechanism. …
Persistent link: https://www.econbiz.de/10010427705
emerging economies. We show that governments in emerging economies are more concerned about their reputation and tend to ride … that would help prevent potential crises. We provide evidence of the relevance of this reputation mechanism …
Persistent link: https://www.econbiz.de/10013047326
emerging economies. We show that governments in emerging economies are more concerned about their reputation and tend to ride … that would help prevent potential crises. We provide evidence of the relevance of this reputation mechanism. …
Persistent link: https://www.econbiz.de/10010398976