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Frequency vs. Size of Bank Fines in Local Credit Markets
Marchionne, Francesco; Fratianni, Michele U.; Papi, Luca; … - 2021
We examine how banking supervisors affect credit at the local level by charging fines to individual banks. Using a macro approach to capture the direct effect on the fined bank and the indirect effect on the other banks operating in the local credit market, we estimate reputational, reallocation...
Persistent link: https://www.econbiz.de/10013221041
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On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe
Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183
Persistent link: https://www.econbiz.de/10012264953
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From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
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Long-run risk dynamics, instabilities, and breaks on European credit markets over a crisis period
Kapar, Burcu; Laborda, Ricardo; Olmo, Jose - In: The journal of fixed income 22 (2012) 2, pp. 31-43
Persistent link: https://www.econbiz.de/10009670718
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Global risk appetite and EMBI-Colombia : evidence on a structural break and the fiscal policy role
Julio, Juan Manuel; Lozano, Ignacio; Melo Becerra, … - In: Ensayos sobre política económica 31 (2013), pp. 67-73
Persistent link: https://www.econbiz.de/10011502847
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Market volatility transmission and central banking : what happened during the subprime crisis?
Bensafta, Kamel Malik; Semedo, Gervasio - In: International economic journal 28 (2014) 4, pp. 559-588
Persistent link: https://www.econbiz.de/10010504200
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Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
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Return and volatility spillovers in the presence of structural breaks : evidence from GCC Islamic and conventional banks
Benlagha, Noureddine; Mseddi, Slim - In: The journal of asset management 20 (2019) 1, pp. 72-90
Persistent link: https://www.econbiz.de/10012059749
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Structural change in the correlation, return and volatility spillovers : evidence from the oil, stock and exchange rate markets in the United States
Su, Jung-bin - In: Economic research 35 (2022) 1,6, pp. 6918-6944
Persistent link: https://www.econbiz.de/10014428554
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Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix; Giudici, Paolo; Hashem, Shatha … - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012668002