We examine the effects of opacity on bank valuation and the synchronicity of bank equity prices over the years 2000 … controlling for profitability, have larger valuation discounts relative to transparent assets. We observe a decline in the … rise in bank equity share prices, decrease in transparent asset holdings by banks, and greater price synchronicity …

Using a novel dataset on central bank interventions to financial institutions, we examine the impact of capital … compensation investors demand for being exposed to the risk of large correlated drops in bank stock prices. DCRP is calculated … using options that provide a hedge against large drops in the price of a bank index and its individual components. We find …

first comprehensive empirical analysis of bank CoCo issues, a market segment that comprises over 730 instruments totaling …

We analyze the risk premium on bank bonds at origination with a special focus on the role of implicit and explicit …

I analyze the risk premium on bank bonds at origination with special focus on the role of implicit and explicit public …

In early 2009 the EU increased the minimum deposit insurance limit from €20,000 to €100,000 per bank account. Italy was …-in-diff analysis and compare the bank-size weighted average deposit interest rates of the Eurozone countries with the Italian ones. We … between 0.3 and 0.7 percentage points. The drop in deposit rates is confirmed by a diff-in-diff analysis run at bank level …