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Explaining the Czech interbank market risk premium
Geršl, Adam; Lešanovská, Jitka - In: Economic systems 38 (2014) 4, pp. 536-551
Persistent link: https://www.econbiz.de/10010467349
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Interbank borrowing and bank liquidity risk
Li, Zongyuan; Lai, Rose Neng - In: The journal of financial research : the journal of the … 45 (2022) 1, pp. 53-91
Persistent link: https://www.econbiz.de/10013188118
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The term structure of interbank risk
Filipović, Damir; Trolle, Anders B. - In: Journal of financial economics 109 (2013) 3, pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
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Evolution of the markets after the credit crunch
Bianchetti, Marco; Carlicchi, Mattia - In: Interest rate modelling after the financial crisis, (pp. 5-60). 2013
Persistent link: https://www.econbiz.de/10011456956
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Market discipline and liquidity risk : evidence from the interbank funds market
Sarmiento, Miguel - 2016
demand for liquidity in the interbank market as wells as banks' access to this market. Results indicate that riskier banks … pay higher prices and borrow less liquidity, concurrent with the existence of market discipline. More capitalized and … higher prices and hoard liquidity when liquidity positions across them are more imbalanced and during a monetary policy …
Persistent link: https://www.econbiz.de/10011554714
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Business Conditions and Default Risks Across Countries
Pflüger, Michael - 2011
The risk of default that business firms face is very significant and differs widely across countries. This paper explores the links between countries' business conditions and international trade embedment and the default risk at the country level from a theoretical point of view. Our main...
Persistent link: https://www.econbiz.de/10013128748
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Strategic Default and Equity Risk Across Countries
Favara, Giovanni - 2013
We show that the prospect of a debt renegotiation favorable to shareholders reduces the firm's equity risk. The equity beta and return volatility are lower in countries where the bankruptcy code favors debt renegotiations and for firms with more shareholder bargaining power relative to debt...
Persistent link: https://www.econbiz.de/10013094469
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Interbank Rate Uncertainty and Bank Lending
Altavilla, Carlo; Carboni, Giacomo; Lenza, Michele; … - 2021
This paper investigates the effects of interbank rate uncertainty on lending rates to euro area firms. We introduce a novel measure of interbank rate uncertainty, computed as the cross-sectional dispersion in interbank market rates on overnight unsecured loans. Using proprietary bank-level data,...
Persistent link: https://www.econbiz.de/10013315349
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Interbank rate uncertainty and bank lending
Altavilla, Carlo; Carboni, Giacomo; Lenza, Michele; … - 2019
This paper investigates the effects of interbank rate uncertainty on lending rates to euro area firms. We introduce a novel measure of interbank rate uncertainty, computed as the cross-sectional dispersion in interbank market rates on overnight unsecured loans. Using proprietary bank-level data,...
Persistent link: https://www.econbiz.de/10012059036
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Essays in financial economics
Choi, Dong Beom - 2012
Persistent link: https://www.econbiz.de/10011817006