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Risks in banks and its impact on volatility of market returns : an empirical approach
Singh, Prakash; Kumar, Sukriti - In: International journal of Indian culture and business … 17 (2018) 2, pp. 125-138
Persistent link: https://www.econbiz.de/10011960165
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Do the underlying portfolios matter? : a comparative study of equity-linked pay-at-maturity principal protected notes in Canada and the UK
Li, Yuanshun; Anderson, Scott; McGraw, Patricia A. - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-20
protected notes (EL-PAM-PPNs) and the mean return and volatility of the underlying portfolio using 1568 EL-PAM-PPNs issued in … the UK and Canada between 2003 and 2015. We find that: (i) the underlying portfolio’s mean return decreases the note … holding cost; (ii) the underlying portfolio’s volatility increases the note return and decreases the note holding cost; (iii …
Persistent link: https://www.econbiz.de/10013471220
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Modeling asset market volatility in a small market : accounting for non-synchronous trading effects
Lange, Stephen - In: Journal of international financial markets, … 9 (1999) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001402112
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Three essays in international finance and financial economics
Hu, Xiaoqiang - 1994
Persistent link: https://www.econbiz.de/10000916084
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Regulation of systemic liquidity risk
Cao, Jin; Illing, Gerhard - 2010
The paper provides a baseline model for regulatory analysis of systemic liquidity shocks. We show that banks may have an incentive to invest excessively in illiquid long term projects. In the prevailing mixed strategy equilibrium the allocation is inferior from the investor's point of view since...
Persistent link: https://www.econbiz.de/10003951791
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Banking firm and hedging over the business cycle
Broll, Udo; Kit, Pong Wong - In: Portuguese economic journal 9 (2010) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10003952132
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Regulation of systemic liquidity risk
Cao, Jin; Illing, Gerhard - In: Financial markets and portfolio management 24 (2010) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10003963623
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Are private banks the better banks? : An insight into the principal-agent structure and risk-taking behavior of German banks
Schmielewski, Frank; Wein, Thomas - In: Journal of economics and finance 39 (2015) 3, pp. 518-540
Persistent link: https://www.econbiz.de/10011471135
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Bank regulation, risk and return : evidence from the credit and sovereign debt crises
Hoque, Hafiz; Andriosopoulos, Dimitris; Andriosopoulos, … - In: Journal of banking & finance 50 (2015), pp. 455-474
Persistent link: https://www.econbiz.de/10010509509
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Bank Diversification & the Systematic Risk of Equity Portfolio
Alshomaly, Ibraheem Q. - 2014
The paper aims at identifying the potentials of decreasing the systematic risks of banking equity portfolio through changes in the diversification nature of banks activities. We analyzed the financial statements of (13) Jordanian banks on parallelism with market index of Amman stock exchange...
Persistent link: https://www.econbiz.de/10013051679