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Liquidity risk and U.S. bank lending at home and abroad
Correa, Ricardo; Goldberg, Linda S.; Rice, Tara N. - 2014
While the balance sheet structure of U.S. banks influences how they respond to liquidity risks, the mechanisms for the effects on and consequences for lending vary widely across banks. We demonstrate fundamental differences across banks without foreign affiliates versus those with foreign...
Persistent link: https://www.econbiz.de/10010404088
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Bank bonds : size, systemic relevance and the sovereign
Zaghini, Andrea - 2014
bond placements. …
Persistent link: https://www.econbiz.de/10010343421
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Mind the gap : the difference between U.S. and European loan rates
Berg, Tobias; Saunders, Anthony; Steffen, Sascha; … - 2016
We analyze differences in the pricing of syndicated loans between U.S. and European loans. For credit lines, U.S. borrowers pay significantly higher spreads, but also lower fees, resulting in similar total costs of borrowing in both markets. For term loans, U.S. firms pay significantly higher...
Persistent link: https://www.econbiz.de/10011436380
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Common factors in international bond returns
Driessen, Joost (contributor);  … - 2000
In this paper we estimate and interpret the factors that jointly determine bond returns of different maturities in the … US, Germany and Japan. We analyze both currency-hedged as well as unhedged bond returns. For currency-hedged bond returns …, we find that five factors explain 96.5% of the variation of bond returns. These factors can be associated with changes in …
Persistent link: https://www.econbiz.de/10001528975
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Mind the Gap : The Difference between U.S. and European Loan Rates
Berg, Tobias - 2017
We analyze pricing differences between U.S. and European syndicated loans over the 1992-2014 period. We explicitly distinguish credit lines from term loans. For credit lines, U.S. borrowers pay significantly higher spreads, but lower fees, resulting in similar total costs of borrowing in both...
Persistent link: https://www.econbiz.de/10012973735
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Mind the Gap : The Difference between U.S. and European Loan Rates
Berg, Tobias - 2016
We analyze differences in the pricing of syndicated loans between U.S. and European loans. For credit lines, U.S. borrowers pay significantly higher spreads, but also lower fees, resulting in similar total costs of borrowing in both markets. For term loans, U.S. firms pay significantly higher...
Persistent link: https://www.econbiz.de/10012994855
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Influence of ADB Bond Issues and US Bonds on Asian Government Bonds
Inoguchi, Masahiro - 2014
of the USA, and whether the efforts of international organizations to improve bond markets have had any effect in East …This article examines whether there is a correlation between the government bond markets of Asian countries and those … Asia. Because the sizes of the government bond markets are larger than those of the corporate bond markets in East Asia …
Persistent link: https://www.econbiz.de/10013060911
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The Sources of Risk Spillovers Among US REITs : Financial Characteristics and Regional Proximity
Adams, Zeno - 2016
In this paper, we estimate the risk spillovers among 74 U.S. REITs using the state-dependent sensitivity value-at-risk (SDSVaR) approach. This methodology allows for the quantification of the spillover size as a function of a company's financial condition (tranquil, normal, and volatile REIT...
Persistent link: https://www.econbiz.de/10013007129
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The Sources of Risk Spillovers Among U.S. REITs : Financial Characteristics and Regional Proximity
Adams, Zeno - 2016
In this paper, we estimate the risk spillovers among 74 U.S. REITs using the state-dependent sensitivity value-at-risk (SDSVaR) approach. This methodology allows for the quantification of the spillover size as a function of a company's financial condition (tranquil, normal, and volatile REIT...
Persistent link: https://www.econbiz.de/10013007702
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The IPO Market in Canada : What a Comparison with the United States Tells Us About a Global Problem
Tingle, QC, Bryce - 2014
Initial Public Offerings (IPOs) in the world's most important financial markets have been falling for the past decade. This has not been a gentle decline, but a collapse that preceded the 2008 financial crisis and shows no sign of abating. Public companies have been an integral part of developed...
Persistent link: https://www.econbiz.de/10013051774