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Lessons unlearned? : corporate debt in emerging markets
Alfaro, Laura; Asis, Gonzalo; Chari, Anusha; Panizza, Ugo - 2017
Persistent link: https://www.econbiz.de/10011901544
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Financial architecture and financial stability
Allen, Franklin; Walther, Ansgar - In: Annual review of financial economics 13 (2021), pp. 129-151
Persistent link: https://www.econbiz.de/10012612501
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COVID-19 and tail risk contagion across commodity futures markets
Qiao, Tongshuai; Han, Liyan - In: The journal of futures markets 43 (2023) 2, pp. 242-272
Persistent link: https://www.econbiz.de/10014293014
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Decomposing systemic risk : the roles of contagion and common exposures
Hałaj, Grzegorz; Hipp, Ruben - 2024
We evaluate the effects of contagion and common exposure on banks' capital through a regression design inspired by the … structural VAR literature and derived from the balance sheet identity. Contagion can occur through direct exposures, fire sales … on granular balance sheet and interbank exposure data of the Canadian banking market. First, we document that contagion …
Persistent link: https://www.econbiz.de/10014527066
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Sovereign credit risk and stock markets : does the markets’ dependency increase with financial Distress?
Silva, Paulo Pereira da - In: International Journal of Financial Studies : open … 2 (2014) 1, pp. 145-167
This paper addresses the relationship between stock markets and credit default swaps (CDS) markets. In particular, I aim to gauge if the co-movement between stock prices and sovereign CDS spreads increases with the deterioration of the credit quality of sovereign debt. The analysis of...
Persistent link: https://www.econbiz.de/10010373349
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A large creditor in contagious liquidity crises
Oh, Frederick Dongchuhl; Park, Junghum - In: Journal of banking & finance 146 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014248205
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Systemic implications of the bail-in design
Kleinnijenhuis, Alissa; Goodhart, Charles A. E.; … - 2021
Persistent link: https://www.econbiz.de/10012613276
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Assessing next generation EU
Codogno, Lorenzo; Noord, Paul Joseph van den - 2020
Persistent link: https://www.econbiz.de/10012387794
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A century of macro-financial linkages
Abildgren, Kim - In: Journal of financial economic policy 8 (2016) 4, pp. 458-471
Persistent link: https://www.econbiz.de/10011697836
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The effect of oil price fluctuation on the economy : what can we learn from alternative models?
Kim, Gil; Vera, David - In: Journal of applied economics 25 (2022) 1, pp. 856-877
Following the exisiting literature, we present the most up-to-date estimates of oil shocks and the response of the U.S. economy. Regardless of model specifications, oil supply shocks have a negative effect on the U.S. real GDP, albeit the magnitude of responses is different across models....
Persistent link: https://www.econbiz.de/10014247272