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Deposit competition and financial fragility : evidence from the US banking sector

Egan, Mark L.; Hortaçsu, Ali; Matvos, Gregor - In: The American economic review 107 (2017) 1, pp. 169-216

Persistent link: https://www.econbiz.de/10011643484

Regime switches in the volatility and correlation of financial institutions

Boudt, Kris; Daníelsson, Jón; Koopman, Siem Jan; … - 2012

We propose a parsimonious regime switching model to characterize the dynamics in the volatilities and correlations of US deposit banks' stock returns over 1994-2011. A first innovative feature of the model is that the within-regime dynamics in the volatilities and correlation depend on the shape...

Persistent link: https://www.econbiz.de/10011592541

The deposits channel of monetary policy

Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - In: The quarterly journal of economics 132 (2017) 4, pp. 1819-1876

Persistent link: https://www.econbiz.de/10012036106

Banks' internal capital markets and deposit rates

Ben-David, Itzhak; Palvia, Ajay; Spatt, Chester S. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 1797-1826

Persistent link: https://www.econbiz.de/10011928431

Banks' internal capital markets and deposit rates

Ben-David, Itzhak; Palvia, Ajay; Spatt, Chester S. - 2016

. Using branch-level deposit rate data, we find little evidence for market discipline as rates are similar across bank … correlated with loan growth in other states in which their bank has some presence, suggesting internal capital markets help … reallocate the bank's funding …

Persistent link: https://www.econbiz.de/10011772352

Safety and soundness of U.S. banks : issues and policies in brief

King, Steven B. (ed.); Carter, Brian L. (ed.) - 2013

Financial condition of depository banks / Darryl E. Getter -- U.S. implementation of the Basel capital regulatory framework / Darryl E. Getter -- Federal deposit insurance for banks and credit unions / Darryl E. Getter

Persistent link: https://www.econbiz.de/10011638026

Banks’ Internal Capital Markets and Deposit Rates

Ben-David, Itzhak - 2015

Persistent link: https://www.econbiz.de/10011955520

Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?

Erel, Isil - 2011

-rated tranches were economically trivial for the typical bank, but banks with greater holdings performed more poorly during the …-rated tranches are not higher for banks with large trading books in regressions that control for bank size. The ratio of highly …-rated tranches holdings to assets increases with bank assets, but not for banks with more than $50 billion of assets. This evidence …

Persistent link: https://www.econbiz.de/10012461388

Random Utility Models of Demand for the U.S. Commercial Banking Industry

Orosco, Cesar - 2008

participate in only one market and no bank participates in all markets). We modify the standard models to incorporate the fact …

Persistent link: https://www.econbiz.de/10014215546

Monetary tightening and U.S. bank fragility in 2023 : mark-to-market losses and uninsured depositor runs?

Jiang, Erica Xuewei; Matvos, Gregor; Piskorski, Tomasz; … - 2023

Persistent link: https://www.econbiz.de/10014246450