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Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? : evidence from European and US stress tests

Agbodji, Amavi S. S.; Nys, Emmanuelle; Sauviat, Alain - In: Revue économique : revue bimestrielle 72 (2021) 1, pp. 65-102

Persistent link: https://www.econbiz.de/10012607004

Stock price behavior of acquirers and targets due to M&A announcement in USA banking

Moffett, Clay; Naserbakht, Mohammad - In: Iranian economic review : journal of University of Tehran 17 (2013) 1, pp. 105-114

Persistent link: https://www.econbiz.de/10009737276

Earnings announcements and quoted bid-ask spreads of U.S. Bank Holding Companies

Harris, Terry - In: Finance research letters 20 (2017), pp. 223-228

Persistent link: https://www.econbiz.de/10011806925

Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks

Li, Hui; Liu, Hong; Siganos, Antonios; Zhou, Mingming - In: Journal of financial stability 25 (2016), pp. 37-46

Persistent link: https://www.econbiz.de/10011704778

U.S. bank M&As in the post-Dodd-Frank Act era : do they create value?

Leledakis, George N.; Pyrgiotakis, Emmanouil G. - In: Journal of banking & finance 135 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013401956

Forecasting crash risk in U.S. bank returns : the role of credit booms

Mihai, Marius M.; Mansur, Iqbal - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013494275

How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates

Hancock, Diana - 2014

We conduct an empirical analysis of the Federal Reserve's large-scale asset purchases (LSAPs) on MBS yields and mortgage rates. The Federal Reserve's accumulation of MBS and Treasury securities lowered MBS yields and mortgage rates by more than what would have been suggested by changes in market...

Persistent link: https://www.econbiz.de/10013059311

Does the diversification potential of securitized real estate vary over time and should investors care?

Peng, Liang; Schulz, Rainer - In: The journal of real estate finance and economics 47 (2013) 2, pp. 310-340

Persistent link: https://www.econbiz.de/10009781303

The liquidity of property shares : an international comparison

Brounen, Dirk; Eichholtz, Piet; Ling, David C. - In: Real estate economics : journal of the American Real … 37 (2009) 3, pp. 413-445

Persistent link: https://www.econbiz.de/10008656987

Asset securitization, securitization recourse, and information uncertainty

Cheng, Mei; Dhaliwal, Dan S.; Neamtiu, Monica - In: The accounting review : a publication of the American … 86 (2011) 2, pp. 541-568

Persistent link: https://www.econbiz.de/10008989553