through its interaction with the size and structure of national banking sectors. When aggregate risk increases, countries with … large banking sectors and low equity ratios in the banking sector experience greater widening in yield spreads, suggesting …

through its interaction with the size and structure of national banking sectors. When the aggregate risk factor increases …, countries with large banking sectors and low equity ratios of the banking sector will see their yield spreads raise. Global risk …-aversion hikes can therefore turn a banking sector into a systemically relevant risk to governments that can be measured in sovereign …

banking sectors. When aggregate risk increases, countries with large banking sectors with low equity ratios experience greater …

This paper explains the emergence of liquidity traps in the aftermath of large-scale financial crises, as happened in … long time. -- liquidity trap ; financial crisis ; rare disasters ; equity capital ; leverage ; bankruptcy risk …

Liquidity is one of the most important factors after credit risk that affects the bond yields. The paper uses various … measures of liquidity to understand their determinants in Indian sovereign bond market. The Liquidity measured by parameters … much deterioration in general market liquidity condition as RBI injected large amount of liquidity to the system within a …

controlling for standard risk factors. Liquidity deteriorates on FTS days both in the bond and equity markets. Both economic …

a measure of liquidity based on the standard deviation of yields of those bonds that are used to compute the average …