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The “greatest” carry trade ever? Understanding eurozone bank risks
Acharya, Viral V.; Steffen, Sascha - In: Journal of Financial Economics 115 (2015) 2, pp. 215-236
We show that eurozone bank risks during 2007–2013 can be understood as carry trade behavior. Bank equity returns load positively on peripheral (Greece, Italy, Ireland, Portugal, Spain, or GIIPS) bond returns and negatively on German government bond returns, which generated carry until the...
Persistent link: https://www.econbiz.de/10011189256
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Contingent credit under stress
Acharya, Viral V.; Jager, Maximilian; Steffen, Sascha - 2023
Persistent link: https://www.econbiz.de/10014422389
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Liquidity dependence : why shrinking central bank balance sheets is an uphill task
Acharya, Viral V.; Chauhan, Rahul; Rajan, Raghuram Govind; … - 2022
Persistent link: https://www.econbiz.de/10013415016
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Why did bank stocks crash during COVID-19?
Acharya, Viral V.; Engle, Robert F.; Steffen, Sascha - 2021
Persistent link: https://www.econbiz.de/10012490620
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Zombie lending : theoretical, international, and historical perspectives
Acharya, Viral V.; Crosignani, Matteo; Eisert, Tim; … - 2021
Persistent link: https://www.econbiz.de/10012698759
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Kicking the can down the road : government interventions in the European banking sector
Acharya, Viral V.; Steffen, Sascha; Borchert, Lea; … - 2020
Persistent link: https://www.econbiz.de/10012243994
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The risk of being a fallen angel and the corporate dash for cash in the midst of COVID
Acharya, Viral V.; Steffen, Sascha - 2020
Persistent link: https://www.econbiz.de/10012250960
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Why did bank stocks crash during COVID-19?
Acharya, Viral V.; Engle, Robert F.; Jager, Maximilian; … - In: The review of financial studies 37 (2024) 9, pp. 2627-2684
Persistent link: https://www.econbiz.de/10015046486
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The risk of being a fallen angel and the corporate dash for cash in the midst of COVID
Acharya, Viral V.; Steffen, Sascha - In: Covid economics : vetted and real-time papers (2020) 10, pp. 44-61
Persistent link: https://www.econbiz.de/10012216134
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The interrelation of prices, ratings and models in credit default swap and equity markets
Imbierowicz, Björn - 2009
Persistent link: https://www.econbiz.de/10003916627