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Tasca, Paolo - 2012

. The paper contributes to the debate shedding light on the controversial relation between risk-diversification and … has an ambiguous effect and beyond a certain levels elicits financial instability. Moreover, we find that risk …

Persistent link: https://www.econbiz.de/10013114499

Resilience to Contagion in Financial Networks

Amini, Hamed - 2012

Propagation of insolvencies across financial institutions may be modeled as a cascade process on a network representing their mutual exposures. We derive rigorous asymptotic results for the magnitude of contagion in a large financial network and give an analytical expression for the asymptotic...

Persistent link: https://www.econbiz.de/10013114593

Credit Spread Interdependencies of European States and Banks During the Financial Crisis

Alter, Adrian - 2012

We investigate the interdependence of the default risk of several Eurozone countries (France, Germany, Italy, Ireland …, affected the linkage between the default risk of governments and their local banks. Our main findings suggest that in the … interdependence of government and bank credit risk is heterogeneous across countries, but homogeneous within the same country …

Persistent link: https://www.econbiz.de/10013114736

Can Tight and Centralized Financial Regulation Prevent Financial Crises? Czech Government Bond Seignorage in the Historical Perspective

Otáhal, Tomáš - 2012

predicts that tight and centralized financial regulation might increase the risk of inflationary monetary policy. To illustrate …

Persistent link: https://www.econbiz.de/10013115550

How the Australian Ban on Short Selling During the GFC Affected Market Quality and Volatility

Henker, Thomas - 2011

We examine the effects of the short selling ban, imposed by Australian regulators in the wake of the global financial crisis, on trading of financial stocks. Unlike other developed markets, where regulators imposed short-selling restrictions for brief periods of time at the height of the...

Persistent link: https://www.econbiz.de/10013117625

Does Receiving TARP Funds Make it Easier to Roll Your Commercial Paper Onto the Fed?

Wilson, Linus - 2011

The Commercial Paper Funding Facility (CPFF) bought commercial paper from highly-rated issuers of U.S. dollar commercial paper during the financial crisis of 2008 to 2009. This is the only study to analyze the characteristics of firms selected for this Federal Reserve program. CPFF participants...

Persistent link: https://www.econbiz.de/10013121435

Federal Reserve Policies and Financial Market Conditions during the Crisis

Brave, Scott A. - 2011

During the recent financial crisis, the Federal Reserve implemented a series of extraordinary and unconventional policies to alleviate the impact of the crisis on financial markets and the economy. In this paper, we examine the effects of these policies on broad financial market conditions,...

Persistent link: https://www.econbiz.de/10013124947

The Rise of Emerging Markets’ Financial Market Architecture : Constituting New Roles in the Global Financial Governance

Metzger, Martina - 2011

This paper analyses the impact of the global financial crisis on Brazil, India and South Africa whose financial markets have shown strong resilience to the global financial turmoil. The paper shows, that in contrast to advanced countries in these emerging market economies there is contagion from...

Persistent link: https://www.econbiz.de/10013125041

Lessons Learned from the Financial Crisis for Financial Stability and Banking Supervision

De Vincenzo, Alessio - 2011

strengthening the system and containing the risk of future financial and economic disruptions. Three ingredients are needed to … analysis must be improved to take full account of the different sources of systemic risk. Data coverage of the balance sheets … will result in more robust capital base, lower leverage, less cyclical capital rules and better control of liquidity risk …

Persistent link: https://www.econbiz.de/10013125894

Can Tight and Centralized Financial Regulations Prevent Financial Crises? Effects of Financial Regulations on Monetary Policy

Otáhal, Tomáš - 2012

predicts that tight and centralized financial regulations might increase the risk of inflationary monetary policy …

Persistent link: https://www.econbiz.de/10013097966