question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

The aim of this paper is to check the possible existence of a bank lending channel in France. For that purpose, we have … on bank lending …

The impact of U.S. bank loan announcements on the stock prices of the corporate borrowers has been decreasing during … jump back up to around 200 basis points. We surmise that in a booming credit market the certification of corporate …

financial crises of 2008-2009 and 2011, the maximum 5-year bank credit spread among the four largest banks was over 400 basis … points for the senior/subordinated bank capital structure, whereas the maximum 5-year bank credit spread would be slightly …Using a new structural model of credit risk based on the normal instead of the lognormal firm value dynamics and market …

volatility, we find that firms with high stock price fragility pay higher bank loan costs than firms with low fragility. This …

In this study, we use bank loan information to construct proxies for corporate transparency and examine whether these … bank loans of all publicly listed firms on the Shenzhen Stock Exchange, covering January 2008 to June 2013. We find that … sensitivity tests and provide suggestive evidence of a close connection between the credit loan and stock markets. …

stressed credit markets and confirms their superior performance in explaining the behavior of Credit Default Swap rates for the …

Using U.S. quarterly data from 1960, the paper studies the interaction between bank stock returns and aggregate credit …) illustrates that a contractionary-type monetary policy action decreases bank returns more when the economy had experienced credit … fluctuations on a set of economic dimensions. First, I investigate the source of "Neglected Crash Risk" in U.S. bank returns using …

This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data … on 37 countries from 1996–2007, we find that bank stocks are more aligned with the whole market during the financial … crisis; in countries that have more credit provided by banks; in countries that do not have explicit depository insurance …