Similar Search Results

Transmission of the 2010 Greek sovereign debt crisis to Asia-Pacific stock markets : a copula-based approach

Jayech, Salma; Abdennadher, Emna - In: International journal of economics and business … 27 (2024) 1, pp. 23-43

Persistent link: https://www.econbiz.de/10015063241

Credit Default Swaps and the Credit Crisis

Stulz, René M. - 2010

Many observers have argued that credit default swaps contributed significantly to the credit crisis. Of particular concern to these observers are that credit default swaps trade in the largely unregulated over-the-counter market as bilateral contracts involving counter-party risk and that they...

Persistent link: https://www.econbiz.de/10013150917

Fiscal policy, banks and the financial crisis

Kollmann, Robert; Ratto, Marco; Röger, Werner; Veld, … - 2012

This paper studies the effectiveness of Euro Area (EA) fiscal policy, during the recent financial crisis, using an estimated New Keynesian model with a bank. A key dimension of policy in the crisis was massive government support for banks - that dimension has so far received little attention in...

Persistent link: https://www.econbiz.de/10011590516

Has "too big to fail" been solved? : a longitudinal analysis of major U.S. banks

Thosar, Satish; Schwandt, Bradley - In: Journal of risk and financial management : JRFM 12 (2019) 1/24, pp. 1-14

In the wake of the global financial crisis that erupted in 2008, there has been extensive commentary and regulatory focus on the 'Too Big to Fail' issue. In this paper, we survey the proposed solutions and regulatory initiatives that have been undertaken. We conduct a longitudinal analysis of...

Persistent link: https://www.econbiz.de/10012022346

Contagion and spillovers : new insights from the crisis : a joint publication with the Austrian Society for Bank Research

Backé, Peter (ed.); Gnan, Ernest (ed.); … - Contagion and Spillovers – New Insights from the …; … - 2010

On February 12, 2010, SUERF, the Oesterreichische Nationalbank and the Bankwissenschaftliche Gesellschaft continued their established tradition of jointly organised conferences. As evidenced also by the 115 conference participants, this year's subject of "Contagion and Spillovers – New...

Persistent link: https://www.econbiz.de/10011706561

Germany and the euroland crisis : the making of a vulnerable haven

Bibow, Jörg - 2013

This paper investigates Germany's vulnerability to the ongoing Euroland crisis. In 2010-11, Germany experienced a strong rebound from the global financial crisis of 2008-09. The Euroland crisis then meant record low interest rates and a depressed euro that boosted German extra-area exports. But...

Persistent link: https://www.econbiz.de/10009757118

Sovereign credit risk co-movements in the eurozone : simple interdependence or contagion? ; conference paper

Buchholz, Manuel; Tonzer, Lena - 2014

Since the onset of the eurozone sovereign debt crisis, credit risk spreads in Europe have diverged. Despite this divergence, credit risk comoves strongly within certain country groups such as the eurozone periphery. We seek to answer what the determinants of the observed pattern of credit risk...

Persistent link: https://www.econbiz.de/10010486057

$29,000,000,000,000 : a detailed look at the Fed's bailout by funding facility and recipient

Felkerson, James - 2011

examination of the data on the Fed's bailout of the financial system - the most comprehensive investigation of the raw data to … and magnitude of the Fed's crisis response. The bottom line: a Federal Reserve bailout commitment in excess of $29 … trillion. -- Global Financial Crisis ; Fed Bailout ; Lender of Last Resort ; Term Auction Facility ; Central Bank Liquidity …

Persistent link: https://www.econbiz.de/10009388800

$29,000,000,000,000 : A Detailed Look at the Fed’s Bailout by Funding Facility and Recipient

Felkerson, James - 2011

examination of the data on the Fed's bailout of the financial system — the most comprehensive investigation of the raw data to … and magnitude of the Fed's crisis response. The bottom line: a Federal Reserve bailout commitment in excess of $29 …

Persistent link: https://www.econbiz.de/10013117641

Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System

Cukierman, Alex - 2011

lenders' beliefs about the probability of bailout. Events like Lehman's collapse are conceived of as ”black swan” events that … led lenders to put a positive mass on bailout probabilities that were previously assigned zero mass.Results of the … analysis include: (i) An unanticipated increase in bailout uncertainty raises interest rates, the volume of defaults in both …

Persistent link: https://www.econbiz.de/10013122330