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market so that spillover effects are visible. Our results show that none of our banking-health variables have explanatory … the market; on the other hand, problems in the banking sector can send shock waves through the entire economy. Given this … prominent role, it is not surprising that Pereira and Rua (2018) found that the health of the banking sector exerts an influence …
Persistent link: https://www.econbiz.de/10013201699
market so that spillover effects are visible. Our results show that none of our banking-health variables have explanatory … the market; on the other hand, problems in the banking sector can send shock waves through the entire economy. Given this … prominent role, it is not surprising that Pereira and Rua (2018) found that the health of the banking sector exerts an influence …
Persistent link: https://www.econbiz.de/10013206215
market so that spillover effects are visible. Our results show that none of our banking-health variables have explanatory … the market; on the other hand, problems in the banking sector can send shock waves through the entire economy. Given this … prominent role, it is not surprising that Pereira and Rua (2018) found that the health of the banking sector exerts an influence …
Persistent link: https://www.econbiz.de/10013253727
Persistent link: https://www.econbiz.de/10014323021
panel of 235 European banks from 1991 to 2005. The sample period marks a significant transition in the European banking … traditional loan-related side of the banking business and the growing off-balance activities. …
Persistent link: https://www.econbiz.de/10003666369
Using Indian bank-level data, we examine the cross-sectional returns predictability for banking stocks in view of the … distinct industry parameters prevalent in the financial services space. We find the existence of abnormal returns in banking …
Persistent link: https://www.econbiz.de/10012023368
From 2010 to 2012, the relation between bank stock returns from European Union (EU) countries and the returns on sovereign CDS of peripheral (GIIPS) countries is negative. We use days with tail sovereign CDS returns of peripheral countries to identify the effects of shocks to the cost of...
Persistent link: https://www.econbiz.de/10011279577
panel of 235 European banks from 1991 to 2005. The sample period marks a significant transition in the European banking … traditional loan-related side of the banking business and the growing off-balance activities. …
Persistent link: https://www.econbiz.de/10011390629
This paper attempts to assess the economic significance and implications of collateralization in different financial markets, which is essentially a matter of theoretical justification and empirical verification. We present a comprehensive theoretical framework that allows for collateralization...
Persistent link: https://www.econbiz.de/10012030010
This article presents a new model for valuing financial contracts subject to credit risk and collateralization. Examples include the valuation of a credit default swap (CDS) contract that is affected by the trilateral credit risk of the buyer, seller and reference entity. We show that default...
Persistent link: https://www.econbiz.de/10012054943