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Bank profitability, leverage and financial instability : a Minsky–Harrod model

Ryoo, Soon - In: Cambridge journal of economics 37 (2013) 5, pp. 1127-1160

Persistent link: https://www.econbiz.de/10010189369

Financial fragility, uninsured deposits, and the cost of debt

Quijano, Margot - In: The North American journal of economics and finance : a … 24 (2013), pp. 159-175

Persistent link: https://www.econbiz.de/10009739660

Opaque banks, price discovery, and financial instability

Jones, Jeffrey S.; Lee, Wayne Y.; Yeager, Timothy J. - In: Journal of financial intermediation 21 (2012) 3, pp. 383-408

Persistent link: https://www.econbiz.de/10009631247

Bank capital, interbank contagion, and bailout policy

Tian, Suhua; Yang, Yunhong; Zhang, Gaiyan - In: Journal of banking & finance 37 (2013) 8, pp. 2765-2778

Persistent link: https://www.econbiz.de/10009776374

Financing as a supply chain : the capital structure of banks and borrowers

Gornall, William; Strebulaev, Ilya A. - 2013

Persistent link: https://www.econbiz.de/10010221263

Allocating losses: bail-ins, bailouts and bank regulation

Keister, Todd; Mitkov, Yuliyan - 2020

anticipation of this bailout undermines a bank's private incentive to impose a bail-in. In the resulting equilibrium, bail-ins are …

Persistent link: https://www.econbiz.de/10012418049

The marketability of bank assets, managerial rents and banking stability

Fecht, Falko; Wagner, Wolf - In: Journal of financial stability 5 (2009) 3, pp. 272-282

Persistent link: https://www.econbiz.de/10003878359

Bank contagion in general equilibrium

Ferrari, Massimo Minesso - 2020

In this paper, I incorporate a complex network model into a state of the art stochastic general equilibrium framework with an active interbank market. Banks exchange funds one another generating a complex web of interbanking relations. With the tools of network analysis it is possible to study...

Persistent link: https://www.econbiz.de/10012241220

Pitfalls in systemic-risk scoring

Benoit, Sylvain; Hurlin, Christophe; Pérignon, Christophe - In: Journal of financial intermediation 38 (2019), pp. 19-44

Persistent link: https://www.econbiz.de/10012269638

Sovereign risk and bank fragility

Anand, Kartik; Mankart, Jochen - 2020

We develop a model of bank risk-taking with strategic sovereign default risk. Domestic banks invest in real projects … their default risks through purchases of bonds. But, for high debt levels, this influence is lost since bank and government …

Persistent link: https://www.econbiz.de/10012301195

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