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Corporate bond defaults and spillover effects on bank risk : evidence from city commercial banks in China
Gao, Haoyu; Ouyang, Yiling; Wang, Yaxin - In: Research in international business and finance 69 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015052452
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The contribution of shadow banking risk spillover to the commercial banks in China : based on the DCC-BEKK-MVGARCH-Time-Varying CoVaR Model
Zhu, Chen - In: Electronic commerce research 23 (2023) 4, pp. 2153-2181
Persistent link: https://www.econbiz.de/10014418081
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The spillover effect of bank distress : evidence from the takeover of Baoshang Bank in China
Xu, Yuyun; Liu, Zhengyuan; Zhang, Longyao - In: Finance research letters 59 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014445165
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Regulatorische und ökonomische Aspekte eines modernen Kreditrisikomanagements
Gann, Philipp - 2011
Persistent link: https://www.econbiz.de/10008842333
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Bank Debt Regulations and Instruments : Implications for Bank Capital and Bond Risk
Helberg, Stig - 2013
We study how optimal bank capital and bond risk are influenced by deposit insurance, implicit guarantees, depositor … preference, asset encumbrance, and bail-in resolution frameworks. We find that these features of bank financing change the … optimal amount of bank capital. The net effect on bond debt risk and valuation is small, while the effects on shareholder …
Persistent link: https://www.econbiz.de/10013080619
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Banks' exposure to rollover risk and the maturity of corporate loans
Paligorova, Teodora; Santos, João A. C. - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1739-1765
Persistent link: https://www.econbiz.de/10011804351
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Dependence structures and risk spillover in China's credit bond market : a copula and CoVaR approach
Yang, Lu; Yang, Lei; Ho, Kung-Cheng; Hamori, Shigeyuki - In: Journal of Asian economics 68 (2020)
Persistent link: https://www.econbiz.de/10012513082
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The Intra-Regional Spillover Effect of Bond Defaults : Evidence from China's Credit Bond Market
Wang, Wenlong; Huang, Yuqin; Watson, John; Yang, Bowen - 2021
Taking the first bond defaults in each province in China as credit events, we adopt a difference-in-difference model …
Persistent link: https://www.econbiz.de/10013250335
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The Intra-Regional Spillover Effect of Bond Defaults : Evidence from the Chinese Corporate Debt Market
Wang, Wenlong; Huang, Yuqin; Watson, John R.; Yang, Bowen - 2022
Implicit government guarantees in the Chinese bond market, which shaped investors’ belief in rigid payment, have been withdrawn after the first bond default, causing spillover effects on non-defaulted bonds. This study investigates the intra-regional spillover effects of the staggered first...
Persistent link: https://www.econbiz.de/10013292439
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The intra-regional spillover effects of bond defaults : evidence from the Chinese corporate debt market
Wang, Wenlong; Huang, Yuqin; Watson, John; Yang, Bowen - In: Pacific-Basin finance journal 77 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014463606