Bank Value at Risk (VAR) disclosures. A missed leading indicator to the Financial Crisis of 2008?
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Aebi, Vincent & Sabato, Gabriele & Schmid, Markus, 2012. "Risk management, corporate governance, and bank performance in the financial crisis," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3213-3226.
- John B. Taylor, 2009. "The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong," NBER Working Papers 14631, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mangena, Musa & Priego, Alba Maria & Manzaneque, Montserrat, 2020. "Bank power, block ownership, boards and financial distress likelihood: An investigation of Spanish listed firms," Journal of Corporate Finance, Elsevier, vol. 64(C).
- KAMKOUM, Arnaud Cedric, 2023. "The Federal Reserve’s Response to the Global Financial Crisis and its Effects: An Interrupted Time-Series Analysis of the Impact of its Quantitative Easing Programs," Thesis Commons d7pvg, Center for Open Science.
- Owen, Ann L. & Temesvary, Judit, 2018.
"The performance effects of gender diversity on bank boards,"
Journal of Banking & Finance, Elsevier, vol. 90(C), pages 50-63.
- Owen, Ann L. & Temesvary, Judit, 2017. "The performance effects of gender diversity on bank boards," MPRA Paper 80078, University Library of Munich, Germany.
- Hertrich Markus, 2019.
"A Novel Housing Price Misalignment Indicator for Germany,"
German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
- Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
- Hertrich, Markus, 2019. "A novel housing price misalignment indicator for Germany," Discussion Papers 31/2019, Deutsche Bundesbank.
- Kveta Kubatova, 2009. "Issues of tax burden measuring using tax quota," ACTA VSFS, University of Finance and Administration, vol. 3(2), pages 106-115.
- Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Achim Truger & Andrew Wa, 2016.
"The Elusive Recovery,"
SciencePo Working papers Main
hal-03459084, HAL.
- Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Achim Truger & Andrew Wa, 2016. "The Elusive Recovery," PSE-Ecole d'économie de Paris (Postprint) hal-03459084, HAL.
- Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim , 2016. "The Elusive Recovery," PSE Working Papers hal-03612850, HAL.
- Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Achim Truger & Andrew Wa, 2016. "The Elusive Recovery," Post-Print hal-03459084, HAL.
- Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim , 2016. "The Elusive Recovery," Working Papers hal-03612850, HAL.
- Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim , 2016. "The Elusive Recovery," SciencePo Working papers Main hal-03612850, HAL.
- Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim , 2016. "The Elusive Recovery," PSE-Ecole d'économie de Paris (Postprint) hal-03612850, HAL.
- Stijn Claessens & M. Ayhan Kose, 2013.
"Financial Crises: Explanations, Types and Implications,"
CAMA Working Papers
2013-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Claessens, Stijn & Kose, M. Ayhan, 2013. "Financial Crises: Explanations, Types, and Implications," CEPR Discussion Papers 9329, C.E.P.R. Discussion Papers.
- Mr. Stijn Claessens & Mr. Ayhan Kose, 2013. "Financial Crises Explanations, Types, and Implications," IMF Working Papers 2013/028, International Monetary Fund.
- Gagnon, Marie-Hélène & Gimet, Céline, 2013.
"The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis,"
Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4599-4614.
- Céline Gimet & Marie-Hélène Gagnon, 2013. "The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis," Post-Print halshs-00976740, HAL.
- Sa, Filipa & Towbin, Pascal & wieladek, tomasz, 2011.
"Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation,"
Bank of England working papers
411, Bank of England.
- Filipa Sa & Pascal Towbin & Tomasz Wieladek, 2011. "Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation," Globalization Institute Working Papers 79, Federal Reserve Bank of Dallas.
- Saito, Jun, 2016. "Boards of directors and bank performance in United Arab Emirates," IDE Discussion Papers 583, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2013.
"In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns,"
Pacific Economic Review, Wiley Blackwell, vol. 18(1), pages 1-40, February.
- Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper 32776, University Library of Munich, Germany.
- Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2012. "In the shadow of the United States: the international transmission effect of asset returns," Globalization Institute Working Papers 121, Federal Reserve Bank of Dallas.
- Kim, Teakdong & Koo, Bonwoo & Park, Minsoo, 2013. "Role of financial regulation and innovation in the financial crisis," Journal of Financial Stability, Elsevier, vol. 9(4), pages 662-672.
- Peter J. Boettke & Alexander W. Salter & Daniel J. Smith, 2018. "Money as meta-rule: Buchanan’s constitutional economics as a foundation for monetary stability," Public Choice, Springer, vol. 176(3), pages 529-555, September.
- Christophe Blot & Paul Hubert & Fabien Labondance, 2017.
"Does monetary policy generate asset price bubbles ?,"
SciencePo Working papers Main
hal-03471824, HAL.
- Christophe Blot & Paul Hubert & Fabien Labondance, 2017. "Does Monetary Policy generate Asset Price Bubbles?," Working Papers 2017-06, CRESE.
- Christophe Blot & Paul Hubert & Fabien Labondance, 2017. "Does monetary policy generate asset price bubbles ?," Working Papers hal-03471824, HAL.
- Christophe Blot & Paul Hubert & Fabien Labondance, 2017. "Does monetary policy generate asset price bubbles ?," Documents de Travail de l'OFCE 2017-05, Observatoire Francais des Conjonctures Economiques (OFCE).
- Ichiro Iwasaki, 2015.
"Global Financial Crisis, Ownership Change, and Corporate Governance Evolution Firm-Level Evidence from Russia,"
KIER Working Papers
925, Kyoto University, Institute of Economic Research.
- Iwasaki, Ichiro, 2015. "Global Financial Crisis, Ownership Change, and Corporate Governance Evolution: Firm-Level Evidence from Russia," RRC Working Paper Series 52, Russian Research Center, Institute of Economic Research, Hitotsubashi University.
- Marc Hayford & Anastasios Malliaris, 2010.
"Asset Prices and the Financial Crisis of 2007--09: An Overview of Theories and Policies,"
Forum for Social Economics, Taylor & Francis Journals, vol. 39(3), pages 279-286, January.
- Marc Hayford & Anastasios Malliaris, 2010. "Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and Policies," Forum for Social Economics, Springer;The Association for Social Economics, vol. 39(3), pages 279-286, October.
- Fratianni, Michele & Giri, Federico, 2017.
"The tale of two great crises,"
Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 5-31.
- Fratianni, Michele & Giri, Federico, 2015. "The tale of two great crises," FinMaP-Working Papers 51, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Michele Fratianni & Federico Giri, 2015. "The Tale of Two Great Crises," Mo.Fi.R. Working Papers 117, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Alin Marius Andries & Martin Brown, 2017. "Credit booms and busts in emerging markets," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 25(3), pages 377-437, July.
- Wim Naudé, 2009. "The Financial Crisis of 2008 and the Developing Countries," WIDER Working Paper Series DP2009-01, World Institute for Development Economic Research (UNU-WIDER).
- Lee, Chien-Chiang & Wang, Chih-Wei & Liu, Fengyun, 2024. "Does green credit promote the performance of new energy companies and how? The role of R&D investment and financial development," Renewable Energy, Elsevier, vol. 235(C).
More about this item
JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jfr:afr111:v:9:y:2020:i:3:p:1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sciedu Press (email available below). General contact details of provider: https://edirc.repec.org/data/cepflch.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.