Jan Pieter Krahnen
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Antje Brunner & Jan Pieter Krahnen, 2008.
"Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(2), pages 415-442.
- Krahnen, Jan-Pieter & Brunner, Antje, 2004. "Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring," CEPR Discussion Papers 4287, C.E.P.R. Discussion Papers.
- Brunner, Antje & Krahnen, Jan Pieter, 2006. "Multiple lenders and corporate distress: Evidence on debt restructuring," CFS Working Paper Series 2001/04, Center for Financial Studies (CFS).
Mentioned in:
- Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring (REStud 2008) in ReplicationWiki ()
Working papers
- Krahnen, Jan Pieter, 2019.
"Target balances and financial crises,"
SAFE Policy Letters
71, Leibniz Institute for Financial Research SAFE.
Cited by:
- Hans-Werner Sinn, 2019.
"Der Streit um die Targetsalden - Kommentar zu Martin Hellwigs Artikel “Target-Falle oder Empörungsfalle?”,"
ifo Working Paper Series
316, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Sinn Hans-Werner, 2019. "Der Streit um die Targetsalden : Kommentar zu Martin Hellwigs Artikel „Target-Falle oder Empörungsfalle?“," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 20(3), pages 170-217, September.
- Hans-Werner Sinn, 2019.
"Der Streit um die Targetsalden - Kommentar zu Martin Hellwigs Artikel “Target-Falle oder Empörungsfalle?”,"
ifo Working Paper Series
316, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Krahnen, Jan-Pieter & Wilde, Christian, 2018.
"Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options,"
CEPR Discussion Papers
12619, C.E.P.R. Discussion Papers.
- Wilde, Christian & Krahnen, Jan Pieter, 2017. "Skin in the game in ABS transactions: A critical review of policy options," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168296, Verein für Socialpolitik / German Economic Association.
- Krahnen, Jan Pieter & Wilde, Christian, 2017. "Skin-in-the-game in ABS transactions: A critical review of policy options," SAFE White Paper Series 46, Leibniz Institute for Financial Research SAFE.
Cited by:
- Hibbeln, Martin & Osterkamp, Werner, 2024. "The Impact of Risk Retention on Moral Hazard in the Securitization Market," Journal of Banking & Finance, Elsevier, vol. 163(C).
- Götz, Martin & Krahnen, Jan Pieter & Tröger, Tobias, 2017.
"Five years after the Liikanen Report: What have we learned?,"
SAFE White Paper Series
50, Leibniz Institute for Financial Research SAFE.
Cited by:
- Beck, Thorsten & Krahnen, Jan Pieter & Martin, Philippe J. & Mayer, Franz C. & Pisani-Ferry, Jean & Tröger, Tobias & Weder, Beatrice & Véron, Nicolas & Zettelmeyer, Jeromin, 2022. "Completing the banking union: Economic requirements and legal conditions," SAFE White Paper Series 93, Leibniz Institute for Financial Research SAFE.
- Farina, Tatiana & Krahnen, Jan Pieter & Pelizzon, Loriana & Wahrenburg, Mark, 2019. "What are the main factors for the subdued profitability of significant banks in the Banking Union, and is the ECB's supervisory response conclusive and exhaustive? A critical assessment of the 2018 SS," SAFE White Paper Series 65, Leibniz Institute for Financial Research SAFE.
- Götz, Martin & Tröger, Tobias & Wahrenburg, Mark, 2019. "The next SSM term: Supervisory challenges ahead," SAFE White Paper Series 59, Leibniz Institute for Financial Research SAFE.
- Heider, Florian & Krahnen, Jan Pieter & Pelizzon, Loriana & Schlegel, Jonas & Tröger, Tobias, 2023. "European lessons from Silicon Valley Bank resolution: A plea for a comprehensive demand deposit protection scheme (CDDPS)," SAFE Policy Letters 98, Leibniz Institute for Financial Research SAFE.
- Allen, Franklin & Krahnen, Jan Pieter & Rey, Hélène, 2017.
"Financial resilience revisited: Why consistency in regulation is now paramount - across sectors and regions, and over time,"
SAFE Policy Letters
55, Leibniz Institute for Financial Research SAFE.
- Allen, Franklin & Krahnen, Jan Pieter & Rey, Hélène, 2017. "Financial resilience revisited: Why consistency in regulation is now paramount - across sectors and regions, and over time," SAFE Policy Reports 1, Leibniz Institute for Financial Research SAFE.
Cited by:
- Roy Havemann, 2018. "Can creditor bail-in trigger contagion? The experience of an emerging market," Working Papers 755, Economic Research Southern Africa.
- Franke, Günter & Krahnen, Jan Pieter, 2017.
"SME funding without banks? On the interplay of banks and markets,"
SAFE White Paper Series
44, Leibniz Institute for Financial Research SAFE.
Cited by:
- Yuanxin Liu & FengYun Li & Xinhua Yu & Jiahai Yuan & Dong Zhou, 2018. "Assessing the Credit Risk of Corporate Bonds Based on Factor Analysis and Logistic Regress Analysis Techniques: Evidence from New Energy Enterprises in China," Sustainability, MDPI, vol. 10(5), pages 1-21, May.
- Darmouni, Olivier & Papoutsi, Melina, 2022. "The rise of bond financing in Europe: five facts about new and small issuers," Working Paper Series 2663, European Central Bank.
- Sascha Sardadvar, 2018. "Is a Company’s Access to Private Equity and Venture Capital Affected by Location or Management Diversity? Some Empirical Evidence from Austria," International Journal of Business and Management, Canadian Center of Science and Education, vol. 13(7), pages 1-45, June.
- Götz, Martin & Krahnen, Jan Pieter & Tröger, Tobias, 2017.
"Taking bail-in seriously: The looming risks for banking policy in the rescue of Monte Paschi di Siena,"
SAFE Policy Letters
54, Leibniz Institute for Financial Research SAFE.
Cited by:
- Götz, Martin & Krahnen, Jan Pieter & Tröger, Tobias, 2017. "Five years after the Liikanen Report: What have we learned?," SAFE White Paper Series 50, Leibniz Institute for Financial Research SAFE.
- Shawn Donnelly & Ioannis G. Asimakopoulos, 2020. "Bending and Breaking the Single Resolution Mechanism: The Case of Italy," Journal of Common Market Studies, Wiley Blackwell, vol. 58(4), pages 856-871, July.
- Kasinger, Johannes & Krahnen, Jan Pieter & Ongena, Steven & Pelizzon, Loriana & Schmeling, Maik & Wahrenburg, Mark, 2021. "Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises," SAFE White Paper Series 84, Leibniz Institute for Financial Research SAFE.
- Krahnen, Jan Pieter & Noth, Felix & Schüwer, Ulrich, 2016.
"Structural reforms in banking: The role of trading,"
SAFE White Paper Series
33, Leibniz Institute for Financial Research SAFE.
- Jan-Pieter Krahnen & Felix Noth & Ulrich Schüwer, 2017. "Structural Reforms in Banking: The Role of Trading," Journal of Financial Regulation, Oxford University Press, vol. 3(1), pages 66-88.
- Krahnen, Jan-Pieter & Noth, Felix & Schüwer, Ulrich, 2016. "Structural Reforms in Banking: The Role of Trading," IWH Discussion Papers 9/2016, Halle Institute for Economic Research (IWH).
Cited by:
- Kurz, Michael & Kleimeier, Stefanie, 2019. "Credit Supply: Are there negative spillovers from banks’ proprietary trading? (RM/19/005-revised-)," Research Memorandum 026, Maastricht University, Graduate School of Business and Economics (GSBE).
- Götz, Martin & Krahnen, Jan Pieter & Tröger, Tobias, 2017. "Five years after the Liikanen Report: What have we learned?," SAFE White Paper Series 50, Leibniz Institute for Financial Research SAFE.
- Krause, Thomas & Sondershaus, Talina & Tonzer, Lena, 2016. "The Role of Complexity for Bank Risk during the Financial Crisis: Evidence from a Novel Dataset," IWH Discussion Papers 17/2016, Halle Institute for Economic Research (IWH).
- Kurz, Michael & Kleimeier, Stefanie, 2019. "Credit Supply: Are there negative spillovers from banks’ proprietary trading?," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
- Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020. "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Krahnen, Jan Pieter & Pelizzon, Loriana, 2016.
""Predatory" margins and the regulation and supervision of central counterparty clearing houses (CCPs),"
SAFE White Paper Series
41, Leibniz Institute for Financial Research SAFE.
Cited by:
- Friedrich, Jan & Thiemann, Matthias, 2018. "A new governance architecture for European financial markets? Towards a European supervision of CCPs," SAFE White Paper Series 53, Leibniz Institute for Financial Research SAFE.
- Brühl, Volker, 2018. "The clearing of euro OTC derivatives post Brexit: Why a uniform regulation and supervision of CCPs is essential for European financial stability," CFS Working Paper Series 592, Center for Financial Studies (CFS).
- Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017.
"Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market,"
ESRB Working Paper Series
54, European Systemic Risk Board.
- Pawe³ Fiedor & Sarah Lapschies & Lucia Országhová, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," Working and Discussion Papers WP 7/2017, Research Department, National Bank of Slovakia.
- Awrey Dan, 2021. "Three Projects in the New Law and Finance," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 11(1), pages 9-25, March.
- Váradi, Kata & Ladoniczki, Sára Kata, 2018. "Elszámolóházak alapbiztosítéki követelményeinek számítási módszertana [Numerical methodology in the basic insurance requirements of clearing houses]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 780-809.
- Grothe, Magdalena & Pancost, N. Aaron & Tompaidis, Stathis, 2023. "Collateral competition: Evidence from central counterparties," Journal of Financial Economics, Elsevier, vol. 149(3), pages 536-556.
- Bluhm, Marcel & Georg, Co-Pierre & Krahnen, Jan-Pieter, 2016.
"Interbank intermediation,"
Discussion Papers
16/2016, Deutsche Bundesbank.
Cited by:
- Galina Hale & Tümer Kapan & Camelia Minoiu & Philip Strahan, 2020.
"Shock Transmission Through Cross-Border Bank Lending: Credit and Real Effects,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(10), pages 4839-4882.
- Galina Hale & Tumer Kapan & Camelia Minoiu, 2016. "Shock Transmission through Cross-Border Bank Lending: Credit and Real Effect," Working Paper Series 2016-1, Federal Reserve Bank of San Francisco.
- Galina Hale & Tumer Kapan & Camelia Minoiu, 2019. "Shock Transmission through Cross-Border Bank Lending: Credit and Real Effects," Finance and Economics Discussion Series 2019-052, Board of Governors of the Federal Reserve System (U.S.).
- Aldasoro, Iñaki & Alves, Iván, 2016.
"Multiplex interbank networks and systemic importance: an application to European data,"
Working Paper Series
1962, European Central Bank.
- Aldasoro, Iñaki & Alves, Iván, 2018. "Multiplex interbank networks and systemic importance: An application to European data," Journal of Financial Stability, Elsevier, vol. 35(C), pages 17-37.
- Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102, Leibniz Institute for Financial Research SAFE.
- Iñaki Aldasoro & Ivan Alves, 2017. "Multiplex interbank networks and systemic importance - An application to European data," BIS Working Papers 603, Bank for International Settlements.
- Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance – An application to European data," ESRB Working Paper Series 20, European Systemic Risk Board.
- Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102 [rev.], Leibniz Institute for Financial Research SAFE, revised 2015.
- Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
- Reale, Jessica, 2024. "Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Barth, Andreas & Seckinger, Christian, 2018. "Capital regulation with heterogeneous banks – Unintended consequences of a too strict leverage ratio," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 455-465.
- Jean-Yves Gnabo & Nicolas K. Scholtes, 2016. "Assessing the role of interbank network structure in business and financial cycle analysis," Working Paper Research 307, National Bank of Belgium.
- Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian, 2015.
"The credit quality channel: Modeling contagion in the interbank market,"
Discussion Papers
38/2015, Deutsche Bundesbank.
- Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian, 2016. "The credit quality channel: Modeling contagion in the interbank market," Journal of Financial Stability, Elsevier, vol. 25(C), pages 83-97.
- Craig, Ben & Ma, Yiming, 2022. "Intermediation in the interbank lending market," Journal of Financial Economics, Elsevier, vol. 145(2), pages 179-207.
- Silva, Thiago Christiano & Guerra, Solange Maria & da Silva, Michel Alexandre & Tabak, Benjamin Miranda, 2020. "Micro-level transmission of monetary policy shocks: The trading book channel," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 279-298.
- Galina Hale & Tümer Kapan & Camelia Minoiu & Philip Strahan, 2020.
"Shock Transmission Through Cross-Border Bank Lending: Credit and Real Effects,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(10), pages 4839-4882.
- Götz, Martin R. & Haselmann, Rainer & Krahnen, Jan Pieter & Steffen, Sascha, 2015.
"Did emergency liquidity assistance (ELA) of the ECB delay the bankruptcy of Greek banks?,"
SAFE Policy Letters
46, Leibniz Institute for Financial Research SAFE.
Cited by:
- Raphael Fischer & Gunther Schnabl, 2016.
"Regional Heterogeneity, the Rise of Public Debt and Monetary Policy in Post-Bubble Japan: Lessons for the EMU,"
CESifo Working Paper Series
5908, CESifo.
- Raphael Fischer & Gunther Schnabl, 2018. "Regional heterogeneity, the rise of public debt and monetary policy in post-bubble Japan: lessons for the EMU," International Economics and Economic Policy, Springer, vol. 15(2), pages 405-428, April.
- Raphael Fischer & Gunther Schnabl, 2016.
"Regional Heterogeneity, the Rise of Public Debt and Monetary Policy in Post-Bubble Japan: Lessons for the EMU,"
CESifo Working Paper Series
5908, CESifo.
- Brühl, Volker & Gründl, Helmut & Hackethal, Andreas & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Tröger, Tobias, 2015.
"Comments on the EU Commission's capital markets union project,"
SAFE White Paper Series
27, Leibniz Institute for Financial Research SAFE.
Cited by:
- Gabrisch, Hubert, 2018. "A fire department for the Euro area: reflections on a fiscal risk-sharing capacity," MPRA Paper 83965, University Library of Munich, Germany.
- Krahnen, Jan Pieter & Ockenfels, Peter & Wilde, Christian, 2014.
"Measuring ambiguity aversion: A systematic experimental approach,"
SAFE Working Paper Series
55, Leibniz Institute for Financial Research SAFE.
- Wilde, Christian & Krahnen, Jan Pieter & Ockenfels, Peter, 2014. "Measuring Ambiguity Aversion: A Systematic Experimental Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100557, Verein für Socialpolitik / German Economic Association.
Cited by:
- Jim Engle-Warnick & Sonia Laszlo Author Email: sonia.laszlo@mcgill.ca, 2006.
"Learning By Doing In An Ambiguous Environment,"
Departmental Working Papers
2006-29, McGill University, Department of Economics.
- Jim Engle-Warnick & Sonia Laszlo, 2006. "Learning-by-Doing in an Ambiguous Environment," CIRANO Working Papers 2006s-29, CIRANO.
- Jim Engle-Warnick & Sonia Laszlo, 2017. "Learning-by-doing in an ambiguous environment," Journal of Risk and Uncertainty, Springer, vol. 55(1), pages 71-94, August.
- Jim Engle-Warnick & Sonia Laszlo, 2016. "Learning-by-Doing in an Ambiguous Environment," CIRANO Working Papers 2016s-46, CIRANO.
- Wolfgang Breuer & Marc O. Rieger & K. Can Soypak, 2017. "Corporate Cash Holdings and Ambiguity Aversion," Review of Finance, European Finance Association, vol. 21(5), pages 1933-1974.
- Osterloh, Margit & Frey, Bruno S., 2020. "How to avoid borrowed plumes in academia," Research Policy, Elsevier, vol. 49(1).
- Li, Wenhui & Wilde, Christian, 2021. "Separating the effects of beliefs and attitudes on pricing under ambiguity," SAFE Working Paper Series 311, Leibniz Institute for Financial Research SAFE.
- Franke, Günter & Krahnen, Jan Pieter & von Lüpke, Thomas, 2014.
"Effective resolution of banks: Problems and solutions,"
SAFE White Paper Series
19, Leibniz Institute for Financial Research SAFE.
Cited by:
- Huertas, Thomas F., 2021. "Reset required: The euro area crisis management and deposit insurance framework," SAFE White Paper Series 85, Leibniz Institute for Financial Research SAFE.
- Huertas, Thomas F., 2020. "Plug the gap: Make resolution ready for corona," SAFE White Paper Series 73, Leibniz Institute for Financial Research SAFE.
- Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter, 2014.
"Monetary policy implementation in an interbank network: Effects on systemic risk,"
SAFE Working Paper Series
46, Leibniz Institute for Financial Research SAFE.
Cited by:
- Holton, Sarah & Rodriguez d’Acri, Costanza, 2015. "Jagged Cliffs and Stumbling Blocks: Interest Rate Pass-through Fragmentation during the Euro Area Crisis," Research Technical Papers 01/RT/15, Central Bank of Ireland.
- Sadhan Kumar Chattopadhyay & Arghya Kusum Mitra, 2023. "Monetary policy transmission in India under the base rate and MCLR regimes: a comparative study," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-14, December.
- Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
- Emiliano Brancaccio & Raffaele Giammetti & Milena Lopreite & Michelangelo Puliga, 2019.
"Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis,"
LEM Papers Series
2019/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2019. "Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis," Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 55-66.
- Souza, Sergio Rubens Stancato de, 2016. "Capital requirements, liquidity and financial stability: The case of Brazil," Journal of Financial Stability, Elsevier, vol. 25(C), pages 179-192.
- Holton, Sarah & Rodriguez d’Acri, Costanza, 2018. "Interest rate pass-through since the euro area crisis," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 277-291.
- Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2022.
"Simulating fire sales in a system of banks and asset managers,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020. "Simulating fire sales in a system of banks and asset managers," Working Paper Series 2373, European Central Bank.
- Nevermann, Daniel & Heckmann-Draisbach, Lotta, 2023. "Effects of mergers on network models of the financial system," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022.
"The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model,"
Working Papers, Department of Economics
2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.
- Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2023. "The financial network channel of monetary policy transmission: an agent-based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 533-571, July.
- Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).
- Nevermann, Daniel & Heckmann, Lotta, 2023. "Effects of mergers on network models of the financial system," Discussion Papers 29/2023, Deutsche Bundesbank.
- Bluhm, Marcel, 2015. "Interbank funding as insurance mechanism for (persistent) liquidity shocks," SAFE Working Paper Series 117, Leibniz Institute for Financial Research SAFE.
- Thiago Christiano Silva & Solange Maria Guerra & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2018. "Interconnectedness, Firm Resilience and Monetary Policy," Working Papers Series 478, Central Bank of Brazil, Research Department.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2017. "Simulating fire-sales in a banking and shadow banking system," ESRB Working Paper Series 46, European Systemic Risk Board.
- Silva, Thiago Christiano & Guerra, Solange Maria & da Silva, Michel Alexandre & Tabak, Benjamin Miranda, 2020. "Micro-level transmission of monetary policy shocks: The trading book channel," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 279-298.
- Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter, 2014.
"Endogenous banks' networks, cascades and systemic risk,"
SAFE Working Paper Series
12, Leibniz Institute for Financial Research SAFE, revised 2014.
Cited by:
- Maryam Farboodi, 2014. "Intermediation and Voluntary Exposure to Counterparty Risk," 2014 Meeting Papers 365, Society for Economic Dynamics.
- Stepanchuk Serhiy & Ádám Reiff, 2012. "11th Annual Macroeconomic Policy Research Workshop at MNB: Microeconomic Behavior and its Macroeconomic Implications During the Financial Crisis," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(3), pages 67-72, October.
- Jose Fique, 2015. "A Microfounded Design of Interconnectedness-Based Macroprudential Regulation," CAEPR Working Papers 2015-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Bluhm, Marcel & Krahnen, Jan Pieter, 2014.
"Systemic risk in an interconnected banking system with endogenous asset markets,"
SAFE Working Paper Series
48, Leibniz Institute for Financial Research SAFE.
- Bluhm, Marcel & Krahnen, Jan Pieter, 2014. "Systemic risk in an interconnected banking system with endogenous asset markets," Journal of Financial Stability, Elsevier, vol. 13(C), pages 75-94.
- Georg, Co-Pierre, 2014.
"Contagious herding and endogenous network formation in financial networks,"
Discussion Papers
23/2014, Deutsche Bundesbank.
- Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Working Paper Series 1700, European Central Bank.
- Sheri M Markose, 2013. "Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 285-305, July.
- Hałaj, Grzegorz, 2018. "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1151-1181.
- Montagna, Mattia & Lux, Thomas, 2014. "Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information," FinMaP-Working Papers 8, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Hong Fan & Chirongo Moses Keregero & Qianqian Gao, 2018. "The Application of Macroprudential Capital Requirements in Managing Systemic Risk," Complexity, Hindawi, vol. 2018, pages 1-15, January.
- Montagna, Mattia & Lux, Thomas, 2014. "Contagion risk in the interbank market: A probabilistic approach to cope with incomplete structural information," Kiel Working Papers 1937, Kiel Institute for the World Economy (IfW Kiel).
- Bluhm, Marcel & Krahnen, Jan Pieter, 2014.
"Systemic risk in an interconnected banking system with endogenous asset markets,"
SAFE Working Paper Series
48, Leibniz Institute for Financial Research SAFE.
- Bluhm, Marcel & Krahnen, Jan Pieter, 2014. "Systemic risk in an interconnected banking system with endogenous asset markets," Journal of Financial Stability, Elsevier, vol. 13(C), pages 75-94.
Cited by:
- Wolski, Marcin & van de Leur, Michiel, 2016.
"Interbank loans, collateral and modern monetary policy,"
Working Paper Series
1959, European Central Bank.
- Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 388-416.
- Chao, Xiangrui & Ran, Qin & Chen, Jia & Li, Tie & Qian, Qian & Ergu, Daji, 2022. "Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Cetina, Jill & Paddrik, Mark & Rajan, Sriram, 2018.
"Stressed to the core: Counterparty concentrations and systemic losses in CDS markets,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 38-52.
- Jill Cetina & Mark Paddrik & Sriram Rajan, 2016. "Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets," Working Papers 16-01, Office of Financial Research, US Department of the Treasury.
- Shanshan Jiang & Jie Wang & Ruiting Dong & Yutong Li & Min Xia, 2023. "Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market," Sustainability, MDPI, vol. 15(3), pages 1-24, February.
- Fang, Libing & Sun, Boyang & Li, Huijing & Yu, Honghai, 2018. "Systemic risk network of Chinese financial institutions," Emerging Markets Review, Elsevier, vol. 35(C), pages 190-206.
- Jose Fique, 2016. "A Microfounded Design of Interconnectedness-Based Macroprudential Policy," Staff Working Papers 16-6, Bank of Canada.
- Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
- Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021.
"Network VAR models to measure financial contagion,"
The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Daniel Felix Ahelegbey & Paolo Giudici & Shatha Qamhieh Hashem, 2020. "Network VAR models to Measure Financial Contagion," DEM Working Papers Series 178, University of Pavia, Department of Economics and Management.
- Tang, Kai, 2024. "The influence of managerial ability on corporate financialization," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1229-1245.
- Wen, Fenghua & Li, Cui & Sha, Han & Shao, Liuguo, 2021. "How does economic policy uncertainty affect corporate risk-taking? Evidence from China," Finance Research Letters, Elsevier, vol. 41(C).
- Alin-Marius Andries & Florentina Melnic & Simona Nistor, 2018. "Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(3), pages 202-244, July.
- Binqing Xiao & Honghai Yu & Libing Fang & Sifang Ding, 2020. "Estimating the connectedness of commodity futures using a network approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 598-616, April.
- Bernardi, Mauro & Costola, Michele, 2019. "High-dimensional sparse financial networks through a regularised regression model," SAFE Working Paper Series 244, Leibniz Institute for Financial Research SAFE.
- Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld, 2020.
"Crowded trades, market clustering, and price instability,"
Working Papers
668, DNB.
- Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld, 2020. "Crowded trades, market clustering, and price instability," Tinbergen Institute Discussion Papers 20-007/II, Tinbergen Institute.
- Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld, 2020. "Crowded trades, market clustering, and price instability," Papers 2002.03319, arXiv.org.
- Alexandre, Michel & Michalak, Krzysztof & Silva, Thiago Christiano & Rodrigues, Francisco A., 2023.
"Efficiency-stability trade-off in financial systems: A multi-objective optimization approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 629(C).
- Michel Alexandre & Krzystof Michalak & Thiago Christiano Silva & Francisco A. Rodrigues, 2022. "Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach," Working Papers Series 568, Central Bank of Brazil, Research Department.
- Cheng, Xian & Zhao, Haichuan, 2019. "Modeling, analysis and mitigation of contagion in financial systems," Economic Modelling, Elsevier, vol. 76(C), pages 281-292.
- Zhang, Weiping & Zhuang, Xintian & Wang, Jian & Lu, Yang, 2020. "Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Niedrig, Tobias, 2015. "Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation," SAFE Working Paper Series 97, Leibniz Institute for Financial Research SAFE.
- Lin, Boqiang & Wu, Nan, 2022. "Will the China's carbon emissions market increase the risk-taking of its enterprises?," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 413-434.
- Krahnen, Jan Pieter & Pelizzon, Loriana, 2016. ""Predatory" margins and the regulation and supervision of central counterparty clearing houses (CCPs)," SAFE White Paper Series 41, Leibniz Institute for Financial Research SAFE.
- Karmakar, Sudipto, 2016.
"Macroprudential regulation and macroeconomic activity,"
Journal of Financial Stability, Elsevier, vol. 25(C), pages 166-178.
- Karmakar, Sudipto, 2013. "Macroprudential Regulation and Macroeconomic Activity," MPRA Paper 52172, University Library of Munich, Germany.
- Jón Daníelsson & Kevin James & Marcela Valenzuela & Ilknur Zer, 2014.
"Model Risk of Risk Models,"
Finance and Economics Discussion Series
2014-34, Board of Governors of the Federal Reserve System (U.S.).
- Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016. "Model risk of risk models," LSE Research Online Documents on Economics 66365, London School of Economics and Political Science, LSE Library.
- Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2014. "Model risk of risk models," LSE Research Online Documents on Economics 59296, London School of Economics and Political Science, LSE Library.
- Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016. "Model risk of risk models," Journal of Financial Stability, Elsevier, vol. 23(C), pages 79-91.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2022.
"Simulating fire sales in a system of banks and asset managers,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020. "Simulating fire sales in a system of banks and asset managers," Working Paper Series 2373, European Central Bank.
- Jose Fique, 2015. "A Microfounded Design of Interconnectedness-Based Macroprudential Regulation," CAEPR Working Papers 2015-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- José María Díez-Esteban & Jorge Bento Farinha & Conrado Diego García-Gómez & Cesario Mateus, 2022. "Does board composition and ownership structure affect banks’ systemic risk? European evidence," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(2), pages 155-172, June.
- Sui, Cong & Chen, Nan & Yang, Mo, 2023. "Not all market participants are alike when facing crisis: Evidence from the 2015 Chinese stock market turbulence," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Muhammad Suhail Rizwan & Anum Qureshi & Irfan Ullah Sahibzada, 2024. "Macro-prudential regulations and systemic risk: the role of country-level governance indicators," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 305-325, September.
- Luo, Weijie & Wang, Yong & Zhang, Xiaoge, 2022. "Monetary policy uncertainty and firm risk-taking," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
- Wang, Ruting & Althof, Michael & Härdle, Wolfgang Karl, 2023. "A financial risk meter for China," Emerging Markets Review, Elsevier, vol. 56(C).
- Ángel Estrada & Christian Castro, 2021. "Function and application of the new macroprudential tools available to the Banco de España," Financial Stability Review, Banco de España, issue Spring.
- Zhang, Tidong & Cao, Jingsheng, 2023. "Impact of regulatory policy adjustments on insurance company costs and cost efficiency," Finance Research Letters, Elsevier, vol. 58(PD).
- Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024.
"How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence,"
Working Papers
202405, University of Pretoria, Department of Economics.
- Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024. "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, vol. 136(C).
- Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2017. "Tail event driven networks of SIFIs," SFB 649 Discussion Papers 2017-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bluhm, Marcel, 2015. "Interbank funding as insurance mechanism for (persistent) liquidity shocks," SAFE Working Paper Series 117, Leibniz Institute for Financial Research SAFE.
- Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021. "A financial risk meter for China," IRTG 1792 Discussion Papers 2021-022, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022. "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, vol. 61(C).
- Yang, Hsin-Feng & Liu, Chih-Liang & Yeutien Chou, Ray, 2020. "Bank diversification and systemic risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 311-326.
- Soumyatanu Mukherjee & Sidhartha S. Padhi, 2022. "Sourcing decision under interconnected risks: an application of mean–variance preferences approach," Annals of Operations Research, Springer, vol. 313(2), pages 1243-1268, June.
- Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2019. "Tail event driven networks of SIFIs," Journal of Econometrics, Elsevier, vol. 208(1), pages 282-298.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2017. "Simulating fire-sales in a banking and shadow banking system," ESRB Working Paper Series 46, European Systemic Risk Board.
- Jiang, Shanshan & Fan, Hong, 2021. "Systemic risk in the interbank market with overlapping portfolios and cross-ownership of the subordinated debts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
- Shanshan Jiang & Hong Fan, 2019. "Systemic Risk in the Interbank Market with Overlapping Portfolios," Complexity, Hindawi, vol. 2019, pages 1-12, April.
- Arnd Hübsch & Ursula Walther, 2017. "The impact of network inhomogeneities on contagion and system stability," Annals of Operations Research, Springer, vol. 254(1), pages 61-87, July.
- Foglia, Matteo & Angelini, Eliana, 2020. "From me to you: Measuring connectedness between Eurozone financial institutions," Research in International Business and Finance, Elsevier, vol. 54(C).
- Zhang, Ailian & Pan, Mengmeng & Liu, Bai & Weng, Yin-Che, 2020. "Systemic risk: The coordination of macroprudential and monetary policies in China," Economic Modelling, Elsevier, vol. 93(C), pages 415-429.
- Zhang, Xingmin & Zhang, Shuai, 2021. "Optimal time-varying tail risk network with a rolling window approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
- Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.
- Krahnen, Jan Pieter, 2013.
"Deposit insurance suitable for Europe: Proposal for a three-stage deposit guarantee scheme with limited European liability,"
SAFE Policy Letters
8, Leibniz Institute for Financial Research SAFE.
Cited by:
- Beck, Thorsten & Krahnen, Jan Pieter & Martin, Philippe J. & Mayer, Franz C. & Pisani-Ferry, Jean & Tröger, Tobias & Weder, Beatrice & Véron, Nicolas & Zettelmeyer, Jeromin, 2022. "Completing the banking union: Economic requirements and legal conditions," SAFE White Paper Series 93, Leibniz Institute for Financial Research SAFE.
- Krahnen, Jan Pieter, 2013.
"Rescue by regulation? Key points of the Liikanen report,"
SAFE White Paper Series
9, Leibniz Institute for Financial Research SAFE.
Cited by:
- Niedrig, Tobias & Gründl, Helmut, 2015.
"The effects of Contingent Convertible (CoCo) bonds on insurers' capital requirements under solvency II,"
SAFE Working Paper Series
98, Leibniz Institute for Financial Research SAFE.
- Tobias Niedrig & Helmut Gründl, 2015. "The Effects of Contingent Convertible (CoCo) Bonds on Insurers’ Capital Requirements Under Solvency II," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 40(3), pages 416-443, July.
- Gründl, Helmut & Niedrig, Tobias, 2015. "The effects of Contingent Convertible (CoCo) bonds on insurers' capital requirements under Solvency II," SAFE Policy Letters 45, Leibniz Institute for Financial Research SAFE.
- Niedrig, Tobias & Gründl, Helmut, 2015. "The effects of contingent convertible (CoCo) bonds on insurers' capital requirements under Solvency II," ICIR Working Paper Series 18/14, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Krahnen, Jan-Pieter & Noth, Felix & Schüwer, Ulrich, 2016.
"Structural Reforms in Banking: The Role of Trading,"
IWH Discussion Papers
9/2016, Halle Institute for Economic Research (IWH).
- Krahnen, Jan Pieter & Noth, Felix & Schüwer, Ulrich, 2016. "Structural reforms in banking: The role of trading," SAFE White Paper Series 33, Leibniz Institute for Financial Research SAFE.
- Jan-Pieter Krahnen & Felix Noth & Ulrich Schüwer, 2017. "Structural Reforms in Banking: The Role of Trading," Journal of Financial Regulation, Oxford University Press, vol. 3(1), pages 66-88.
- Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.
- Razvan STEFANESCU & Ramona DUMITRIU, 2014. "A State-Owned Payment And Savings System As An Alternative To The Banking Regulations Strengthening," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 297-301.
- Niedrig, Tobias & Gründl, Helmut, 2015.
"The effects of Contingent Convertible (CoCo) bonds on insurers' capital requirements under solvency II,"
SAFE Working Paper Series
98, Leibniz Institute for Financial Research SAFE.
- Hackethal, Andreas & Krahnen, Jan Pieter, 2013.
"Kommentierung des "Entwurf eines Gesetzes zur Abschirmung von Risiken und zur Planung der Sanierung and Abwicklung von Kreditinstituten und Finanzgruppen" vom 6. Februar 2013,"
SAFE Policy Letters
3, Leibniz Institute for Financial Research SAFE.
Cited by:
- Jan Koleśnik & Anna Dąbkowska, 2021. "Methods for alleviating the problem of Too big to fail in Germany," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(1), pages 11-23, March.
- Krahnen, Jan Pieter, 2013.
"Rettung durch Regulierung? Eckpunkte des Liikanen-Berichts,"
SAFE White Paper Series
8, Leibniz Institute for Financial Research SAFE.
- Jan Pieter Krahnen, 2013. "Rettung durch Regulierung? Eckpunkte des Liikanen-Berichts," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 14(3-4), pages 167-185, August.
Cited by:
- Neus, Werner, 2014. "Eigenkapitalnormen, Boni und Risikoanreize in Banken," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 68(2), pages 92-107.
- Dombret Andreas & Liebig Thilo & Stein Ingrid, 2014. "Trennbankensystem – ein Weg zu mehr Finanzstabilität in Deutschland?," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 15(1), pages 41-55, February.
- Rudolph, Bernd, 2014. "Bankregulierung zur Lösung des „too big to fail“-Problems," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 68(2), pages 72-91.
- Vollmer Uwe, 2015. "‚Stairway to Heaven‘ oder ‚Highway to Hell‘? – Eine Einschätzung der Europäischen Bankenunion / ‚Stairway to Heaven‘ or ‚Highway to Hell‘? – An Evaluation of the European Banking Union," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 66(1), pages 147-174, January.
- Sarah Zech & Bernd Rudolph, 2015. "Bail-in als stumpfes Schwert zur Bankenrettung? Sanierung und Abwicklung in der europäischen Bankenunion," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(20), pages 25-34, October.
- Krahnen, Jan Pieter & Rocholl, Jörg, 2013.
"Designing the funding side of the Single Resolution Mechanism (SRM): A proposal for a layered scheme with limited joint liability,"
SAFE White Paper Series
10, Leibniz Institute for Financial Research SAFE.
Cited by:
- Rudolph, Bernd, 2014. "Bankregulierung zur Lösung des „too big to fail“-Problems," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 68(2), pages 72-91.
- Bluhm, Marcel & Krahnen, Jan Pieter, 2011.
"Default risk in an interconnected banking system with endogeneous asset markets,"
CFS Working Paper Series
2011/19, Center for Financial Studies (CFS).
Cited by:
- Christian Weistroffer, 2011. "Identifying Systemically Important Financial Institutions (SIFIs)," Working Papers id:4383, eSocialSciences.
- Riedler, Jesper & Brueckbauer, Frank, 2017. "Evaluating regulation within an artificial financial system: A framework and its application to the liquidity coverage ratio regulation," ZEW Discussion Papers 17-022, ZEW - Leibniz Centre for European Economic Research.
- Matteo Serri & Guido Caldarelli & Giulio Cimini, 2016. "How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation," Papers 1611.04311, arXiv.org.
- Vaclav Hausenblas & Ivana Kubicova & Jitka Lesanovska, 2012.
"Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach,"
Working Papers
2012/14, Czech National Bank.
- Hausenblas, Václav & Kubicová, Ivana & Lešanovská, Jitka, 2015. "Contagion risk in the Czech financial system: A network analysis and simulation approach," Economic Systems, Elsevier, vol. 39(1), pages 156-180.
- Pawe{l} Smaga & Mateusz Wili'nski & Piotr Ochnicki & Piotr Arendarski & Tomasz Gubiec, 2016. "Can banks default overnight? Modeling endogenous contagion on O/N interbank market," Papers 1603.05142, arXiv.org.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2022.
"Simulating fire sales in a system of banks and asset managers,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020. "Simulating fire sales in a system of banks and asset managers," Working Paper Series 2373, European Central Bank.
- Kok, Christoffer & Montagna, Mattia, 2016.
"Multi-layered interbank model for assessing systemic risk,"
Working Paper Series
1944, European Central Bank.
- Montagna, Mattia & Kok, Christoffer, 2013. "Multi-layered interbank model for assessing systemic risk," Kiel Working Papers 1873, Kiel Institute for the World Economy (IfW Kiel).
- Stanislao Gualdi & Giulio Cimini & Kevin Primicerio & Riccardo Di Clemente & Damien Challet, 2016.
"Statistically validated network of portfolio overlaps and systemic risk,"
Post-Print
hal-01705092, HAL.
- Stanislao Gualdi & Giulio Cimini & Kevin Primicerio & Riccardo Di Clemente & Damien Challet, 2016. "Statistically validated network of portfolio overlaps and systemic risk," Papers 1603.05914, arXiv.org, revised Sep 2016.
- Giulio Cimini & Matteo Serri, 2016. "Entangling Credit and Funding Shocks in Interbank Markets," PLOS ONE, Public Library of Science, vol. 11(8), pages 1-15, August.
- Sheri M Markose, 2013. "Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 285-305, July.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2017. "Simulating fire-sales in a banking and shadow banking system," ESRB Working Paper Series 46, European Systemic Risk Board.
- Krahnen, Jan Pieter, 2013. "Rescue by regulation? Key points of the Liikanen report," SAFE White Paper Series 9, Leibniz Institute for Financial Research SAFE.
- Gropp, Reint E. & Hirsch, Christian & Krahnen, Jan Pieter, 2011.
"Is rated debt arm's length? Evidence from mergers and acquisitions,"
CFS Working Paper Series
2011/10, Center for Financial Studies (CFS).
Cited by:
- Jory, Surendranath R. & Ngo, Thanh N. & Wang, Daphne, 2016. "Credit ratings and the premiums paid in mergers and acquisitions," Journal of Empirical Finance, Elsevier, vol. 39(PA), pages 93-104.
- Brunner, Antje & Krahnen, Jan Pieter, 2010.
"Hold-up in multiple banking: Evidence from SME lending,"
CFS Working Paper Series
2010/07, Center for Financial Studies (CFS).
- Antje Brunner & Jan Pieter Krahnen, 2013. "Hold-up in multiple banking: evidence from SME lending," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 78-101.
Cited by:
- Markus Behn & Rainer Haselmann & Vikrant Vig, 2022.
"The Limits of Model‐Based Regulation,"
Journal of Finance, American Finance Association, vol. 77(3), pages 1635-1684, June.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," SAFE Working Paper Series 75, Leibniz Institute for Financial Research SAFE.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2021. "The Limits of Model-Based Regulation," LawFin Working Paper Series 20, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Behn, Markus Wilhelm & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," IMFS Working Paper Series 82, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2016. "The limits of model-based regulation," Working Paper Series 1928, European Central Bank.
- Aitziber Olasolo, 2021. "Credit Risk Elements for Small and Medium-Sized Enterprises: The Case of Spain," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 192-219.
- Wei Yin & Kent Matthews, 2017. "Single Versus Multiple Banking Relationships-Evidence From Chinese Lending Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(01), pages 227-250, March.
- Krahnen, Jan Pieter & Siekmann, Helmut, 2010.
"Rettungsstrategie ohne Moral Hazard: Versuch eines Gesamtkonzepts zur Bankkrisenvermeidung,"
IMFS Working Paper Series
38, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
Cited by:
- von Furstenberg, George M., 2011. "Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue?," Discussion Paper Series 2: Banking and Financial Studies 2011,01, Deutsche Bundesbank.
- Jan Pieter Krahnen & Christian Wilde, 2009.
"CDOs and Systematic Risk: Why bond ratings are inadequate,"
Working Paper Series: Finance and Accounting
203, Department of Finance, Goethe University Frankfurt am Main.
- Krahnen, Jan Pieter & Wilde, Christian, 2009. "CDOs and systematic risk: Why bond ratings are inadequate," CFS Working Paper Series 2009/11, Center for Financial Studies (CFS).
Cited by:
- Wilde, Christian & Krahnen, Jan Pieter, 2017.
"Skin in the game in ABS transactions: A critical review of policy options,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168296, Verein für Socialpolitik / German Economic Association.
- Krahnen, Jan-Pieter & Wilde, Christian, 2018. "Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options," CEPR Discussion Papers 12619, C.E.P.R. Discussion Papers.
- Krahnen, Jan Pieter & Wilde, Christian, 2017. "Skin-in-the-game in ABS transactions: A critical review of policy options," SAFE White Paper Series 46, Leibniz Institute for Financial Research SAFE.
- Günter Franke & Jan P. Krahnen, 2009.
"Instabile Finanzmärkte,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 335-366, November.
- Franke, Günter & Krahnen, Jan Pieter, 2009. "Instabile Finanzmärkte," CFS Working Paper Series 2009/13, Center for Financial Studies (CFS).
- Mählmann, Thomas, 2013. "Hedge funds, CDOs and the financial crisis: An empirical investigation of the “Magnetar trade”," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 537-548.
- Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2013. "Ratings based capital adequacy for securitizations," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5236-5247.
- Franke, Günter & Krahnen, Jan Pieter, 2009.
"Instabile Finanzmärkte,"
CFS Working Paper Series
2009/13, Center for Financial Studies (CFS).
- Günter Franke & Jan P. Krahnen, 2009. "Instabile Finanzmärkte," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 335-366, November.
Cited by:
- Christoph Zeitler & Bernd Rudolph & Christian Kirchner & Christoph Kaserer & Markus Ferber, 2010. "Regulierung und Aufsicht der Banken: Brauchen wir Basel III?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(03), pages 03-20, February.
- Gunther Tichy, 2010. "War die Finanzkrise vorhersehbar?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 11(4), pages 356-382, November.
- Jan Priewe, 2010. "What Went Wrong? Alternative interpretations of the global financial crisis," Competence Centre on Money, Trade, Finance and Development 1002, Hochschule fuer Technik und Wirtschaft, Berlin.
- Franke, Günter & Krahnen, Jan Pieter, 2008.
"The future of securitization,"
CFS Working Paper Series
2008/31, Center for Financial Studies (CFS).
Cited by:
- Connor, Gregory & Flavin, Thomas & O’Kelly, Brian, 2012.
"The U.S. and Irish credit crises: Their distinctive differences and common features,"
Journal of International Money and Finance, Elsevier, vol. 31(1), pages 60-79.
- Gregory Connor & Thomas Flavin & Brian O’Kelly, 2010. "The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features," Economics Department Working Paper Series n206-10.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gründl, Helmut & Post, Thomas, 2009. "Transparency through financial claims with fingerprints: A free market mechanism for preventing mortgage securitization induced financial crises," SFB 649 Discussion Papers 2009-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Jobst, Andreas A., 2014.
"Measuring systemic risk-adjusted liquidity (SRL)—A model approach,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
- Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 2012/209, International Monetary Fund.
- Camille Cornand & Céline Gimet, 2011.
"The 2007-2008 financial crisis : Is there evidence of disaster myopia ?,"
Working Papers
1125, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Camille Cornand & Céline Gimet, 2012. "The 2007-2008 financial crisis: Is there evidence of disaster myopia?," Post-Print halshs-00617127, HAL.
- Cornand, Camille & Gimet, Céline, 2012. "The 2007–2008 financial crisis: Is there evidence of disaster myopia?," Emerging Markets Review, Elsevier, vol. 13(3), pages 301-315.
- Inderst, Roman & Pfeil, Sebastian, 2010.
"Securitization and Compensation in Financial Institutions,"
CEPR Discussion Papers
8089, C.E.P.R. Discussion Papers.
- Roman Inderst & Sebastian Pfeil, 2013. "Securitization and Compensation in Financial Institutions," Review of Finance, European Finance Association, vol. 17(4), pages 1323-1364.
- Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017.
"Macroprudential policy: A review,"
Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
- Mahdi Ebrahimi Kahou & Alfred Lehar, 2015. "Macroprudential Policy: A Review," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 8(34), October.
- Cumming, D. & McCahery, J.A. & Schwienbacher, A., 2011.
"Tranching in the Syndicated Loan Market,"
Other publications TiSEM
d7acf5b4-1d7f-4822-a270-3, Tilburg University, School of Economics and Management.
- Cumming, D. & McCahery, J.A. & Schwienbacher, A., 2011. "Tranching in the Syndicated Loan Market," Other publications TiSEM 07855d43-17e1-4fc9-bef5-b, Tilburg University, School of Economics and Management.
- Cumming, D. & McCahery, J.A. & Schwienbacher, A., 2011. "Tranching in the Syndicated Loan Market," Discussion Paper 2011-008, Tilburg University, Center for Economic Research.
- Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare [The Essentials of the Analysis of Financial Time Series]," MPRA Paper 67175, University Library of Munich, Germany.
- Riachi, Ilham & Schwienbacher, Armin, 2013. "Securitization of corporate assets and executive compensation," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 235-251.
- Ahn, J-H. & Breton, R., 2013.
"Securitization, Competition and Monitoring,"
Working papers
457, Banque de France.
- Jung-Hyun Ahn & Régis Breton, 2014. "Securitization, competition and monitoring," Post-Print hal-00948868, HAL.
- Ahn, Jung-Hyun & Breton, Régis, 2014. "Securitization, competition and monitoring," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 195-210.
- Bobek, Andreas & Bohm, Thomas & Neuner, Stefan & Paintner, Sandra & Schmeußer, Stefanie & Waldvogel, Felix, 2011. "Ökonomische Analyse europäischer Bankenregulierung: Verbriefung und Interbankenmarkt im Fokus," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2011-01, University of Bayreuth, Chair of Finance and Banking.
- Bonnie G. Buchanan, 2016. "Securitization: A Financing Vehicle for All Seasons?," Journal of Business Ethics, Springer, vol. 138(3), pages 559-577, October.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011.
"Securitization and Lending Standards : Evidence from the Wholesale Loan Market,"
Other publications TiSEM
ebfb7c18-fcea-4bc4-9ff1-5, Tilburg University, School of Economics and Management.
- Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2011. "Securitization and lending standards: evidence from the wholesale loan market," Working Paper Series 1362, European Central Bank.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Discussion Paper 2011-081, Tilburg University, Center for Economic Research.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Other publications TiSEM d82c3ad1-2bb3-4108-80cd-0, Tilburg University, School of Economics and Management.
- Buchanan, Bonnie G., 2016. "Securitization: a financing vehicle for all seasons?," Bank of Finland Research Discussion Papers 31/2016, Bank of Finland.
- Günter Franke & Jan P. Krahnen, 2009.
"Instabile Finanzmärkte,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 335-366, November.
- Franke, Günter & Krahnen, Jan Pieter, 2009. "Instabile Finanzmärkte," CFS Working Paper Series 2009/13, Center for Financial Studies (CFS).
- Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 11002, University of Munich, Munich School of Management.
- Breitenfellner, Bastian & Wagner, Niklas, 2010. "Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 289-297, September.
- Patrick Behr, 2012. "Opaqueness and Bank Risk Taking," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(4), pages 499-527.
- Gann, Philipp, 2009. "Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse," Discussion Papers in Business Administration 10582, University of Munich, Munich School of Management.
- Ingo Fender & Janet Mitchell, 2009. "The future of securitisation: how to align incentives," BIS Quarterly Review, Bank for International Settlements, September.
- Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
- Connor, Gregory & Flavin, Thomas & O’Kelly, Brian, 2012.
"The U.S. and Irish credit crises: Their distinctive differences and common features,"
Journal of International Money and Finance, Elsevier, vol. 31(1), pages 60-79.
- Jan Pieter Krahnen & Christian Wilde, 2008.
"Risk Transfer with CDOs,"
Working Paper Series: Finance and Accounting
187, Department of Finance, Goethe University Frankfurt am Main.
- Krahnen, Jan Pieter & Wilde, Christian, 2008. "Risk transfer with CDOs," CFS Working Paper Series 2008/15, Center for Financial Studies (CFS).
Cited by:
- Bernd Rudolph & Julia Scholz, 2008. "Driving Factors of the Subprime Crisis and Some Reform Proposals," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 6(03), pages 14-19, October.
- David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Birgitte Sloth, 2009.
"The Financial Crisis and the Systemic Failure of Academic Economics,"
Discussion Papers
09-03, University of Copenhagen. Department of Economics.
- D. Colander & H. Follmer & A. Haas & M. Goldberg & K. Juselius & A. Kirman & T. Lux & B. Sloth, 2010. "The Financial Crisis and the Systemic Failure of Academic Economics," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
- David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Brigitte Sloth, 2009. "The Financial Crisis and the Systemic Failure of Academic Economics," Middlebury College Working Paper Series 0901, Middlebury College, Department of Economics.
- Colander, David C. & Föllmer, Hans & Haas, Armin & Goldberg, Michael & Kirman, Alan & Jusélius, Katarina & Lux, Thomas & Sloth, Brigitte, 2009. "The financial crisis and the systemic failure of academic economics," Kiel Working Papers 1489, Kiel Institute for the World Economy (IfW Kiel).
- Hartmann-Wendels, Thomas, 2008. "Die Finanzmarktkrise: Ursachen und Auswirkungen auf die Leasing-Branche," Leasing - Wissenschaft & Praxis, Universität zu Köln, Forschungsinstitut für Leasing, vol. 6(2), pages 3-17.
- Franke, Günter & Krahnen, Jan Pieter, 2008. "The future of securitization," CFS Working Paper Series 2008/31, Center for Financial Studies (CFS).
- Arndt Claußen & Sebastian Löhr & Daniel Rösch, 2014. "An analytical approach for systematic risk sensitivity of structured finance products," Review of Derivatives Research, Springer, vol. 17(1), pages 1-37, April.
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015.
"Securitization and Credit Quality,"
Working Papers
15013, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and Credit Quality," International Finance Discussion Papers 1148, Board of Governors of the Federal Reserve System (U.S.).
- David Marques-Ibanez, 2016. "Securitization and Credit Quality," IMF Working Papers 2016/221, International Monetary Fund.
- Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2017. "Securitization and credit quality," Working Paper Series 2009, European Central Bank.
- Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 11002, University of Munich, Munich School of Management.
- Alper Kara & Aydin Ozkan & Yener Altunbas, 2016.
"Securitisation and banking risk: what do we know so far?,"
Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 8(1), pages 2-16, June.
- Yener Altunbas & Alper Kara & Aydin Ozkan, 2014. "Securitisation and banking risk: What do we know so far?," Working Papers 14006, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015.
"Securitization and lending standards: Evidence from the European wholesale loan market,"
International Finance Discussion Papers
1141, Board of Governors of the Federal Reserve System (U.S.).
- Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016. "Securitization and lending standards: Evidence from the European wholesale loan market," Journal of Financial Stability, Elsevier, vol. 26(C), pages 107-127.
- Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 10999, University of Munich, Munich School of Management.
- Bernd Rudolph, 2008. "Lehren aus den Ursachen und dem Verlauf der internationalen Finanzkrise," Schmalenbach Journal of Business Research, Springer, vol. 60(7), pages 713-741, November.
- Gann, Philipp, 2009. "Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse," Discussion Papers in Business Administration 10582, University of Munich, Munich School of Management.
- Daniel Mokatsanyane & Paul-Francois Muzindutsi & Diana Viljoen, 2017. "Credit Risk and Securitisation in the South African Banking Sector," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(2), pages 102-121, April.
- Michalak, Tobias C. & Uhde, André, 2012. "Credit risk securitization and bank soundness in Europe," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 272-285.
- Wojtowicz, Marcin, 2014. "CDOs and the financial crisis: Credit ratings and fair premia," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 1-13.
- Marcin Wojtowicz, 2011. "CDOs and the Financial Crisis: Credit Ratings and Fair Premia," Tinbergen Institute Discussion Papers 11-022/2/DSF 8, Tinbergen Institute.
- Jeong-Bon Kim & Li Li & Mary L. Z. Ma & Frank M. Song, 2016. "CEO option compensation and systemic risk in the banking industry," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 23(2), pages 131-160, June.
- Uri Ben-Zion & Jan Pieter Krahnen & TAL SHAVIT, 2007.
"Subjective Evaluation Of Delayed Risky Outcomes: An Experimental Approach,"
Working Papers
0709, Ben-Gurion University of the Negev, Department of Economics.
Cited by:
- Mahajna, Ahmad & Benzion, Uri & Bogaire, Ravid & Shavit, Tal, 2008.
"Subjective discount rates among Israeli Arabs and Israeli Jews,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(6), pages 2513-2522, December.
- Uri Ben-Zion & Ahmad Mahajna & Ravid Bogaire & TAL SHAVIT, 2007. "Subjective Discount Rates Among Israeli Arabs And Israeli Jews," Working Papers 0710, Ben-Gurion University of the Negev, Department of Economics.
- Mahajna, Ahmad & Benzion, Uri & Bogaire, Ravid & Shavit, Tal, 2008.
"Subjective discount rates among Israeli Arabs and Israeli Jews,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(6), pages 2513-2522, December.
- Krahnen, Jan Pieter & Wilde, Christian, 2006.
"Risk transfer with CDOs and systemic risk in bankingfam,"
CFS Working Paper Series
2006/04, Center for Financial Studies (CFS).
Cited by:
- Ana Iglesias-Casal & María-Celia López-Penabad & Carmen López-Andión & José Manuel Maside-Sanfiz, 2020. "Securitization, financial stability and effective risk retention. A European analysis," PLOS ONE, Public Library of Science, vol. 15(2), pages 1-28, February.
- Wilde, Christian & Krahnen, Jan Pieter, 2017.
"Skin in the game in ABS transactions: A critical review of policy options,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168296, Verein für Socialpolitik / German Economic Association.
- Krahnen, Jan-Pieter & Wilde, Christian, 2018. "Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options," CEPR Discussion Papers 12619, C.E.P.R. Discussion Papers.
- Krahnen, Jan Pieter & Wilde, Christian, 2017. "Skin-in-the-game in ABS transactions: A critical review of policy options," SAFE White Paper Series 46, Leibniz Institute for Financial Research SAFE.
- López-Penabad, Mª Celia & López-Andión, Carmen & Iglesias-Casal, Ana & Maside-Sanfiz, Jose Manuel, 2015. "Securitization in Spain and the wealth effect for shareholders," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 308-323.
- Mitchell, Janet & Fender, Ingo, 2009.
"Incentives and Tranche Retention in Securitisation: A Screening Model,"
CEPR Discussion Papers
7483, C.E.P.R. Discussion Papers.
- Ingo Fender & Janet Mitchell, 2009. "Incentives and tranche retention in securitisation : a screening model," Working Paper Research 177, National Bank of Belgium.
- Ingo Fender & Janet Mitchell, 2009. "Incentives and tranche retention in securitisation: a screening model," BIS Working Papers 289, Bank for International Settlements.
- González, Luís Otero & Rodríguez Gil, Luís Ignacio & Martorell Cunill, Onofre & Merigó Lindahl, José M., 2016. "The effect of financial innovation on European banks' risk," Journal of Business Research, Elsevier, vol. 69(11), pages 4781-4786.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011.
"Securitization and Lending Standards : Evidence from the Wholesale Loan Market,"
Other publications TiSEM
ebfb7c18-fcea-4bc4-9ff1-5, Tilburg University, School of Economics and Management.
- Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2011. "Securitization and lending standards: evidence from the wholesale loan market," Working Paper Series 1362, European Central Bank.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Discussion Paper 2011-081, Tilburg University, Center for Economic Research.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Other publications TiSEM d82c3ad1-2bb3-4108-80cd-0, Tilburg University, School of Economics and Management.
- Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019. "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations 58, Paderborn University, Faculty of Business Administration and Economics.
- Bakoush, Mohamed & Abouarab, Rabab & Wolfe, Simon, 2019. "Disentangling the impact of securitization on bank profitability," Research in International Business and Finance, Elsevier, vol. 47(C), pages 519-537.
- Krahnen, Jan-Pieter & Wilde, Christian, 2022. "Skin-in-the-game in ABS transactions: A critical review of policy options," Journal of Financial Stability, Elsevier, vol. 60(C).
- Wengerek, Sascha Tobias & Hippert, Benjamin & Uhde, André, 2022. "Risk allocation through securitization: Evidence from non-performing loans," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 48-64.
- Calice, Giovanni, 2011. "The Impact of Collateral Policies on Sovereign CDS Spreads," ECMI Papers 12234, Centre for European Policy Studies.
- Carbó-Valverde, Santiago & Marques-Ibanez, David & Rodríguez-Fernández, Francisco, 2012. "Securitization, risk-transferring and financial instability: The case of Spain," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 80-101.
- Krahnen, Jan-Pieter & Wilde, Christian, 2006.
"Risk Transfer with CDOs and Systemic Risk in Banking,"
CEPR Discussion Papers
5618, C.E.P.R. Discussion Papers.
Cited by:
- Ana Iglesias-Casal & María-Celia López-Penabad & Carmen López-Andión & José Manuel Maside-Sanfiz, 2020. "Securitization, financial stability and effective risk retention. A European analysis," PLOS ONE, Public Library of Science, vol. 15(2), pages 1-28, February.
- Deming Wu & Jiawen Yang & Han Hong, 2011. "Securitization and Banks’ Equity Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 39(3), pages 95-117, June.
- W. Scott Frame & Lawrence J. White, 2009.
"Technological change, financial innovation, and diffusion in banking,"
FRB Atlanta Working Paper
2009-10, Federal Reserve Bank of Atlanta.
- W. Scott Frame & Lawrence J. White, 2009. "Technological Change, Financial Innovation, and Diffusion in Banking," Working Papers 09-03, New York University, Leonard N. Stern School of Business, Department of Economics.
- W. Scott Frame & Lawrence J. White, 2014. "Technological Change, Financial Innovation, and Diffusion in Banking," Working Papers 14-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Wilde, Christian & Krahnen, Jan Pieter, 2017.
"Skin in the game in ABS transactions: A critical review of policy options,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168296, Verein für Socialpolitik / German Economic Association.
- Krahnen, Jan-Pieter & Wilde, Christian, 2018. "Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options," CEPR Discussion Papers 12619, C.E.P.R. Discussion Papers.
- Krahnen, Jan Pieter & Wilde, Christian, 2017. "Skin-in-the-game in ABS transactions: A critical review of policy options," SAFE White Paper Series 46, Leibniz Institute for Financial Research SAFE.
- Hänsel, Dennis N. & Bannier, Christina E., 2008. "Determinants of European banks' engagement in loan securitization," Discussion Paper Series 2: Banking and Financial Studies 2008,10, Deutsche Bundesbank.
- López-Penabad, Mª Celia & López-Andión, Carmen & Iglesias-Casal, Ana & Maside-Sanfiz, Jose Manuel, 2015. "Securitization in Spain and the wealth effect for shareholders," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 308-323.
- David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Birgitte Sloth, 2009.
"The Financial Crisis and the Systemic Failure of Academic Economics,"
Discussion Papers
09-03, University of Copenhagen. Department of Economics.
- D. Colander & H. Follmer & A. Haas & M. Goldberg & K. Juselius & A. Kirman & T. Lux & B. Sloth, 2010. "The Financial Crisis and the Systemic Failure of Academic Economics," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
- David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Brigitte Sloth, 2009. "The Financial Crisis and the Systemic Failure of Academic Economics," Middlebury College Working Paper Series 0901, Middlebury College, Department of Economics.
- Colander, David C. & Föllmer, Hans & Haas, Armin & Goldberg, Michael & Kirman, Alan & Jusélius, Katarina & Lux, Thomas & Sloth, Brigitte, 2009. "The financial crisis and the systemic failure of academic economics," Kiel Working Papers 1489, Kiel Institute for the World Economy (IfW Kiel).
- Valipour Pasha , Mohammad & Khansari , Rasool & Ahmadian , Azam, 2021. "Can Securitization Enhance Financial Stability? (Case of the I.R. of Iran)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(3), pages 323-347, September.
- Francis A. Longstaff & Brett Myers, 2009. "Valuing Toxic Assets: An Analysis of CDO Equity," NBER Working Papers 14871, National Bureau of Economic Research, Inc.
- Mitchell, Janet & Fender, Ingo, 2009.
"Incentives and Tranche Retention in Securitisation: A Screening Model,"
CEPR Discussion Papers
7483, C.E.P.R. Discussion Papers.
- Ingo Fender & Janet Mitchell, 2009. "Incentives and tranche retention in securitisation : a screening model," Working Paper Research 177, National Bank of Belgium.
- Ingo Fender & Janet Mitchell, 2009. "Incentives and tranche retention in securitisation: a screening model," BIS Working Papers 289, Bank for International Settlements.
- González, Luís Otero & Rodríguez Gil, Luís Ignacio & Martorell Cunill, Onofre & Merigó Lindahl, José M., 2016. "The effect of financial innovation on European banks' risk," Journal of Business Research, Elsevier, vol. 69(11), pages 4781-4786.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011.
"Securitization and Lending Standards : Evidence from the Wholesale Loan Market,"
Other publications TiSEM
ebfb7c18-fcea-4bc4-9ff1-5, Tilburg University, School of Economics and Management.
- Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2011. "Securitization and lending standards: evidence from the wholesale loan market," Working Paper Series 1362, European Central Bank.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Discussion Paper 2011-081, Tilburg University, Center for Economic Research.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Other publications TiSEM d82c3ad1-2bb3-4108-80cd-0, Tilburg University, School of Economics and Management.
- Günter Franke & Jan P. Krahnen, 2009.
"Instabile Finanzmärkte,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 335-366, November.
- Franke, Günter & Krahnen, Jan Pieter, 2009. "Instabile Finanzmärkte," CFS Working Paper Series 2009/13, Center for Financial Studies (CFS).
- Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019. "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations 58, Paderborn University, Faculty of Business Administration and Economics.
- Bakoush, Mohamed & Abouarab, Rabab & Wolfe, Simon, 2019. "Disentangling the impact of securitization on bank profitability," Research in International Business and Finance, Elsevier, vol. 47(C), pages 519-537.
- Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 11002, University of Munich, Munich School of Management.
- Gunther Tichy, 2010. "War die Finanzkrise vorhersehbar?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 11(4), pages 356-382, November.
- Battaglia, Francesca & Gallo, Angela, 2013. "Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 274-286.
- Krahnen, Jan-Pieter & Wilde, Christian, 2022. "Skin-in-the-game in ABS transactions: A critical review of policy options," Journal of Financial Stability, Elsevier, vol. 60(C).
- Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 10999, University of Munich, Munich School of Management.
- Hallak, Issam, 2009. "Renegotiation and the pricing structure of sovereign bank loans: Empirical evidence," Journal of Financial Stability, Elsevier, vol. 5(1), pages 89-103, January.
- Wengerek, Sascha Tobias & Hippert, Benjamin & Uhde, André, 2022. "Risk allocation through securitization: Evidence from non-performing loans," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 48-64.
- Bernd Rudolph, 2008. "Lehren aus den Ursachen und dem Verlauf der internationalen Finanzkrise," Schmalenbach Journal of Business Research, Springer, vol. 60(7), pages 713-741, November.
- Daniel Mokatsanyane & Paul-Francois Muzindutsi & Diana Viljoen, 2017. "Credit Risk and Securitisation in the South African Banking Sector," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(2), pages 102-121, April.
- Di Cesare, Antonio, 2009. "Securitization and Bank Stability," MPRA Paper 16831, University Library of Munich, Germany.
- Calice, Giovanni, 2011. "The Impact of Collateral Policies on Sovereign CDS Spreads," ECMI Papers 12234, Centre for European Policy Studies.
- Lin, Justin Yifu & Treichel, Volker, 2012. "The crisis in the Euro zone : did the euro contribute to the evolution of the crisis ?," Policy Research Working Paper Series 6127, The World Bank.
- Carbó-Valverde, Santiago & Marques-Ibanez, David & Rodríguez-Fernández, Francisco, 2012. "Securitization, risk-transferring and financial instability: The case of Spain," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 80-101.
- Krahnen, Jan P. & Schmid, Frank A. & Theissen, Erik, 2006.
"Investment performance and market share: A study of the German mutual fund industry,"
CFR Working Papers
06-06, University of Cologne, Centre for Financial Research (CFR).
- Krahnen, Jan Pieter & Schmid, Frank A. & Theissen, Erik, 2006. "Investment performance and market share: A study of the German mutual fund industry," CFS Working Paper Series 2006/06, Center for Financial Studies (CFS).
Cited by:
- Silke Ber & Alexander Kempf & Stefan Ruenzi, 2007. "Determinanten der Mittelzuflüsse bei deutschen Aktienfonds," Schmalenbach Journal of Business Research, Springer, vol. 59(1), pages 35-60, February.
- Jan Pieter Krahnen, 2006.
"Die Stabilität von Finanzmärkten: Wie kann die Wirtschaftspolitik Vertrauen schaffen?,"
Working Paper Series: Finance and Accounting
164, Department of Finance, Goethe University Frankfurt am Main.
- Theurl Theresia & Krahnen Jan Pieter & Gehrig Thomas P., 2006. "Die Stabilität von Finanzmärkten:Wie kann die Wirtschaftspolitik Vertrauen schaffen?," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 55(1), pages 45-69, April.
- Krahnen, Jan Pieter, 2006. "Die Stabilität von Finanzmärkten: Wie kann die Wirtschaftspolitik Vertrauen schaffen?," CFS Working Paper Series 2006/05, Center for Financial Studies (CFS).
Cited by:
- Bernd Rudolph, 2008. "Lehren aus den Ursachen und dem Verlauf der internationalen Finanzkrise," Schmalenbach Journal of Business Research, Springer, vol. 60(7), pages 713-741, November.
- Guenter Franke & Jan Pieter Krahnen, 2005.
"Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations,"
NBER Working Papers
11741, National Bureau of Economic Research, Inc.
- Gunter Franke & Jan Pieter Krahnen, 2007. "Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations," NBER Chapters, in: The Risks of Financial Institutions, pages 603-631, National Bureau of Economic Research, Inc.
- Franke, Günter & Krahnen, Jan Pieter, 2005. "Default risk sharing between banks and markets: The contribution of collateralized debt obligations," CoFE Discussion Papers 05/04, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Franke, Günter & Krahnen, Jan Pieter, 2005. "Default risk sharing between banks and markets: The contribution of collateralized debt obligations," CFS Working Paper Series 2005/06, Center for Financial Studies (CFS).
Cited by:
- Schaeck, K. & Silva Buston, C.F. & Wagner, W.B., 2013.
"The Two Faces of Interbank Correlation,"
Discussion Paper
2013-077, Tilburg University, Center for Economic Research.
- Wagner, Wolf & Schaeck, Klaus & Silva Buston, Consuelo, 2017. "The two faces of interbank correlation," CEPR Discussion Papers 12363, C.E.P.R. Discussion Papers.
- Paul Munene Muiruri & Florence S. Memba & Agnes Njeru, 2015. "Moderating Effects of Bank Ownership on the Relationship between Securitization Uptake and Financial Performance of Commercial Banks in Kenya," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 1(2), pages 24-43, June.
- Krahnen, Jan Pieter & Wilde, Christian, 2008.
"Risk transfer with CDOs,"
CFS Working Paper Series
2008/15, Center for Financial Studies (CFS).
- Jan Pieter Krahnen & Christian Wilde, 2008. "Risk Transfer with CDOs," Working Paper Series: Finance and Accounting 187, Department of Finance, Goethe University Frankfurt am Main.
- van der Plaat, Mark T., 2021. "How to Measure Securitization: A Structural Equation Approach," MPRA Paper 109735, University Library of Munich, Germany.
- Pagès, H., 2012.
"Bank monitoring incentives and optimal ABS,"
Working papers
377, Banque de France.
- Pagès, H., 2009. "Bank incentives and optimal CDOs," Working papers 253, Banque de France.
- Pagès, Henri, 2013. "Bank monitoring incentives and optimal ABS," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 30-54.
- Silva Buston, C.F., 2013.
"Active Risk Management and Banking Stability,"
Discussion Paper
2013-068, Tilburg University, Center for Economic Research.
- Silva Buston, Consuelo, 2016. "Active risk management and banking stability," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 203-215.
- Wagner, Wolf, 2010. "Measuring the tail risks of banks," Papers 97, World Trade Institute.
- Silva Buston, C.F., 2013. "Active Risk Management and Banking Stability," Other publications TiSEM 18a8d09e-79af-4993-8d64-b, Tilburg University, School of Economics and Management.
- Hänsel, Dennis N. & Bannier, Christina E., 2008. "Determinants of European banks' engagement in loan securitization," Discussion Paper Series 2: Banking and Financial Studies 2008,10, Deutsche Bundesbank.
- Maarten van Oordt, 2017. "Credit Risk Transfer and Bank Insolvency Risk," Staff Working Papers 17-59, Bank of Canada.
- Krahnen, Jan Pieter & Wilde, Christian, 2006. "Risk transfer with CDOs and systemic risk in bankingfam," CFS Working Paper Series 2006/04, Center for Financial Studies (CFS).
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"Why Larger Lenders obtain Higher Returns: Evidence from Sovereign Syndicated Loans,"
Department Discussion Papers
0802, Department of Economics, University of Victoria.
- Issam Hallak & Paul Schure, 2011. "Why Larger Lenders Obtain Higher Returns: Evidence from Sovereign Syndicated Loans," Financial Management, Financial Management Association International, vol. 40(2), pages 427-453, June.
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- Jadiyappa, Nemiraja & Hickman, L. Emily & Jyothi, Pavana & Vunyale, Narender & Sireesha, Bhanu, 2020. "Does debt diversification impact firm value? Evidence from India," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 362-377.
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- Hallak, Issam, 2013. "Private sector share of external debt and financial stability: Evidence from bank loans," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 17-41.
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"Instabile Finanzmärkte,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 335-366, November.
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- Arnoud Boot & Vladimir Vladimirov, 2019.
"(Non-)Precautionary Cash Hoarding and the Evolution of Growth Firms,"
Management Science, INFORMS, vol. 65(11), pages 5290-5307, November.
- Boot, Arnoud & Vladimirov, Vladimir, 2016. "Non-Precautionary Cash Hoarding and the Evolution of Growth Firms," CEPR Discussion Papers 11510, C.E.P.R. Discussion Papers.
- Kanis Saengchote, 2023. "Developers’ Leverage, Capital Market Financing, and Fire Sale Externalities: Evidence from the Thai Condominium Market," PIER Discussion Papers 212, Puey Ungphakorn Institute for Economic Research.
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- von Thadden, Ernst-Ludwig & Perotti, Enrico, 2003. "The Political Economy of Bank and Equity Dominance," CEPR Discussion Papers 3914, C.E.P.R. Discussion Papers.
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- Brühl, Volker & Gründl, Helmut & Hackethal, Andreas & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Tröger, Tobias, 2015. "Comments on the EU Commission's capital markets union project," SAFE White Paper Series 27, Leibniz Institute for Financial Research SAFE.
- Araujo, Luis & Minetti, Raoul & Murro, Pierluigi, 2020.
"Relationship Finance, Informed Liquidity, and Monetary Policy,"
Working Papers
2020-6, Michigan State University, Department of Economics.
- Araujo, Luis & Minetti, Raoul & Murro, Pierluigi, 2021. "Relationship finance, informed liquidity, and monetary policy," Journal of Economic Theory, Elsevier, vol. 193(C).
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"Debt Rescheduling with Multiple Lenders: Relying on the Information of Others,"
Economica, London School of Economics and Political Science, vol. 81(324), pages 698-720, October.
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"Rent Seeking in Elite Networks,"
Journal of Political Economy, University of Chicago Press, vol. 126(4), pages 1638-1690.
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- Jiang-Chuan Huang & Hueh-Chen Lin & Daniel Huang, 2022. "The Effect of Operating Cash Flow on the Likelihood and Duration of Survival for Marginally Distressed Firms in Taiwan," Sustainability, MDPI, vol. 14(24), pages 1-20, December.
- Lucia Gibilaro & Gianluca Mattarocci, 2021. "Financial Distress and Information Sharing: Evidences from the Italian Credit Register," Risks, MDPI, vol. 9(5), pages 1-12, May.
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- Karel Janda, 2007. "Optimal Debt Contracts in Emerging Markets with Multiple Investors," Prague Economic Papers, Prague University of Economics and Business, vol. 2007(2), pages 115-129.
- Kanis Saengchote, 2023. "Developers' Leverage, Capital Market Financing, and Fire Sale Externalities Evidence from the Thai Condominium Market," Papers 2312.05013, arXiv.org.
- Andrea Caputo & Alberto Tron, 2016. "The attestation of corporate turnaround plans in Italy: operating problems and possible solutions," International Journal of Critical Accounting, Inderscience Enterprises Ltd, vol. 8(1), pages 30-44.
- Hong Qu, 2013. "How Do Market Prices and Cheap Talk Affect Coordination?," Journal of Accounting Research, Wiley Blackwell, vol. 51(5), pages 1221-1260, December.
- Höwer, Daniel, 2016. "The role of bank relationships when firms are financially distressed," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 59-75.
- Daniel Calvo & Alejandro Drexler & Carolina Flores & David Pacheco, 2009. "The Effect of the Number of Lending Banks on the Liquidity Constraints of Firms: Evidence From a Quasi-Experiment," Working Papers Central Bank of Chile 528, Central Bank of Chile.
- OGANE Yuta, 2017. "The Number of Bank Relationships and Bank Lending to New Firms: Evidence from firm-level data in Japan," Discussion papers 17112, Research Institute of Economy, Trade and Industry (RIETI).
- Saengchote, Kanis, 2024. "Developers’ leverage, capital market financing, and fire sale externalities✰," Finance Research Letters, Elsevier, vol. 63(C).
- Giacinto Micucci & Paola Rossi, 2010. "Debt restructuring and the role of lending technologies," Temi di discussione (Economic working papers) 763, Bank of Italy, Economic Research and International Relations Area.
- Franks, Julian & Lóránth, Gyöngyi, 2005. "A Study of Inefficient Going Concerns in Bankruptcy," CEPR Discussion Papers 5035, C.E.P.R. Discussion Papers.
- Zhong, Hongda, 2021. "A dynamic model of optimal creditor dispersion," LSE Research Online Documents on Economics 106646, London School of Economics and Political Science, LSE Library.
- Huang, Jiang-Chuan & Huang, Chin-Sheng & You, Chun-Fan, 2015. "Bank relationships and the likelihood of filing for reorganization," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 278-291.
- Franks, Julian & Sussman, Oren, 2003. "Financial Distress and Bank Restructuring of Small to Medium Size UK Companies," CEPR Discussion Papers 3915, C.E.P.R. Discussion Papers.
- Nicola Branzoli & Fulvia Fringuellotti, 2020. "The Effect of Bank Monitoring on Loan Repayment," Staff Reports 923, Federal Reserve Bank of New York.
- Jiang-Chuan Huang & Chin-Sheng Huang & Hueh-Chen Lin, 2013. "Firm Debt Renegotiation, Reorganization Filing and Bank Relationships," International Finance, Wiley Blackwell, vol. 16(3), pages 393-422, December.
- Giacinto Micucci & Paola Rossi, 2017. "Debt Restructuring and the Role of Banks’ Organizational Structure and Lending Technologies," Journal of Financial Services Research, Springer;Western Finance Association, vol. 51(3), pages 339-361, June.
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- Elsas, Ralf & Krahnen, Jan Pieter, 2003.
"Universal Banks and Relationships with Firms,"
CFS Working Paper Series
2003/20, Center for Financial Studies (CFS).
Cited by:
- Quick, Reiner & Gauch, Kevin, 2021. "Is assurance on risk management systems relevant for bankers’ decisions?," Advances in accounting, Elsevier, vol. 55(C).
- Al-Jarhi, Mabid Ali M. M., 2016.
"An Economic Theory of Islamic Finance Regulation,"
Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 24, pages 1-44.
- Al-Jarhi, Mabid, 2015. "An Economic Theory of Islamic Finance Regulation," MPRA Paper 72689, University Library of Munich, Germany, revised 01 Mar 2016.
- Mettenheim Kurt, 2013. "Back to Basics in Banking Theory and Varieties of Finance Capitalism," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 3(3), pages 357-405, May.
- Ernstberger, Jürgen & Vogler, Oliver, 2008. "Analyzing the German accounting triad -- "Accounting Premium" for IAS/IFRS and U.S. GAAP vis-à-vis German GAAP?," The International Journal of Accounting, Elsevier, vol. 43(4), pages 339-386, December.
- Kasinger, Johannes & Krahnen, Jan Pieter & Ongena, Steven & Pelizzon, Loriana & Schmeling, Maik & Wahrenburg, Mark, 2021. "Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises," SAFE White Paper Series 84, Leibniz Institute for Financial Research SAFE.
- Elsas, Ralf & Krahnen, Jan Pieter, 2002.
"Collateral, relationship lending and financial distress: An empirical study on financial contracting,"
CFS Working Paper Series
2002/17, Center for Financial Studies (CFS).
Cited by:
- Neuberger, Doris & Räthke, Solvig, 2006. "Microenterprises and multiple bank relationships: Evidence from a survey among professionals," Thuenen-Series of Applied Economic Theory 61, University of Rostock, Institute of Economics.
- John Armour, 2006. "Should we redistribute in insolvency," Working Papers wp319, Centre for Business Research, University of Cambridge.
- Cadot, Julien, 2013. "Collateral, bank monitoring and firm performance: the case of newly established wine farmers," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(3).
- Amanda Carmignani & Massimo Omiccioli, 2007. "Costs and benefits of creditor concentration: An empirical approach," Temi di discussione (Economic working papers) 645, Bank of Italy, Economic Research and International Relations Area.
- Tumer-Alkan, G., 2008. "Essays on banking," Other publications TiSEM 8d5ec521-4702-4e75-bc79-a, Tilburg University, School of Economics and Management.
- Doris Neuberger & Solvig Räthke, 2009. "Microenterprises and multiple bank relationships: The case of professionals," Small Business Economics, Springer, vol. 32(2), pages 207-229, February.
- Li-Chiu Chi, 2008. "Reorganisation resolutions and bank lending relationships in Taiwan," The Service Industries Journal, Taylor & Francis Journals, vol. 30(11), pages 1817-1835, September.
- Mueller, Elisabeth & Zimmermann, Volker, 2008.
"The importance of equity finance for R&D activity: are there differences between young and oldcompanies?,"
ZEW Discussion Papers
06-014 [rev.2], ZEW - Leibniz Centre for European Economic Research.
- Mueller, Elisabeth & Zimmermann, Volker, 2006. "The Importance of Equity Finance for R&D Activity: Are There Differences Between Young and OldCompanies?," ZEW Discussion Papers 06-014, ZEW - Leibniz Centre for European Economic Research.
- Zimmermann, Volker & Mueller, Elisabeth, 2007. "The Importance of Equity Finance for R&D Activity: Are There Differences Between Young and OldCompanies?," ZEW Discussion Papers 06-014 [rev.], ZEW - Leibniz Centre for European Economic Research.
- Giovanni Busetta & Alberto Zazzaro, 2009.
"Mutual Loan-Guarantee Societies in Monopolistic Credit Markets with Adverse Selection,"
Mo.Fi.R. Working Papers
33, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Busetta, Giovanni & Zazzaro, Alberto, 2012. "Mutual loan-guarantee societies in monopolistic credit markets with adverse selection," Journal of Financial Stability, Elsevier, vol. 8(1), pages 15-24.
- Neus, Werner & Stadler, Manfred, 2011.
"Risk and the role of collateral in debt renegotiation,"
University of Tübingen Working Papers in Business and Economics
16, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Werner Neus & Manfred Stadler, 2013. "Risk and the Role of Collateral in Debt Renegotiation," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 42(3), pages 273-284, November.
- Elisabeth Müller & Volker Zimmermann, 2009. "The importance of equity finance for R&D activity," Small Business Economics, Springer, vol. 33(3), pages 303-318, October.
- Krahnen, Jan-Pieter & Brunner, Antje, 2004.
"Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring,"
CEPR Discussion Papers
4287, C.E.P.R. Discussion Papers.
- Antje Brunner & Jan Pieter Krahnen, 2008. "Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(2), pages 415-442.
- Brunner, Antje & Krahnen, Jan Pieter, 2006. "Multiple lenders and corporate distress: Evidence on debt restructuring," CFS Working Paper Series 2001/04, Center for Financial Studies (CFS).
- Elsas, Ralf & Krahnen, Jan Pieter, 2003. "Universal Banks and Relationships with Firms," CFS Working Paper Series 2003/20, Center for Financial Studies (CFS).
- Chi, Li-Chiu, 2009. "How have banks fared following a borrower's financial distress?," Economic Modelling, Elsevier, vol. 26(2), pages 480-488, March.
- Tseng-Chung Tang, 2008. "An analysis of bank stock price reaction to distressed borrowers: Taiwanese evidence," The Service Industries Journal, Taylor & Francis Journals, vol. 30(7), pages 1159-1176, June.
- Müller, Elisabeth & Zimmermann, Volker, 2006. "The Importance of Equity Finance for R&D Activity – Are There Differences Between Young and Old Companies?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 111, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Tseng-Chung Tang, 2008. "The costs of lead bank--distressed borrower relationships: evidence from commercial lending in Taiwan," The Service Industries Journal, Taylor & Francis Journals, vol. 30(9), pages 1549-1563, September.
- Araujo, Luis & Minetti, Raoul & Murro, Pierluigi, 2020.
"Relationship Finance, Informed Liquidity, and Monetary Policy,"
Working Papers
2020-6, Michigan State University, Department of Economics.
- Araujo, Luis & Minetti, Raoul & Murro, Pierluigi, 2021. "Relationship finance, informed liquidity, and monetary policy," Journal of Economic Theory, Elsevier, vol. 193(C).
- Lucia Gibilaro & Gianluca Mattarocci, 2021. "Financial Distress and Information Sharing: Evidences from the Italian Credit Register," Risks, MDPI, vol. 9(5), pages 1-12, May.
- García-Posada, Miguel & Marchetti, Marcos, 2016.
"The bank lending channel of unconventional monetary policy: The impact of the VLTROs on credit supply in Spain,"
Economic Modelling, Elsevier, vol. 58(C), pages 427-441.
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- Ramzi Benkraiem & Calin Gurau & Thi Hong Van Hoang & Amine Lahiani & Thuy Seran, 2021. "Bank leverage choices: A quantile analysis of French SMEs," Post-Print hal-03608829, HAL.
- Brick, Ivan E. & Palia, Darius, 2007. "Evidence of jointness in the terms of relationship lending," Journal of Financial Intermediation, Elsevier, vol. 16(3), pages 452-476, July.
- Giacinto Micucci & Paola Rossi, 2010. "Debt restructuring and the role of lending technologies," Temi di discussione (Economic working papers) 763, Bank of Italy, Economic Research and International Relations Area.
- Ingrid Groessl & Nadine Levratto, 2012. "International Similarities of Bank Lending Practices and Varieties of Insolvency Laws: a Comparative Analysis of France and Germany," Macroeconomics and Finance Series 201203, University of Hamburg, Department of Socioeconomics.
- Christian Koziol, 2007. "Do good or bad borrowers pledge more collateral?," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 3(2), pages 132-163, April.
- Cadot, Julien, 2011. "Collaterals, Bank Monitoring and Performance: the Case of Newly Established Wine Farmers," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103414, Agricultural and Applied Economics Association.
- Panagiota Papadimitri & Fotios Pasiouras & Menelaos Tasiou, 2021. "Do National Differences in Social Capital and Corporate Ethical Behaviour Perceptions Influence the Use of Collateral? Cross-Country Evidence," Journal of Business Ethics, Springer, vol. 172(4), pages 765-784, September.
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"Corporate Debt Restructuring: Evidence on Lending Coordination in Financial Distress,"
CEPR Discussion Papers
3030, C.E.P.R. Discussion Papers.
Cited by:
- Itzhak Gilboa & David Schmeidler, 2002.
"Inductive Inference: An Axiomatic Approach,"
NajEcon Working Paper Reviews
391749000000000544, www.najecon.org.
- Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
- Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
- Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
- Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
- Hallak, Issam, 2002.
"Why borrowers pay premiums to larger lenders: Empirical evidence from sovereign syndicated loans,"
CFS Working Paper Series
2002/02, Center for Financial Studies (CFS).
- Issam Hallak, 2004. "Why Borrowers Pay Premiums to Larger Lenders: Empirical Evidence from Sovereign Syndicated Loans," CSEF Working Papers 124, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Ongena, Steven & Tümer-Alkan, Günseli & Westernhagen, Natalja v., 2012.
"Creditor concentration: An empirical investigation,"
European Economic Review, Elsevier, vol. 56(4), pages 830-847.
- Ongena, Steven & Tümer-Alkan, Günseli & von Westernhagen, Natalja, 2007. "Creditor concentration: an empirical investigation," Discussion Paper Series 2: Banking and Financial Studies 2007,15, Deutsche Bundesbank.
- Tumer-Alkan, G., 2008. "Essays on banking," Other publications TiSEM 8d5ec521-4702-4e75-bc79-a, Tilburg University, School of Economics and Management.
- Stephen Morris & Hyun Song Shin, 1999.
"Coordination Risk and the Price of Debt,"
Cowles Foundation Discussion Papers
1241, Cowles Foundation for Research in Economics, Yale University.
- Morris, Stephen & Shin, Hyun Song, 2001. "Coordination risk and the price of debt," LSE Research Online Documents on Economics 25046, London School of Economics and Political Science, LSE Library.
- Hyun Song Shin & Stephen Morris, 2001. "Coordination Risk and the Price of Debt," FMG Discussion Papers dp373, Financial Markets Group.
- Morris, Stephen & Shin, Hyun Song, 2004. "Coordination risk and the price of debt," European Economic Review, Elsevier, vol. 48(1), pages 133-153, February.
- Stephen Morris & Hyun Song Shin, 1999. "Coordination Risk and the Price of Debt," Cowles Foundation Discussion Papers 1241R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2002.
- Arturo Bris & Ivo Welch, 2005.
"The Optimal Concentration of Creditors,"
Journal of Finance, American Finance Association, vol. 60(5), pages 2193-2212, October.
- Ivo Welch & Arturo Bris, 2001. "The Optimal Concentration of Creditors," Yale School of Management Working Papers ysm248, Yale School of Management, revised 01 Apr 2004.
- Ivo Welch & Arturo Bris, 2001. "The Optimal Concentration of Creditors," Yale School of Management Working Papers ysm248, Yale School of Management, revised 01 Apr 2004.
- Arturo Bris & Ivo Welch, 2001. "The Optimal Concentration of Creditors," NBER Working Papers 8652, National Bureau of Economic Research, Inc.
- Ivo Welch & Bris, Arturo, 2001. "The Optimal Concentration of Creditors," Cowles Foundation Discussion Papers 1338, Cowles Foundation for Research in Economics, Yale University, revised Jan 2002.
- Stephen Morris & Hyun S Shin, 2001.
"Global Games: Theory and Applications,"
Levine's Working Paper Archive
122247000000001080, David K. Levine.
- Stephen Morris & Hyun Song Shin, 2000. "Global Games: Theory and Applications," Cowles Foundation Discussion Papers 1275R, Cowles Foundation for Research in Economics, Yale University, revised Aug 2001.
- Stephen Morris & Hyun Song Shin, 2000. "Global Games: Theory and Applications," Cowles Foundation Discussion Papers 1275, Cowles Foundation for Research in Economics, Yale University.
- Bukovšek Marjeta Zorin & Bratina Borut & Tominc Polona, 2017. "Factors of a Successfully Implemented Compulsory Settlement," Naše gospodarstvo/Our economy, Sciendo, vol. 63(1), pages 14-26, March.
- Itzhak Gilboa & David Schmeidler, 2002.
"Inductive Inference: An Axiomatic Approach,"
NajEcon Working Paper Reviews
391749000000000544, www.najecon.org.
- Jan Pieter Krahnen & Martin Weber, 2001.
"Marketmaking in the Laboratory: Does Competition Matter?,"
Working Paper Series: Finance and Accounting
4, Department of Finance, Goethe University Frankfurt am Main.
- Jan Krahnen & Martin Weber, 2001. "Marketmaking in the Laboratory: Does Competition Matter?," Experimental Economics, Springer;Economic Science Association, vol. 4(1), pages 55-85, June.
Cited by:
- J. P. Krahnen & C. Rieck & E. Theissen, 1999.
"Insider trading and portfolio structure in experimental asset markets with a long-lived asset,"
The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 29-50.
- Jan Pieter Krahnen & Christian Rieck & Erik Theissen, 1999. "Insider Trading and Portfolio Structure in Experimental Asset Markets with a Long Lived Asset," Working Paper Series: Finance and Accounting 1, Department of Finance, Goethe University Frankfurt am Main.
- Steven Kachelmeier & Kristy Towry, 2005. "The Limitations of Experimental Design: A Case Study Involving Monetary Incentive Effects in Laboratory Markets," Experimental Economics, Springer;Economic Science Association, vol. 8(1), pages 21-33, April.
- Brice Corgnet & Mark DeSantis & David Porter, 2018.
"The Distribution of Information and the Price Efficiency of Markets,"
Working Papers
18-09, Chapman University, Economic Science Institute.
- Corgnet, Brice & DeSantis, Mark & Porter, David, 2020. "The distribution of information and the price efficiency of markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Brice Corgnet & Mark Desantis & David Porter, 2019. "The distribution of information and the price efficiency of markets," Post-Print halshs-02393564, HAL.
- Brice Corgnet & Cary Deck & Mark Desantis & Kyle Hampton & Erik O. Kimbrough, 2023.
"When Do Security Markets Aggregate Dispersed Information?,"
Post-Print
hal-04325683, HAL.
- Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2023. "When Do Security Markets Aggregate Dispersed Information?," Management Science, INFORMS, vol. 69(6), pages 3697-3729, June.
- Brice Corgnet & Mark DeSantis & David Porter, 2015. "Revisiting Information Aggregation in Asset Markets: Reflective Learning & Market Efficiency," Working Papers 15-15, Chapman University, Economic Science Institute.
- Noussair, C.N. & Tucker, S., 2013.
"Experimental Research On Asset Pricing,"
Discussion Paper
2013-020, Tilburg University, Center for Economic Research.
- Charles N. Noussair & Steven Tucker, 2013. "Experimental Research On Asset Pricing," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 554-569, July.
- Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Other publications TiSEM d5f4235c-17a8-407b-800b-2, Tilburg University, School of Economics and Management.
- Mirowski, Philip, 2007. "Markets come to bits: Evolution, computation and markomata in economic science," Journal of Economic Behavior & Organization, Elsevier, vol. 63(2), pages 209-242, June.
- Theissen, Erik, 2000. "Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets," Journal of Financial Markets, Elsevier, vol. 3(4), pages 333-363, November.
- Zhang, Wei & Huang, Ke & Feng, Xu & Zhang, Yongjie, 2017. "Market maker competition and price efficiency: Evidence from China," Economic Modelling, Elsevier, vol. 66(C), pages 121-131.
- Lamoureux, Christopher G. & Schnitzlein, Charles R., 2004. "Microstructure with multiple assets: an experimental investigation into direct and indirect dealer competition," Journal of Financial Markets, Elsevier, vol. 7(2), pages 117-143, February.
- Merl, Robert, 2022. "Literature review of experimental asset markets with insiders," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Krahnen, Jan Pieter & Weber, Martin, 2000.
"Generally accepted rating principles: A primer,"
CFS Working Paper Series
2000/02, Center for Financial Studies (CFS).
- Krahnen, Jan Pieter & Weber, Martin, 2001. "Generally accepted rating principles: A primer," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 3-23, January.
Cited by:
- Kirstein, Roland, 2000.
"The New Basle Accord, Internal Ratings, and the Incentives of Banks,"
CSLE Discussion Paper Series
2000-06, Saarland University, CSLE - Center for the Study of Law and Economics.
- Kirstein, Roland, 2002. "The new Basle Accord, internal ratings, and the incentives of banks," International Review of Law and Economics, Elsevier, vol. 21(4), pages 393-412, May.
- Simon Cornée, 2014.
"Soft Information and Default Prediction in Cooperative and Social Banks,"
Working Papers CEB
14-005, ULB -- Universite Libre de Bruxelles.
- Simon Cornée, 2014. "Soft Information and Default Prediction in Cooperative and Social Banks," Economics Working Paper Archive (University of Rennes & University of Caen) 201402, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
- Simon Cornée, 2014. "Soft Information and Default Prediction in Cooperative and Social Banks," Post-Print halshs-01114142, HAL.
- Simon Cornée, 2014. "Soft Information and Default Prediction in Cooperative and Social Banks," Journal of Entrepreneurial and Organizational Diversity, European Research Institute on Cooperative and Social Enterprises, vol. 3(1), pages 89-103, June.
- Markus Behn & Rainer Haselmann & Vikrant Vig, 2022.
"The Limits of Model‐Based Regulation,"
Journal of Finance, American Finance Association, vol. 77(3), pages 1635-1684, June.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," SAFE Working Paper Series 75, Leibniz Institute for Financial Research SAFE.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2021. "The Limits of Model-Based Regulation," LawFin Working Paper Series 20, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
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Discussion Papers of DIW Berlin
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CEPR Discussion Papers
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"Transformation informationnelle, certification et intermédiation financière : le cas de la banque solidaire,"
Economics Working Paper Archive (University of Rennes & University of Caen)
201326, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
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Journal of Financial Intermediation, Elsevier, vol. 20(1), pages 55-70, January.
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CEPR Discussion Papers
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Journal of Banking & Finance, Elsevier, vol. 30(1), pages 1-21, January.
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"The role of guarantees in bank lending,"
Temi di discussione (Economic working papers)
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Cited by:
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"Foreigners vs. Natives : Bank Lending Technologies and Loan Pricing,"
Other publications TiSEM
f7b5aefc-adc0-433f-b52f-6, Tilburg University, School of Economics and Management.
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Sonderforschungsbereich 504 Publications
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"The role of non-financial factors in internal credit ratings,"
Journal of Banking & Finance, Elsevier, vol. 29(2), pages 509-531, February.
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- Guido Fioretti, 2005. "Credit Rationing and Internal Ratings in the face of Innovation and Uncertainty," Finance 0504021, University Library of Munich, Germany.
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"Messung individueller Risikoeinstellungen,"
CFS Working Paper Series
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"Performance and market share: Evidence from the German mutual fund industry,"
CFS Working Paper Series
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"On the theory of credit cooperatives: equity and onlending in a multi- tier system: a concept paper,"
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"How should rural financial cooperatives be best organized? Evidence from Ethiopia,"
ESSP working papers
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"How should rural financial cooperatives be best organized? Evidence from Ethiopia,"
ESSP working papers
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Articles
- Jan-Pieter Krahnen & Felix Noth & Ulrich Schüwer, 2017.
"Structural Reforms in Banking: The Role of Trading,"
Journal of Financial Regulation, Oxford University Press, vol. 3(1), pages 66-88.
See citations under working paper version above.
- Krahnen, Jan Pieter & Noth, Felix & Schüwer, Ulrich, 2016. "Structural reforms in banking: The role of trading," SAFE White Paper Series 33, Leibniz Institute for Financial Research SAFE.
- Krahnen, Jan-Pieter & Noth, Felix & Schüwer, Ulrich, 2016. "Structural Reforms in Banking: The Role of Trading," IWH Discussion Papers 9/2016, Halle Institute for Economic Research (IWH).
- Bluhm, Marcel & Krahnen, Jan Pieter, 2014.
"Systemic risk in an interconnected banking system with endogenous asset markets,"
Journal of Financial Stability, Elsevier, vol. 13(C), pages 75-94.
See citations under working paper version above.
- Bluhm, Marcel & Krahnen, Jan Pieter, 2014. "Systemic risk in an interconnected banking system with endogenous asset markets," SAFE Working Paper Series 48, Leibniz Institute for Financial Research SAFE.
- Jan Pieter Krahnen, 2013.
"Rettung durch Regulierung? Eckpunkte des Liikanen-Berichts,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 14(3-4), pages 167-185, August.
See citations under working paper version above.
- Krahnen, Jan Pieter, 2013. "Rettung durch Regulierung? Eckpunkte des Liikanen-Berichts," SAFE White Paper Series 8, Leibniz Institute for Financial Research SAFE.
- Antje Brunner & Jan Pieter Krahnen, 2013.
"Hold-up in multiple banking: evidence from SME lending,"
International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 78-101.
See citations under working paper version above.
- Brunner, Antje & Krahnen, Jan Pieter, 2010. "Hold-up in multiple banking: Evidence from SME lending," CFS Working Paper Series 2010/07, Center for Financial Studies (CFS).
- Günter Franke & Jan P. Krahnen, 2009.
"Instabile Finanzmärkte,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 335-366, November.
See citations under working paper version above.
- Franke, Günter & Krahnen, Jan Pieter, 2009. "Instabile Finanzmärkte," CFS Working Paper Series 2009/13, Center for Financial Studies (CFS).
- Antje Brunner & Jan Pieter Krahnen, 2008.
"Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(2), pages 415-442.
See citations under working paper version above.
- Krahnen, Jan-Pieter & Brunner, Antje, 2004. "Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring," CEPR Discussion Papers 4287, C.E.P.R. Discussion Papers.
- Brunner, Antje & Krahnen, Jan Pieter, 2006. "Multiple lenders and corporate distress: Evidence on debt restructuring," CFS Working Paper Series 2001/04, Center for Financial Studies (CFS).
- Theurl Theresia & Krahnen Jan Pieter & Gehrig Thomas P., 2006.
"Die Stabilität von Finanzmärkten:Wie kann die Wirtschaftspolitik Vertrauen schaffen?,"
Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 55(1), pages 45-69, April.
See citations under working paper version above.
- Krahnen, Jan Pieter, 2006. "Die Stabilität von Finanzmärkten: Wie kann die Wirtschaftspolitik Vertrauen schaffen?," CFS Working Paper Series 2006/05, Center for Financial Studies (CFS).
- Jan Pieter Krahnen, 2006. "Die Stabilität von Finanzmärkten: Wie kann die Wirtschaftspolitik Vertrauen schaffen?," Working Paper Series: Finance and Accounting 164, Department of Finance, Goethe University Frankfurt am Main.
- Stijn Claessens & Jan Krahnen & William Lang, 2005.
"The Basel II Reform and Retail Credit Markets,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 28(1), pages 5-13, October.
Cited by:
- Doris Neuberger & Solvig Räthke, 2009. "Microenterprises and multiple bank relationships: The case of professionals," Small Business Economics, Springer, vol. 32(2), pages 207-229, February.
- Ju, Yonghan & Jeon, Song Yi & Sohn, So Young, 2015. "Behavioral technology credit scoring model with time-dependent covariates for stress test," European Journal of Operational Research, Elsevier, vol. 242(3), pages 910-919.
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- Catarina Figueira & Joseph Nellis, 2009. "Bank merger and acquisitions activity in the EU: much ado about nothing?," The Service Industries Journal, Taylor & Francis Journals, vol. 29(7), pages 875-886, July.
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- Dinc, Yusuf, 2017. "Comparative empirical analysis on the effect of mortgage loan on capital adequacy ratio," MPRA Paper 86451, University Library of Munich, Germany, revised 25 May 2017.
- Bitetto, Alessandro & Cerchiello, Paola & Filomeni, Stefano & Tanda, Alessandra & Tarantino, Barbara, 2023. "Machine learning and credit risk: Empirical evidence from small- and mid-sized businesses," Socio-Economic Planning Sciences, Elsevier, vol. 90(C).
- Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2024. "Can we trust machine learning to predict the credit risk of small businesses?," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 925-954, October.
- Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2021. "Machine Learning and Credit Risk: Empirical Evidence from SMEs," DEM Working Papers Series 201, University of Pavia, Department of Economics and Management.
- Jan Pieter Krahnen, 2005.
"Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes,"
Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 6(4), pages 499-519, November.
See citations under working paper version above.
- Jan Pieter Krahnen, 2005. "Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes," Working Paper Series: Finance and Accounting 152, Department of Finance, Goethe University Frankfurt am Main.
- Krahnen, Jan Pieter, 2005. "Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes," CFS Working Paper Series 2005/05, Center for Financial Studies (CFS).
- Kehr, Carl-Heinrich & Krahnen, Jan P. & Theissen, Erik, 2001.
"The Anatomy of a Call Market,"
Journal of Financial Intermediation, Elsevier, vol. 10(3-4), pages 249-270, July.
Cited by:
- Comerton-Forde, Carole & Rydge, James, 2006. "Call auction algorithm design and market manipulation," Journal of Multinational Financial Management, Elsevier, vol. 16(2), pages 184-198, April.
- M. Hasan Eken, 2005. "A Risk and Profitability Approach to Bank Performance Measurement: The Case of Turkish Commercial Banks," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(29), pages 15-38.
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"Competition between exchanges: Euronext versus Xetra,"
CFR Working Papers
07-10, University of Cologne, Centre for Financial Research (CFR).
- Kasch-Haroutounian, Maria & Theissen, Erik, 2006. "Competition between exchanges: Euronext versus Xetra," CFS Working Paper Series 2007/19, Center for Financial Studies (CFS).
- Maria Kasch‐Haroutounian & Erik Theissen, 2009. "Competition between Exchanges: Euronext versus Xetra," European Financial Management, European Financial Management Association, vol. 15(1), pages 181-207, January.
- Güray Kucukkocaoglu, 2005. "Single-Price Auction System for the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(29), pages 65-79.
- Weiyu Kuo & Yu‐Ching Li, 2011. "Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets," International Review of Finance, International Review of Finance Ltd., vol. 11(4), pages 417-444, December.
- Camilleri, Silvio John, 2006. "Strategic Priorities for Stock Exchanges in New EU Member States," MPRA Paper 62494, University Library of Munich, Germany.
- Guler Aras & Alovsat Muslumov, 2005. "Institutional Investors and Stock Market Development: A Causality Study," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(29), pages 1-14.
- Camilleri, Silvio John & Green, Christopher, 2009.
"The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India,"
MPRA Paper
85069, University Library of Munich, Germany.
- Silvio John Camilleri & Christopher J. Green, 2009. "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
- Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
- Cem Mehmet Baydur & Bora Suslu & Selahattin Bekmez, 2005. "Monetary Policy Analysis for Turkey in a Game Theoretical Perspective," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 8(29), pages 39-64.
- Lauterbach, Beni, 2001. "A note on trading mechanism and securities' value: The analysis of rejects from continuous trade," Journal of Banking & Finance, Elsevier, vol. 25(2), pages 419-430, February.
- Theissen, Erik, 2003. "Organized equity markets in Germany," CFS Working Paper Series 2003/17, Center for Financial Studies (CFS).
- Biais, Bruno & Glosten, Larry & Spatt, Chester, 2005.
"Market microstructure: A survey of microfoundations, empirical results, and policy implications,"
Journal of Financial Markets, Elsevier, vol. 8(2), pages 217-264, May.
- Biais, Bruno & Glosten, Larry & Spatt, Chester, 2004. "Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications," IDEI Working Papers 253, Institut d'Économie Industrielle (IDEI), Toulouse.
- Kalay, Avner & Sade, Orly & Wohl, Avi, 2004. "Measuring stock illiquidity: An investigation of the demand and supply schedules at the TASE," Journal of Financial Economics, Elsevier, vol. 74(3), pages 461-486, December.
- Twu, Mia & Wang, Jianxin, 2018. "Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange," Journal of Asian Economics, Elsevier, vol. 57(C), pages 53-62.
- Rajesh Acharya & Vishal Gaikwad, 2014. "Pre-open call auction and price discovery: Evidence from India," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-11, December.
- Theissen, Erik & Westheide, Christian, 2021.
"Call of duty: Designated market maker participation in call auctions,"
SAFE Working Paper Series
319, Leibniz Institute for Financial Research SAFE.
- Theissen, Erik & Westheide, Christian, 2019. "Call of duty: Designated market maker participation in call auctions," CFR Working Papers 16-05, University of Cologne, Centre for Financial Research (CFR), revised 2019.
- Theissen, Erik & Westheide, Christian, 2020. "Call of duty: Designated market maker participation in call auctions," Journal of Financial Markets, Elsevier, vol. 49(C).
- Ghosh, Gaurav & Kwasnica, Anthony & Shortle, James, 2010. "A Laboratory Experiment to Compare Two Market Institutions for Emissions Trading," FCN Working Papers 18/2010, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
- Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015. "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 167-178.
- Anagnostidis, Panagiotis & Kanas, Angelos & Papachristou, George, 2015. "Information revelation in the Greek exchange opening call: Daily and intraday evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 167-184.
- Tsiakas, Ilias, 2008. "Overnight information and stochastic volatility: A study of European and US stock exchanges," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 251-268, February.
- Carole Comerton-Forde & James Rydge & Hayley Burridge, 2007. "Not all call auctions are created equal: evidence from Hong Kong," Review of Quantitative Finance and Accounting, Springer, vol. 29(4), pages 395-413, November.
- Dinabandhu Bag, 2019. "Information Content Of Stocks In Call Auction Of Shorter Duration In Emerging Market," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 8(4), pages 113-132.
- Franklin Allen & Hans Gersbach & Jan-Pieter Krahnen & Anthony M. Santomero, 2001.
"Competition Among Banks: Introduction and Conference Overview,"
Review of Finance, European Finance Association, vol. 5(1-2), pages 1-11.
Cited by:
- Fabio Di Vittorio & Delong Li & Hanlei Yun, 2018. "On Bank Consolidation in a Currency Union," IMF Working Papers 2018/092, International Monetary Fund.
- Muravyev, Alexander & Talavera, Oleksandr & Schäfer, Dorothea, 2009.
"Entrepreneurs' gender and financial constraints: Evidence from international data,"
Journal of Comparative Economics, Elsevier, vol. 37(2), pages 270-286, June.
- Alexander Muravyev & Dorothea Schäfer & Oleksandr Talavera, 2007. "Entrepreneurs' Gender and Financial Constraints: Evidence from International Data," Discussion Papers of DIW Berlin 706, DIW Berlin, German Institute for Economic Research.
- Alexander Muravyev & Dorothea Schaefer & Oleksandr Talavera, 2008. "Entrepreneurs' gender and financial constraints: evidence from international data," Discussion Papers 11, Kyiv School of Economics.
- Van Rixtel, Adrian & Kok, Christoffer & van Leuvensteijn, Michiel & Bikker, Jacob A., 2007.
"A new approach to measuring competition in the loan markets of the euro area,"
Working Paper Series
768, European Central Bank.
- Leuvensteijn, Michiel van & Bikker, Jacob A. & Rixtel, Adrian A.R.J.M. van & Kok-Sørensen, Christoffer, 2007. "A new approach to measuring competition in the loan markets of the euro area," CEI Working Paper Series 2007-6, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Michiel van Leuvensteijn & Jacob Bikker & Adrian van Rixtel & Christoffer Kok Sørensen, 2011. "A new approach to measuring competition in the loan markets of the euro area," Applied Economics, Taylor & Francis Journals, vol. 43(23), pages 3155-3167.
- Michiel van Leuvensteijn & Jacob A. Bikker & Adrian van Rixtel & Christoffer Kok-Sørensen, 2007. "A new approach to measuring competition in the loan markets of the euro area," Working Papers 0736, Banco de España.
- Michiel van Leuvensteijn & J.A. Bikker & A.A.R.J.M. Rixtel & C. Kok-Sorensen, 2007. "A new approach to measuring competition in the loan markets of the Euro area," CPB Discussion Paper 84, CPB Netherlands Bureau for Economic Policy Analysis.
- Várhegyi, Éva, 2003. "Bankverseny Magyarországon [Banking competition in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1027-1048.
- Haoyu Gao & Hong Ru & Robert Townsend & Xiaoguang Yang, 2019. "Rise of Bank Competition: Evidence from Banking Deregulation in China," NBER Working Papers 25795, National Bureau of Economic Research, Inc.
- Barth, James R. & Lin, Chen & Lin, Ping & Song, Frank M., 2009. "Corruption in bank lending to firms: Cross-country micro evidence on the beneficial role of competition and information sharing," Journal of Financial Economics, Elsevier, vol. 91(3), pages 361-388, March.
- Krahnen, Jan Pieter & Weber, Martin, 2001.
"Generally accepted rating principles: A primer,"
Journal of Banking & Finance, Elsevier, vol. 25(1), pages 3-23, January.
See citations under working paper version above.
- Krahnen, Jan Pieter & Weber, Martin, 2000. "Generally accepted rating principles: A primer," CFS Working Paper Series 2000/02, Center for Financial Studies (CFS).
- Jan Krahnen & Martin Weber, 2001.
"Marketmaking in the Laboratory: Does Competition Matter?,"
Experimental Economics, Springer;Economic Science Association, vol. 4(1), pages 55-85, June.
See citations under working paper version above.
- Jan Pieter Krahnen & Martin Weber, 2001. "Marketmaking in the Laboratory: Does Competition Matter?," Working Paper Series: Finance and Accounting 4, Department of Finance, Goethe University Frankfurt am Main.
- J. P. Krahnen & C. Rieck & E. Theissen, 1999.
"Insider trading and portfolio structure in experimental asset markets with a long-lived asset,"
The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 29-50.
See citations under working paper version above.
- Jan Pieter Krahnen & Christian Rieck & Erik Theissen, 1999. "Insider Trading and Portfolio Structure in Experimental Asset Markets with a Long Lived Asset," Working Paper Series: Finance and Accounting 1, Department of Finance, Goethe University Frankfurt am Main.
- Elsas, Ralf & Krahnen, Jan Pieter, 1998.
"Is relationship lending special? Evidence from credit-file data in Germany,"
Journal of Banking & Finance, Elsevier, vol. 22(10-11), pages 1283-1316, October.
See citations under working paper version above.
- Elsas, Ralf & Krahnen, Jan Pieter, 1998. "Is relationship lending special? Evidence from credit-file data in Germany," CFS Working Paper Series 1998/05, Center for Financial Studies (CFS).
- Guth, Werner & Krahnen, Jan P. & Rieck, Christian, 1997.
"Financial markets with asymmetric information: A pilot study focusing on insider advantages,"
Journal of Economic Psychology, Elsevier, vol. 18(2-3), pages 235-257, April.
Cited by:
- Gerlinde Fellner & Boris Maciejovsky, "undated".
"Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets,"
Papers on Strategic Interaction
2002-34, Max Planck Institute of Economics, Strategic Interaction Group.
- Fellner, Gerlinde & Maciejovsky, Boris, 2007. "Risk attitude and market behavior: Evidence from experimental asset markets," Journal of Economic Psychology, Elsevier, vol. 28(3), pages 338-350, June.
- Stéphane Robin & Katerina Straznicka & Marie Claire Villeval, 2012.
"Bubbles and Incentives : An Experiment on Asset Markets,"
Working Papers
halshs-00768434, HAL.
- Stéphane Robin & Katerina Straznicka & Marie Claire Villeval, 2012. "Bubbles and Incentives : An Experiment on Asset Markets," Working Papers 1235, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Stéphane Robin & Kateřina Strážnická & Marie Claire Villeval, 2021. "Bubbles and incentives: an experiment on asset markets," Economic and Political Studies, Taylor & Francis Journals, vol. 9(1), pages 68-89, January.
- Stéphane Robin & Katerina Straznicka & Marie Claire Villeval, 2021. "Bubbles and incentives: an experiment on asset markets," Post-Print halshs-03033454, HAL.
- John Griffin, 2015. "Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset," Fordham Economics Discussion Paper Series dp2015-01er:dp2015-01, Fordham University, Department of Economics.
- Werner Güth & Gerlinde Fellner & Ev Martin, 2006. "Task Transcending Satisficing - An Experimental Study," Papers on Strategic Interaction 2006-09, Max Planck Institute of Economics, Strategic Interaction Group.
- Shaun Hargreaves Heap & Daniel John Zizzo, 2011.
"Emotions and chat in a financial markets experiment,"
Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS)
11-11, School of Economics, University of East Anglia, Norwich, UK..
- Shaun P. Hargreaves Heap & Daniel John Zizzo, 2011. "Emotions and Chat in a Financial Markets Experiment," Working Paper Series 10, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
- Caginalp, Gunduz & Porter, David & Smith, Vernon, 2000. "Momentum and overreaction in experimental asset markets," International Journal of Industrial Organization, Elsevier, vol. 18(1), pages 187-204, January.
- Griffin, John, 2017. "Risk premia and ambiguity in an experimental market featuring a long-lived asset," Journal of Behavioral and Experimental Finance, Elsevier, vol. 15(C), pages 21-27.
- Krahnen, Jan Pieter & Rieck, Christian & Theissen, Erik, 1997. "Messung individueller Risikoeinstellungen," CFS Working Paper Series 1997/03, Center for Financial Studies (CFS).
- Nosic, Alen & Weber, Martin, 2007.
"Determinants of Risk Taking Behavior: The role of Risk Attitudes, Risk Perceptions and Beliefs,"
Sonderforschungsbereich 504 Publications
07-56, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Nosic, Alen & Weber, Martin, 2007. "Determinants of risk taking behavior : the role of risk attitudes, risk perceptions and beliefs," Papers 07-56, Sonderforschungsbreich 504.
- Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2015. "Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(2), pages 357-373, June.
- Dennis Dittrich & Boris Maciejovsky, "undated". "Information Dissemination on Asset Markets with Endogenous and Exogenous Information: An Experimental Approacha," Papers on Strategic Interaction 2002-03, Max Planck Institute of Economics, Strategic Interaction Group.
- Pennings, Joost M. E., 2002. "Pulling the trigger or not: Factors affecting behavior of initiating a position in derivatives markets," Journal of Economic Psychology, Elsevier, vol. 23(2), pages 263-278, April.
- Merl, Robert, 2022. "Literature review of experimental asset markets with insiders," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Jürgen Huber & Matthias Sutter & Michael Kirchler, 2004. "Is more information always better? Experimental financial markets with asymmetric information," Papers on Strategic Interaction 2005-13, Max Planck Institute of Economics, Strategic Interaction Group.
- Gerlinde Fellner & Boris Maciejovsky, "undated".
"Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets,"
Papers on Strategic Interaction
2002-34, Max Planck Institute of Economics, Strategic Interaction Group.
- Krahnen, Jan Pieter & Rieck, Christian & Theissen, Erik, 1997.
"Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study,"
Journal of Economic Psychology, Elsevier, vol. 18(5), pages 469-486, September.
Cited by:
- J. P. Krahnen & C. Rieck & E. Theissen, 1999.
"Insider trading and portfolio structure in experimental asset markets with a long-lived asset,"
The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 29-50.
- Jan Pieter Krahnen & Christian Rieck & Erik Theissen, 1999. "Insider Trading and Portfolio Structure in Experimental Asset Markets with a Long Lived Asset," Working Paper Series: Finance and Accounting 1, Department of Finance, Goethe University Frankfurt am Main.
- Gerlinde Fellner & Boris Maciejovsky, "undated".
"Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets,"
Papers on Strategic Interaction
2002-34, Max Planck Institute of Economics, Strategic Interaction Group.
- Fellner, Gerlinde & Maciejovsky, Boris, 2007. "Risk attitude and market behavior: Evidence from experimental asset markets," Journal of Economic Psychology, Elsevier, vol. 28(3), pages 338-350, June.
- Uri Ben-Zion & Jan Pieter Krahnen & TAL SHAVIT, 2007. "Subjective Evaluation Of Delayed Risky Outcomes: An Experimental Approach," Working Papers 0709, Ben-Gurion University of the Negev, Department of Economics.
- Guth, Werner & Krahnen, Jan P. & Rieck, Christian, 1997. "Financial markets with asymmetric information: A pilot study focusing on insider advantages," Journal of Economic Psychology, Elsevier, vol. 18(2-3), pages 235-257, April.
- Nathaniel T. Wilcox, 2017.
"Random expected utility and certainty equivalents: mimicry of probability weighting functions,"
Journal of the Economic Science Association, Springer;Economic Science Association, vol. 3(2), pages 161-173, December.
- Nathaniel T. Wilcox, 2017. "Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions," Working Papers 16-14, Chapman University, Economic Science Institute.
- Wilcox, Nathaniel, 2016. "Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions," MPRA Paper 73068, University Library of Munich, Germany.
- Mosi Rosenboim & Tal Shavit, 2012. "Whose money is it anyway? Using prepaid incentives in experimental economics to create a natural environment," Experimental Economics, Springer;Economic Science Association, vol. 15(1), pages 145-157, March.
- Di Caprio, Debora & Santos-Arteaga, Francisco J., 2011. "Cardinal versus ordinal criteria in choice under risk with disconnected utility ranges," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 588-594.
- Shavit, Tal & Sonsino, Doron & Benzion, Uri, 2001. "A comparative study of lotteries-evaluation in class and on the Web," Journal of Economic Psychology, Elsevier, vol. 22(4), pages 483-491, August.
- Tal Shavit & Shosh Shahrabani & Uri Benzion, 2010. "The Effect of Competition on the Evaluation of Lotteries," The American Economist, Sage Publications, vol. 55(1), pages 93-104, May.
- Boris Maciejovsky & Tarek El-Sehitya & Hans Haumerb & Christian Helmensteinc & Erich Kirchlerd, "undated". "Hindsight Bias and Individual Risk Attitude within the Context of Experimental Asset Markets," Papers on Strategic Interaction 2002-16, Max Planck Institute of Economics, Strategic Interaction Group.
- Alen Nosić & Martin Weber, 2010. "How Riskily Do I Invest? The Role of Risk Attitudes, Risk Perceptions, and Overconfidence," Decision Analysis, INFORMS, vol. 7(3), pages 282-301, September.
- J. P. Krahnen & C. Rieck & E. Theissen, 1999.
"Insider trading and portfolio structure in experimental asset markets with a long-lived asset,"
The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 29-50.
Chapters
- Gunter Franke & Jan Pieter Krahnen, 2007.
"Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations,"
NBER Chapters, in: The Risks of Financial Institutions, pages 603-631,
National Bureau of Economic Research, Inc.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Guenter Franke & Jan Pieter Krahnen, 2005. "Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations," NBER Working Papers 11741, National Bureau of Economic Research, Inc.
- Franke, Günter & Krahnen, Jan Pieter, 2005. "Default risk sharing between banks and markets: The contribution of collateralized debt obligations," CoFE Discussion Papers 05/04, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Franke, Günter & Krahnen, Jan Pieter, 2005. "Default risk sharing between banks and markets: The contribution of collateralized debt obligations," CFS Working Paper Series 2005/06, Center for Financial Studies (CFS).
Books
- Allen, Franklin & Carletti, Elena & Krahnen, Jan Pieter & Tyrell, Marcel (ed.), 2011.
"Liquidity and Crises,"
OUP Catalogue,
Oxford University Press, number 9780195390711.
Cited by:
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
- FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2013. "Liquidity Determinants of Moroccan Banking Industry," MPRA Paper 59888, University Library of Munich, Germany.
- FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2013. "Liquidity risk and contagion in interbank markets: a presentation of Allen and Gale Model," MPRA Paper 59852, University Library of Munich, Germany.
- Ettore Panetti, 2017.
"A Theory of Bank Illiquidity and Default with Hidden Trades,"
Review of Finance, European Finance Association, vol. 21(3), pages 1123-1157.
- Panetti, Ettore, 2011. "A Theory of Bank Illiquidity and Default with Hidden Trades," MPRA Paper 43799, University Library of Munich, Germany, revised May 2012.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024.
"Temporal networks and financial contagion,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
- Chollete, Loran, 2011. "A Model of Endogenous Extreme Events," UiS Working Papers in Economics and Finance 2012/2, University of Stavanger.
- Eva Baba Ms Bacs, 2014. "Challenges to Professional Football Companies and their Answers with Particular Regard to Organisational Changes," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 2, pages 105-125, June.
- Michiel Bijlsma & Andrei Dubovik & Gijsbert Zwart, 2012. "Inside Liquidity in Competitive Markets," CPB Discussion Paper 209, CPB Netherlands Bureau for Economic Policy Analysis.
- Allen, Franklin & Carletti, Elena & Krahnen, Jan Pieter & Tyrell, Marcel (ed.), 2011.
"Liquidity and Crises,"
OUP Catalogue,
Oxford University Press, number 9780195390704.
Cited by:
- Matthieu Charpe & Peter Flaschel, 2011. "Worker debt, default ans diversity of financial fragility," IMK Working Paper 5-2011, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Robert E. Lucas, 2013. "Glass-Steagall: A Requiem," American Economic Review, American Economic Association, vol. 103(3), pages 43-47, May.
- Charpe, Matthieu & Flaschel, Peter, 2013. "Workers’ debt, default and the diversity of financial fragilities," Structural Change and Economic Dynamics, Elsevier, vol. 27(C), pages 48-65.
- Filippo Brutti & Philip U. Sauré, 2014. "Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory," Working Papers 2014-03, Swiss National Bank.
- Michael Diemer & Uwe Vollmer, 2015. "What makes banking crisis resolution difficult? Lessons from Japan and the Nordic Countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 251-277, December.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
- FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2013. "Liquidity Determinants of Moroccan Banking Industry," MPRA Paper 59888, University Library of Munich, Germany.
- Ettore Panetti, 2017.
"A Theory of Bank Illiquidity and Default with Hidden Trades,"
Review of Finance, European Finance Association, vol. 21(3), pages 1123-1157.
- Panetti, Ettore, 2011. "A Theory of Bank Illiquidity and Default with Hidden Trades," MPRA Paper 43799, University Library of Munich, Germany, revised May 2012.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024.
"Temporal networks and financial contagion,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
- Chollete, Loran, 2011. "A Model of Endogenous Extreme Events," UiS Working Papers in Economics and Finance 2012/2, University of Stavanger.
- Krahnen, Jan P. & Schmidt, Reinhard H. (ed.), 2004.
"The German Financial System,"
OUP Catalogue,
Oxford University Press, number 9780199253166.
Cited by:
- Guenter Franke & Jan Pieter Krahnen, 2005.
"Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations,"
NBER Working Papers
11741, National Bureau of Economic Research, Inc.
- Franke, Günter & Krahnen, Jan Pieter, 2005. "Default risk sharing between banks and markets: The contribution of collateralized debt obligations," CoFE Discussion Papers 05/04, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Gunter Franke & Jan Pieter Krahnen, 2007. "Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations," NBER Chapters, in: The Risks of Financial Institutions, pages 603-631, National Bureau of Economic Research, Inc.
- Franke, Günter & Krahnen, Jan Pieter, 2005. "Default risk sharing between banks and markets: The contribution of collateralized debt obligations," CFS Working Paper Series 2005/06, Center for Financial Studies (CFS).
- Dilek Bülbül & Felix Noth & Marcel Tyrell, 2014. "Why Do Banks Provide Leasing?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(2), pages 137-175, October.
- Elmar Gerum & Sascha H. Mölls & Chunqian Shen, 2011. "Kapitalmarktorientierte Rechnungslegung in Deutschland zwischen Anspruch und Realität — Theorie und Empirie," Schmalenbach Journal of Business Research, Springer, vol. 63(6), pages 534-577, September.
- Fiorentino, Elisabetta & Vincenzo, Alessio De & Heid, Frank & Karmann, Alexander & Koetter, Michael, 2009.
"The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany,"
Discussion Paper Series 2: Banking and Financial Studies
2009,03, Deutsche Bundesbank.
- Elisabetta Fiorentino & Alessio De Vincenzo & Frank Heid & Alexander Karmann & Michael Koetter, 2009. "The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany," Temi di discussione (Economic working papers) 722, Bank of Italy, Economic Research and International Relations Area.
- Bruno Amable, 2008.
"Structural reforms in Europe and the (in)coherence of institutions,"
Post-Print
halshs-00340417, HAL.
- Bruno Amable, 2009. "Structural reforms in Europe and the (in)coherence of institutions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00386454, HAL.
- Amable, Bruno, 2008. "Structural reforms in Europe and the (in)coherence of institutions," CEPREMAP Working Papers (Docweb) 0809, CEPREMAP.
- Bruno Amable, 2009. "Structural reforms in Europe and the (in)coherence of institutions," Post-Print hal-00386454, HAL.
- Bruno Amable, 2008. "Structural reforms in Europe and the (in)coherence of institutions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00340417, HAL.
- Bruno Amable, 2009. "Structural reforms in Europe and the (in)coherence of institutions," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 25(1), pages 17-39, Spring.
- Bruno Amable, 2008. "Structural reforms in Europe and the (in)coherence of institutions," Documents de travail du Centre d'Economie de la Sorbonne r08063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Tobias Körner, 2017.
"Board Accountability and Risk Taking in Banking: Evidence from a Quasi-Experiment,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 52(3), pages 155-190, December.
- Körner, Tobias, 2012. "Board Accountability and Risk Taking in Banking – Evidence from a Quasi-Experiment," Ruhr Economic Papers 313, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Lars Norden & Martin Weber, 2010. "Funding Modes of German Banks: Structural Changes and their Implications," Journal of Financial Services Research, Springer;Western Finance Association, vol. 38(2), pages 69-93, December.
- Maug, Ernst & Dittmann, Ingolf & Schneider, Christoph, 2009.
"Bankers and the performance of German firms [Bankers on the boards of German firms : what they do, what they are worth, and why they are (still) there],"
Papers
07-40, Sonderforschungsbreich 504.
- Maug, Ernst & Dittmann, Ingolf & Schneider, Christoph, 2007. "Bankers and the Performance of German Firms," Sonderforschungsbereich 504 Publications 07-40, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Dam, Lammertjan & Koetter, Michael, 2011.
"Bank bailouts, interventions, and moral hazard,"
Discussion Paper Series 2: Banking and Financial Studies
2011,10, Deutsche Bundesbank.
- Lammertjan Dam & Michael Koetter, 2011. "Bank bailouts, interventions, and moral hazard," Proceedings 1131, Federal Reserve Bank of Chicago.
- Bersch, Johannes & Degryse, Hans & Kick, Thomas & Stein, Ingrid, 2019.
"The real effects of bank distress: Evidence from bank bailouts in Germany,"
ZEW Discussion Papers
19-041, ZEW - Leibniz Centre for European Economic Research.
- Bersch, Johannes & Degryse, Hans & Kick, Thomas & Stein, Ingrid, 2019. "The real effects of bank distress: Evidence from bank bailouts in Germany," Discussion Papers 38/2019, Deutsche Bundesbank.
- Bersch, Johannes & Degryse, Hans & Kick, Thomas & Stein, Ingrid, 2020. "The real effects of bank distress: Evidence from bank bailouts in Germany," Journal of Corporate Finance, Elsevier, vol. 60(C).
- Valérie Revest & Alessandro Sapio, 2012.
"Financing technology-based small firms in Europe: what do we know?,"
Post-Print
halshs-00606802, HAL.
- Valérie Revest & Alessandro Sapio, 2012. "Financing technology-based small firms in Europe: what do we know?," Small Business Economics, Springer, vol. 39(1), pages 179-205, July.
- Drobetz, Wolfgang & Erdmann, Thomas & Zimmermann, Heinz, 2007. "Predictability in the cross-section of European bank stock returns," Working papers 2007/21, Faculty of Business and Economics - University of Basel.
- Marsch, Katharina & Schmieder, Christian & Forster-van Aerssen, Katrin, 2007. "Banking consolidation and small businessfinance: empirical evidence for Germany," Discussion Paper Series 2: Banking and Financial Studies 2007,09, Deutsche Bundesbank.
- Daniel Porath, 2006. "Estimating probabilities of default for German savings banks and credit cooperatives," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 58(3), pages 214-233, July.
- Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2016.
"Banks and sovereign risk: A granular view,"
Journal of Financial Stability, Elsevier, vol. 25(C), pages 1-15.
- Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2015. "Banks and Sovereign Risk: A Granular View," IWH Discussion Papers 12/2015, Halle Institute for Economic Research (IWH).
- Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2013. "Banks and sovereign risk: A granular view," Discussion Papers 29/2013, Deutsche Bundesbank.
- Oliver Entrop & Marco Wilkens & Alexander Zeisler, 2009. "Quantifying the Interest Rate Risk of Banks: Assumptions Do Matter," European Financial Management, European Financial Management Association, vol. 15(5), pages 1001-1018, November.
- Köhler, Matthias, 2014. "Does non-interest income make banks more risky? Retail- versus investment-oriented banks," Review of Financial Economics, Elsevier, vol. 23(4), pages 182-193.
- Wiegand, Manuel, 2015. "Friendship and money, oil and water? Credit constraints and "Family and Friends" finance," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112965, Verein für Socialpolitik / German Economic Association.
- Höwer, Daniel, 2009. "From soft and hard-nosed bankers: bank lending strategies and the survival of financially distressed firms," ZEW Discussion Papers 09-059, ZEW - Leibniz Centre for European Economic Research.
- Martin Korpi, 2008. "Does size of local labour markets affect wage inequality? a rank-size rule of income distribution," Journal of Economic Geography, Oxford University Press, vol. 8(2), pages 211-237, March.
- Palea, Vera, 2013. "The Politics of Fair Value Reporting and the Governance of the Standards-Setting Process: Critical Issues and Pitfalls from a European Perspective," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201353, University of Turin.
- Behr, Patrick & Foos, Daniel & Norden, Lars, 2015.
"Cyclicality of SME lending and government involvement in banks,"
Discussion Papers
39/2015, Deutsche Bundesbank.
- Behr, Patrick & Foos, Daniel & Norden, Lars, 2017. "Cyclicality of SME lending and government involvement in banks," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 64-77.
- Körner, Tobias & Müller, Oliver & Paul, Stephan & Schmidt, Christoph M., 2013. "Supervisory Board Qualification of German Banks - Legal Standards and Survey Evidence," Ruhr Economic Papers 436, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Bleuel, Hans-H., 2009. "The German banking system and the global financial crisis: causes, developments and policy responses," Duesseldorf Working Papers in Applied Management and Economics 08, Duesseldorf University of Applied Sciences.
- Mueller, Elisabeth & Zimmermann, Volker, 2008.
"The importance of equity finance for R&D activity: are there differences between young and oldcompanies?,"
ZEW Discussion Papers
06-014 [rev.2], ZEW - Leibniz Centre for European Economic Research.
- Mueller, Elisabeth & Zimmermann, Volker, 2006. "The Importance of Equity Finance for R&D Activity: Are There Differences Between Young and OldCompanies?," ZEW Discussion Papers 06-014, ZEW - Leibniz Centre for European Economic Research.
- Zimmermann, Volker & Mueller, Elisabeth, 2007. "The Importance of Equity Finance for R&D Activity: Are There Differences Between Young and OldCompanies?," ZEW Discussion Papers 06-014 [rev.], ZEW - Leibniz Centre for European Economic Research.
- Vlado Kysucky & Lars Norden, 2016. "The Benefits of Relationship Lending in a Cross-Country Context: A Meta-Analysis," Management Science, INFORMS, vol. 62(1), pages 90-110, January.
- Michael Berlemann & Marco Oestmann & Marcel Thum, 2014.
"Demographic change and bank profitability: empirical evidence from German savings banks,"
Applied Economics, Taylor & Francis Journals, vol. 46(1), pages 79-94, January.
- Michael Berlemann & Marco Oestmann & Marcel Thum, 2010. "Demographic Change and Bank Profitability. Empirical Evidence from German Savings Banks," CESifo Working Paper Series 2911, CESifo.
- Adrian van Rixtel & Luna Romo González & Jing Yang, 2016.
"The determinants of long-term debt issuance by European banks: evidence of two crises,"
Working Papers
1621, Banco de España.
- Adrian Van Rixtel & Luna Romo González & Jing Yang, 2015. "The determinants of long-term debt issuance by European banks: evidence of two crises," BIS Working Papers 513, Bank for International Settlements.
- Nestmann, Thorsten, 2005. "German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment?," Discussion Paper Series 2: Banking and Financial Studies 2005,08, Deutsche Bundesbank.
- Andreas Hackethal & Reinhard H Schmidt, 2005. "Vers une mutation structurelle du système bancaire allemand ?," Revue d'Économie Financière, Programme National Persée, vol. 78(1), pages 125-169.
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