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Market-based measures of bank risk and bank aggressiveness

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  • Knaup, M.

    (Tilburg University, School of Economics and Management)

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  • Knaup, M., 2011. "Market-based measures of bank risk and bank aggressiveness," Other publications TiSEM cff93cd4-1955-40ab-a3c0-a, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:cff93cd4-1955-40ab-a3c0-a5bac92a8a97
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1321843/M_Knaup_dissertation.pdf
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    References listed on IDEAS

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    1. Timothy W. Koch & Larry D. Wall, 2000. "Bank loan-loss accounting: a review of theoretical and empirical evidence," Economic Review, Federal Reserve Bank of Atlanta, vol. 85(Q2), pages 1-20.
    2. David C. Wheelock & Paul W. Wilson, 2000. "Why do Banks Disappear? The Determinants of U.S. Bank Failures and Acquisitions," The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 127-138, February.
    3. John B. Taylor, 2009. "The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong," NBER Working Papers 14631, National Bureau of Economic Research, Inc.
    4. Thomas, Hugh & Wang, Zhiqiang, 2004. "The integration of bank syndicated loan and junk bond markets," Journal of Banking & Finance, Elsevier, vol. 28(2), pages 299-329, February.
    5. Smirlock, Michael & Kaufold, Howard, 1987. "Bank Foreign Lending, Mandatory Disclosure Rules, and the Reaction of Bank Stock Prices to the Mexican Debt Crisis," The Journal of Business, University of Chicago Press, vol. 60(3), pages 347-364, July.
    6. Wagner, Wolf, 2007. "The liquidity of bank assets and banking stability," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 121-139, January.
    7. Wei-Ling Song, 2004. "Competition and Coalition among Underwriters: The Decision to Join a Syndicate," Journal of Finance, American Finance Association, vol. 59(5), pages 2421-2444, October.
    8. Wagner, Wolf, 2008. "The homogenization of the financial system and financial crises," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 330-356, July.
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    Cited by:

    1. Johannes Vilsmeier, 2011. "Updating the Option Implied Probability of Default Methodology," Working Papers 107, Bavarian Graduate Program in Economics (BGPE).
    2. Vilsmeier, Johannes, 2011. "Updating the Option Implied Probability of Default Methodology," University of Regensburg Working Papers in Business, Economics and Management Information Systems 462, University of Regensburg, Department of Economics.

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