Measuring too-big-to-fail funding advantages from small banks’ CDS spreads
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Cited by:
- Jean-Loup, Soula, 2017.
"Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 302-313.
- Jean-Loup SOULA, 2015. "Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?," Working Papers of LaRGE Research Center 2015-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Patricia Palhau Mora, 2018. "The “Too Big to Fail” Subsidy in Canada: Some Estimates," Staff Working Papers 18-9, Bank of Canada.
- Tijmen Daniels & Shahin Kamalodin, 2016. "The Return on Equity of Large Dutch Banks," DNB Occasional Studies 1405, Netherlands Central Bank, Research Department.
- Naqvi, Hassan & Pungaliya, Raunaq, 2023. "Bank size and the transmission of monetary policy: Revisiting the lending channel," Journal of Banking & Finance, Elsevier, vol. 146(C).
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More about this item
Keywords
Too big to fail; credit default swaps; bank funding; costs of crisis;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2015-04-02 (Financial Markets)
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