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SSRN eLibrary Search Results
Systemic Risk Conferences
10,278 Total downloads
Showing Papers 1 - 37 of 37
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Systematic Liquidity and the Funding Liquidity HypothesisJournal of Banking and Finance, Forthcoming, Systemic Risk: Liquidity Risk, Governance and Financial Stability Xiaolin Qian, Lewis Tam and Bohui Zhang University of Macau, Faculty of Business Administration, University of Macau and University of New South Wales (UNSW) - School of Banking and Finance Date Posted: April 04, 2013 Last Revised: October 10, 2014 Accepted Paper Series 112 downloads
The Determinants of Bank LiquidityGantiah Wuryandani Bank Indonesia Date Posted: April 04, 2013 Working Paper Series 630 downloads
Independent Directors and Risk Taking: Evidence from Listed US Insurance CompaniesSystemic Risk: Liquidity Risk, Governance and Financial Stability Jyotirmoy Podder, Michael T. Skully and Kym Brown Torrens University Australia, Monash University - Department of Banking and Finance and Monash University - Department of Accounting Date Posted: April 03, 2013 Last Revised: June 28, 2013 Working Paper Series 152 downloads
Sentiment in Financial News and the Application of Portfolio ManagementRalph Lu, Yu-Chen Wei and Yen-Ju Hsu Ming Chuan University - Department of Finance, National Kaohsiung First University of Science and Technology and National Taiwan University, Department of Finance, Students Date Posted: April 02, 2013 Working Paper Series 121 downloads
Stock Price Informativeness and Output Growth: Some Evidence from Emerging EconomiesSystemic Risk: Liquidity Risk, Governance and Financial Stability Fang Chin Cheng, Ferdinand A. Gul and Bin Srinidhi University of New South Wales, Deakin University - Department of Accounting and University of Texas at Arlington - Department of Accounting Date Posted: April 02, 2013 Working Paper Series 80 downloads
Pricing Parisian Options: The Extended Binomial Tree vs. Monte-Carlo SimulationTao L. Wu Illinois Institute of Technology Date Posted: April 02, 2013 Working Paper Series 181 downloads
Measuring Systemic Risk-Adjusted Liquidity (SRL) — A Model ApproachSystemic Risk: Liquidity Risk, Governance and Financial Stability Andreas (Andy) Jobst World Bank Group Date Posted: April 01, 2013 Last Revised: May 16, 2014 Working Paper Series 66 downloads
The ‘Celtic Case’: Guarantees, Transparency and Dual Debt CrisesSystemic Risk: Liquidity Risk, Governance and Financial Stability Philipp König, Kartik Anand and Frank Heinemann Technische Universität Berlin (TU Berlin), Deutsche Bundesbank and Berlin Institute of Technology Date Posted: April 01, 2013 Working Paper Series 5 downloads
Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley ActReview of Financial Studies, 2015, vol. 28, no. 10, pp. 2812-2858, UNSW Australian School of Business Research Paper No. 2013 BFIN 05 Suman Banerjee, Mark Humphery-Jenner and Vikram K. Nanda Stevens Institute of Technology, UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics Date Posted: April 01, 2013 Last Revised: September 15, 2016 Accepted Paper Series 613 downloads Financial Crisis, Temporary Liquidity Guarantee Program, and the Impacts on the Fixed Income Markets Systemic Risk: Liquidity Risk, Governance and Financial Stability Brent W. Ambrose, Yiying Cheng and Tao-Hsien Dolly King Pennsylvania State University, University of St Thomas and University of North Carolina (UNC) at Charlotte - Department of Finance Date Posted: April 01, 2013 Working Paper Series
Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning ToolsSystemic Risk: Liquidity Risk, Governance and Financial Stability Mikhail V. Oet, Stephen J. Ong and Dieter Gramlich Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW) Date Posted: March 31, 2013 Working Paper Series 86 downloads Bank Opacity and Information Asymmetry around Quarterly Earnings Announcements Tanvir Ansari Queensland University of Technology - School of Economics and Finance Date Posted: March 30, 2013 Last Revised: October 28, 2014 Working Paper Series
The Impact of Liquidity on Senior Credit Spreads During the Subprime CrisisSystemic Risk: Liquidity Risk, Governance and Financial Stability Miriam Marra University of Reading - ICMA Centre Date Posted: March 30, 2013 Last Revised: July 08, 2013 Working Paper Series 100 downloads
Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking SystemMassimiliano Affinito Bank of Italy Date Posted: March 28, 2013 Working Paper Series 56 downloads
Bank Risk and National Governance in AsiaSystemic Risk: Liquidity Risk, Governance and Financial Stability Conference Barry Williams Department of Banking and Finance Date Posted: March 27, 2013 Last Revised: August 11, 2014 Working Paper Series 100 downloads
What Constrains Liquidity Provision? Evidence From Hedge Fund TradesSystemic Risk: Liquidity Risk, Governance and Financial Stability, 2013, Swiss Finance Institute Research Paper No. 13-10 Francesco A. Franzoni and Alberto Plazzi USI Lugano and USI-Lugano Date Posted: March 26, 2013 Last Revised: July 03, 2015 Working Paper Series 434 downloads
Re-examining the Futures Market Efficiency using a New Approach in the Presence of a Time-Varying Risk PremiumDuminda Kuruppuarachchi, Hai Lin and I. M. Premachandra University of Otago - Department of Accountancy and Finance, Victoria University of Wellington - School of Economics & Finance and University of Otago - Department of Accountancy and Finance Date Posted: March 14, 2013 Last Revised: October 30, 2014 Working Paper Series 58 downloads
The State-Contingent Link between Market Illiquidity and Economic GrowthAlan Rai Macquarie University, Faculty of Business and Economics Date Posted: February 17, 2013 Working Paper Series 34 downloads
Asset Pricing with Downside Liquidity RisksManagement Science, Forthcoming Sean A. Anthonisz and Tālis J. Putniņš The University of Sydney and University of Technology Sydney - UTS Business School Date Posted: December 22, 2012 Last Revised: December 24, 2015 Accepted Paper Series 399 downloads
The Influence of Risk Governance on Risk Outcomes - International EvidenceMacquarie Applied Finance Centre Research Paper No. 37, November 2012, Systemic Risk: Liquidity Risk, Governance and Financial Stability Anna Lingel and Elizabeth A. Sheedy Technical University Munich and Macquarie University Department of Applied Finance and Actuarial Studies Date Posted: December 10, 2012 Last Revised: March 29, 2013 Working Paper Series 184 downloads
Googling SIFIsSystemic Risk: Liquidity Risk, Governance and Financial Stability, Forthcoming Mardi Dungey, Matteo Luciani and David Veredas University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Federal Reserve Board and Vlerick Business School Date Posted: October 25, 2012 Last Revised: April 24, 2014 Accepted Paper Series 650 downloads
Financial Deepening and Social Capital.Francesco Marchionne and Alberto Niccoli Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Università Politecnica delle Marche and MoFiR Date Posted: August 23, 2011 Last Revised: May 24, 2013 Working Paper Series 99 downloads
Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type RegulationSystemic Risk, Basel III, Financial Stability and Regulation 2011 Zhen Shi and Bas J. M. Werker University of Melbourne and Tilburg University - Center for Economic Research (CentER) Date Posted: March 03, 2011 Working Paper Series 131 downloads
Financial Crises and Adequacy of Regulatory ResponsesSystemic Risk, Basel III, Financial Stability and Regulation 2011 Andreas Walter Mattig and Stefan Morkoetter University of St. Gallen and University of St. Gallen - School of Finance Date Posted: March 02, 2011 Working Paper Series 217 downloads
A Network Model for Bank Lending CapacitySystemic Risk, Basel III, Financial Stability and Regulation 2011 Christian Schmaltz and Sebastian Pokutta University of Aarhus and Georgia Institute of Technology Date Posted: March 02, 2011 Last Revised: May 02, 2011 Working Paper Series 287 downloads
Asymmetric Covar: An Application to International BankingSystemic Risk, Basel III, Financial Stability and Regulation 2011 Germán López-Espinosa, Antonio Moreno, Antonio Rubia Serrano and Laura Valderrama University of Navarra, University of Navarra - Faculty of Economics and Business, University of Alicante, Department of Financial Economics and International Monetary Fund (IMF) - Western Hemisphere Department Date Posted: March 02, 2011 Working Paper Series 298 downloads
Macs and PCs: Observations of the Canadian, U.S., and Global Financial SystemsSystemic Risk, Basel III, Financial Stability and Regulation 2011 Patricia A. McGraw Ryerson University Date Posted: March 02, 2011 Working Paper Series 45 downloads
Minsky’s Financial Instability Hypothesis and the Leverage CycleLondon School of Economics FMG Special Paper Sudipto Bhattacharya, Dimitrios P. Tsomocos, Charles Goodhart and Alexandros Vardoulakis London School of Economics, University of Oxford - Said Business School and St. Edmund Hall, London School of Economics & Political Science (LSE) - Financial Markets Group and Board of Governors of the Federal Reserve System Date Posted: March 02, 2011 Last Revised: December 06, 2011 Working Paper Series 690 downloads
Shadow Banking and Financial Stability: European Money Market Funds in the Global Financial CrisisJournal of International Money and Finance, Vol. 32, 2013 Elias Bengtsson Sveriges Riksbank Date Posted: March 02, 2011 Last Revised: February 11, 2014 Accepted Paper Series 1094 downloads
Identifying Banking Crises DatesSystemic Risk, Basel III, Financial Stability and Regulation, 2011 Pearpilai Jutasompakorn, Sirimon Treepongkaruna and Robert D. Brooks Monash University, University of Western Australia and Monash University Date Posted: March 01, 2011 Last Revised: October 26, 2011 Working Paper Series 101 downloads
Measuring Systemic Risk and Financial Linkages in the Thai Banking SystemSystemic Risk, Basel III, Financial Stability and Regulation 2011 Rungporn Roengpitya and Phurichai Rungcharoenkitkul Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department Date Posted: March 01, 2011 Working Paper Series 361 downloads
Xtreme Credit Risk Models: Implications for Bank Capital BuffersSystemic Risk, Basel III, Financial Stability and Regulation 2011 David E. Allen, Akhmad Kramadibrata, Robert J. Powell and Abhay Kumar-Singh University of South Australia, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University Date Posted: March 01, 2011 Working Paper Series 236 downloads
Do Interbank Customer Relationships Exist? And How Did They Function Over the Crisis? Learning from ItalySystemic Risk, Basel III, Financial Stability and Regulation 2011 Massimiliano Affinito Bank of Italy Date Posted: February 28, 2011 Last Revised: June 03, 2011 Working Paper Series 117 downloads
Loan-to-Value Ratio as a Macroprudential Tool - Hong Kong's Experience and Cross-Country EvidenceSystemic Risk, Basel III, Financial Stability and Regulation 2011 T. C. Wong, Tom Fong, Ka-Fai Li and Henry Choi Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority Date Posted: February 25, 2011 Working Paper Series 636 downloads
Incentives Through the Cycle: Microfounded Macroprudential RegulationSystemic Risk, Basel III, Financial Stability and Regulation 2011 Giovanni di Iasio and Mario Quagliariello Bank of Italy and European Banking Authority Date Posted: January 22, 2011 Last Revised: March 01, 2013 Working Paper Series 156 downloads
Does Contingent Capital Induce Excessive Risk-Taking?Journal of Financial Intermediation, Forthcoming Tobias Berg and Christoph Kaserer Frankfurt School of Finance & Management and Technische Universität München (TUM) Date Posted: November 17, 2010 Last Revised: February 11, 2015 Working Paper Series 1450 downloads
Managerial Incentives, Market Power and Bank Risk-TakingFinance and Corporate Governance Conference 2010 Paper, Systemic Risk, Basel III, Financial Stability and Regulation 2011 Mamiza Haq, Barry Williams and Shams Pathan University of Queensland - Finance, Department of Banking and Finance and University of Queensland - Business School Date Posted: January 15, 2010 Last Revised: June 29, 2011 Working Paper Series 299 downloads |
