Viewing: 1 - 39 of 39 papers
1.
Does Contingent Capital Induce Excessive Risk-Taking?
Journal of Financial Intermediation, Forthcoming
Number of pages: 55
Posted: 17 Nov 2010
Last Revised: 11 Feb 2015
Working Paper Series
Frankfurt School of Finance & Management and Technische Universität München (TUM)
Downloads
1,591
2.
Shadow Banking and Financial Stability: European Money Market Funds in the Global Financial Crisis
Journal of International Money and Finance, Vol. 32, 2013
Number of pages: 17
Posted: 02 Mar 2011
Last Revised: 11 Feb 2014
Accepted Paper Series
Halmstad University
Downloads
1,222
3.
Loan-to-Value Ratio as a Macroprudential Tool - Hong Kong's Experience and Cross-Country Evidence
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 37
Posted: 25 Feb 2011
Working Paper Series
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads
839
4.
Minsky’s Financial Instability Hypothesis and the Leverage Cycle
London School of Economics FMG Special Paper
Number of pages: 44
Posted: 02 Mar 2011
Last Revised: 06 Dec 2011
Working Paper Series
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
Downloads
836
5.
The Determinants of Bank Liquidity
Number of pages: 22
Posted: 04 Apr 2013
Working Paper Series
Bank Indonesia
Downloads
790
6.
Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley Act
Review of Financial Studies, 2015, vol. 28, no. 10, pp. 2812-2858, UNSW Australian School of Business Research Paper No. 2013 BFIN 05, Stevens Institute of Technology School of Business Research Paper
Number of pages: 65
Posted: 01 Apr 2013
Last Revised: 18 Jan 2018
Accepted Paper Series
Stevens Institute of Technology, UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads
744
7.
Googling SIFIs
Systemic Risk: Liquidity Risk, Governance and Financial Stability, Forthcoming
Number of pages: 31
Posted: 25 Oct 2012
Last Revised: 24 Apr 2014
Accepted Paper Series
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Federal Reserve Board and Vlerick Business School
Downloads
725
8.
What Constrains Liquidity Provision? Evidence From Hedge Fund Trades
Systemic Risk: Liquidity Risk, Governance and Financial Stability, 2013, Swiss Finance Institute Research Paper No. 13-10
Number of pages: 43
Posted: 26 Mar 2013
Last Revised: 31 Mar 2019
Working Paper Series
USI Lugano, USI Lugano and Swiss Finance Institute
There are 3 versions of this paper
What Constrains Liquidity Provision? Evidence From Hedge Fund Trades
Systemic Risk: Liquidity Risk, Governance and Financial Stability, 2013, Swiss Finance Institute Research Paper No. 13-10
Number of pages: 43
Posted: 26 Mar 2013
Last Revised: 31 Mar 2019
Downloads
505
What Constrains Liquidity Provision? Evidence From Hedge Fund Trades
Number of pages: 45
Posted: 04 Oct 2013
Last Revised: 11 Nov 2014
Downloads
83
What Constrains Liquidity Provision? Evidence from Hedge Fund Trades
CEPR Discussion Paper No. DP13645
Number of pages: 46
Posted: 09 Apr 2019
Downloads
1
Downloads
505
9.
Asset Pricing with Downside Liquidity Risks
Management Science, Forthcoming
Number of pages: 46
Posted: 22 Dec 2012
Last Revised: 24 Dec 2015
Accepted Paper Series
The University of Sydney and University of Technology Sydney (UTS)
Downloads
464
10.
Measuring Systemic Risk and Financial Linkages in the Thai Banking System
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 43
Posted: 01 Mar 2011
Working Paper Series
Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads
455
11.
Asymmetric Covar: An Application to International Banking
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 35
Posted: 02 Mar 2011
Working Paper Series
University of Navarra, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
Downloads
322
12.
Managerial Incentives, Market Power and Bank Risk-Taking
Finance and Corporate Governance Conference 2010 Paper, Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 30
Posted: 15 Jan 2010
Last Revised: 29 Jun 2011
Working Paper Series
University of Queensland - Finance, Department of Banking and Finance and affiliation not provided to SSRN
There are 2 versions of this paper
Managerial Incentives, Market Power and Bank Risk-Taking
Finance and Corporate Governance Conference 2010 Paper, Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 30
Posted: 15 Jan 2010
Last Revised: 29 Jun 2011
Downloads
320
Managerial Incentives, Market Power, and Bank Risk-Taking
Number of pages: 33
Posted: 31 Jul 2011
Downloads
237
Downloads
320
13.
A Network Model for Bank Lending Capacity
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 17
Posted: 02 Mar 2011
Last Revised: 02 May 2011
Working Paper Series
Aarhus University and Georgia Institute of Technology
Downloads
313
14.
The Influence of Risk Governance on Risk Outcomes - International Evidence
Macquarie Applied Finance Centre Research Paper No. 37, November 2012, Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 53
Posted: 10 Dec 2012
Last Revised: 29 Mar 2013
Working Paper Series
Technical University Munich and Macquarie University Department of Applied Finance
Downloads
283
15.
Xtreme Credit Risk Models: Implications for Bank Capital Buffers
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 22
Posted: 01 Mar 2011
Working Paper Series
School of Mathematics and Statistics, The University of Sydney, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads
251
16.
Financial Crises and Adequacy of Regulatory Responses
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 25
Posted: 02 Mar 2011
Working Paper Series
University of St. Gallen and University of St. Gallen - School of Finance
Downloads
225
17.
Pricing Parisian Options: The Extended Binomial Tree vs. Monte-Carlo Simulation
Number of pages: 16
Posted: 02 Apr 2013
Working Paper Series
Illinois Institute of Technology
Downloads
215
18.
Independent Directors and Risk Taking: Evidence from Listed US Insurance Companies
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 46
Posted: 03 Apr 2013
Last Revised: 28 Jun 2013
Working Paper Series
Torrens University Australia, Monash University - Department of Banking and Finance and Monash Business School, Monash University
There are 2 versions of this paper
Independent Directors and Risk Taking: Evidence from Listed US Insurance Companies
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 46
Posted: 03 Apr 2013
Last Revised: 28 Jun 2013
Downloads
171
Independent Directors and Risk Taking: Evidence from Listed US Insurance Companies
26th Australasian Finance and Banking Conference 2013
Number of pages: 46
Posted: 27 Aug 2013
Downloads
164
Downloads
171
19.
Incentives Through the Cycle: Microfounded Macroprudential Regulation
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 18
Posted: 22 Jan 2011
Last Revised: 01 Mar 2013
Working Paper Series
Bank of Italy and European Banking Authority
Downloads
161
20.
Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 43
Posted: 03 Mar 2011
Working Paper Series
University of Melbourne and Tilburg University - Center for Economic Research (CentER)
There are 2 versions of this paper
Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 43
Posted: 03 Mar 2011
Downloads
140
Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation
Netspar Discussion Paper No. 12/2009-054
Number of pages: 44
Posted: 25 Mar 2010
Last Revised: 14 Jan 2012
Downloads
40
Downloads
140
21.
Sentiment in Financial News and the Application of Portfolio Management
Number of pages: 44
Posted: 02 Apr 2013
Working Paper Series
Ming Chuan University - Department of Finance, National Kaohsiung University of Science and Technology and National Taiwan University, Department of Finance, Students
Downloads
132
22.
Do Interbank Customer Relationships Exist? And How Did They Function Over the Crisis? Learning from Italy
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 40
Posted: 28 Feb 2011
Last Revised: 03 Jun 2011
Working Paper Series
Bank of Italy
Downloads
128
23.
Systematic Liquidity and the Funding Liquidity Hypothesis
Journal of Banking and Finance, Forthcoming, Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 57
Posted: 04 Apr 2013
Last Revised: 10 Oct 2014
Accepted Paper Series
Eastspring Investment, Faculty of Business Administration, University of Macau and The Chinese University of Hong Kong, Shenzhen
Downloads
124
24.
Identifying Banking Crises Dates
Systemic Risk, Basel III, Financial Stability and Regulation, 2011
Number of pages: 31
Posted: 01 Mar 2011
Last Revised: 26 Oct 2011
Working Paper Series
Monash University, The University of Western Australia and Monash University
Downloads
112
25.
The Impact of Liquidity on Senior Credit Spreads During the Subprime Crisis
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 65
Posted: 30 Mar 2013
Last Revised: 08 Jul 2013
Working Paper Series
University of Reading - ICMA Centre
Downloads
110
26.
Bank Risk and National Governance in Asia
Systemic Risk: Liquidity Risk, Governance and Financial Stability Conference
Number of pages: 39
Posted: 27 Mar 2013
Last Revised: 11 Aug 2014
Working Paper Series
Department of Banking and Finance
Downloads
109
27.
Financial Deepening and Social Capital.
Number of pages: 36
Posted: 23 Aug 2011
Last Revised: 24 May 2013
Working Paper Series
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Università Politecnica delle Marche and MoFiR
Downloads
104
28.
Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 72
Posted: 31 Mar 2013
Working Paper Series
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)
There are 2 versions of this paper
Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 72
Posted: 31 Mar 2013
Downloads
98
Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools
FRB of Cleveland Working Paper No. 13-09
Number of pages: 74
Posted: 15 Nov 2013
Downloads
52
Downloads
98
29.
Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 25
Posted: 02 Apr 2013
Working Paper Series
University of New South Wales, Deakin University - Department of Accounting and University of Texas at Arlington - Department of Accounting
There are 2 versions of this paper
Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies
Number of pages: 27
Posted: 17 Aug 2015
Last Revised: 26 Aug 2015
Downloads
46
Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies
Number of pages: 25
Posted: 18 Aug 2013
Downloads
19
Downloads
89
30.
Re-examining the Futures Market Efficiency using a New Approach in the Presence of a Time-Varying Risk Premium
Number of pages: 46
Posted: 14 Mar 2013
Last Revised: 30 Oct 2014
Working Paper Series
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
Downloads
76
31.
Measuring Systemic Risk-Adjusted Liquidity (SRL) — A Model Approach
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 52
Posted: 01 Apr 2013
Last Revised: 16 May 2014
Working Paper Series
International Monetary Fund (IMF) - European Department
There are 2 versions of this paper
Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach
IMF Working Paper No. 12/209
Number of pages: 70
Posted: 09 Apr 2013
Downloads
206
Measuring Systemic Risk-Adjusted Liquidity (SRL) — A Model Approach
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 52
Posted: 01 Apr 2013
Last Revised: 16 May 2014
Downloads
74
Downloads
74
32.
Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
Number of pages: 44
Posted: 28 Mar 2013
Working Paper Series
Bank of Italy
There are 4 versions of this paper
Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
Number of pages: 44
Posted: 28 Mar 2013
Downloads
60
Central Bank Refinancing, Interbank Markets and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
ECB Working Paper No. 1607
Number of pages: 50
Posted: 08 Nov 2013
Downloads
31
Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
Bank of Italy Temi di Discussione (Working Paper) No. 928
Number of pages: 52
Posted: 23 Nov 2013
Downloads
31
Central Bank Refinancing, Interbank Markets, and the Hypothesis of Liquidity Hoarding: Evidence from a Euro-Area Banking System
Number of pages: 40
Posted: 06 Oct 2015
Downloads
22
Downloads
60
33.
Macs and PCs: Observations of the Canadian, U.S., and Global Financial Systems
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 27
Posted: 02 Mar 2011
Working Paper Series
Ryerson University
Downloads
51
34.
The State-Contingent Link between Market Illiquidity and Economic Growth
Number of pages: 24
Posted: 17 Feb 2013
Working Paper Series
Macquarie University, Macquarie Business School
Downloads
42
35.
Determinants of Financial Stress in Emerging Market Economies
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 27
Posted: 03 Apr 2013
Working Paper Series
Asian Development Bank and Asian Development Bank
There are 2 versions of this paper
Determinants of Financial Stress in Emerging Market Economies
Asian Development Bank Economics Working Paper Series No. 356
Number of pages: 47
Posted: 19 Jul 2013
Last Revised: 29 May 2018
Downloads
77
Determinants of Financial Stress in Emerging Market Economies
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 27
Posted: 03 Apr 2013
Downloads
13
Downloads
13
36.
Risky Adjustments or Adjustments to Risks: Decomposing Bank Leverage
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 61
Posted: 20 Feb 2013
Working Paper Series
Bank for International Settlements (BIS)
Downloads
10
37.
The ‘Celtic Case’: Guarantees, Transparency and Dual Debt Crises
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 50
Posted: 01 Apr 2013
Working Paper Series
Technische Universität Berlin (TU Berlin), Deutsche Bundesbank and Berlin Institute of Technology
Downloads
6
38.
Bank Opacity and Information Asymmetry around Quarterly Earnings Announcements
Posted: 30 Mar 2013
Last Revised: 28 Oct 2014
Working Paper Series
Queensland University of Technology - School of Economics and Finance
39.
Financial Crisis, Temporary Liquidity Guarantee Program, and the Impacts on the Fixed Income Markets
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Posted: 01 Apr 2013
Working Paper Series
Pennsylvania State University, University of St Thomas and University of North Carolina (UNC) at Charlotte - Department of Finance
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