1.
Internal Models, Make Believe Prices, and Bond Market Cornering
Harvard Business School Working Paper
Number of pages: 61
Posted: 10 Mar 2020
Last Revised: 14 May 2020
Working Paper Series
Harvard University - Business School (HBS) and London Business School
Downloads
52
2.
Mornitoring, Forecasting and Optimization Technique When Multi-Variables Shift With Time
Number of pages: 27
Posted: 06 Mar 2020
Working Paper Series
Shanghai Second Polytechnic University
Downloads
5
3.
Dynamic Clustering of Multivariate Panel Data
Tinbergen Institute Discussion Paper 2020-009/III
Number of pages: 47
Posted: 05 Mar 2020
Working Paper Series
Vrije Universiteit Amsterdam - School of Business and Economics, Tinbergen Institute and European Central Bank (ECB) - Directorate General Research
Downloads
11
4.
The Cost of Debt for REITs: The Mortgage Puzzle
Journal of Real Estate Research, Forthcoming , Baruch College Zicklin School of Business Research Paper No. 2020-01-03
Number of pages: 39
Posted: 24 Feb 2020
Last Revised: 28 Feb 2020
Accepted Paper Series
Florida State University and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads
21
5.
Agree to Disagree: NAV Dispersion in REITs
Forthcoming in Journal of Real Estate Finance and Economics
Number of pages: 38
Posted: 24 Feb 2020
Accepted Paper Series
Florida State University, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads
20
6.
Advertising, Market Concentration, and Firm Performance on the Distribution System
The International Journal of Business and Finance Research, v. 13---(2) p. 21-31
Number of pages: 11
Posted: 11 Feb 2020
Accepted Paper Series
Howard University - School of Business - Department of Finance, International Business, and Insurance
Downloads
8
7.
Post-Crisis Changes in Global Bank Business Models: A New Taxonomy
IMF Working Paper No. 19/295
Number of pages: 35
Posted: 23 Jan 2020
Working Paper Series
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads
24
8.
Credit Risk in a Volatile Environment: A Case of Zimbabwe Commercial Banks
Number of pages: 89
Posted: 15 Jan 2020
Working Paper Series
Coverlink Microinsurance Pvt Ltd and affiliation not provided to SSRN
Downloads
10
9.
On the Interaction of Bank Liquidity and Capital (Presentation Slides)
Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 51
Posted: 14 Jan 2020
Working Paper Series
University of Limoges - Faculty of Law and Economic Science
Downloads
28
10.
Capital Gains Taxes and Trading Incentives
Number of pages: 55
Posted: 10 Jan 2020
Last Revised: 16 Jan 2020
Working Paper Series
Southern Methodist University (SMU) - Finance Department
Downloads
23
11.
Mandatory Auditor Reporting to Bank Supervisors
University of Miami Business School Research Paper No. 3510389
Number of pages: 63
Posted: 10 Jan 2020
Last Revised: 19 Feb 2020
Working Paper Series
Rice University - Jesse H. Jones Graduate School of Business, University of Miami, London Business School and European Economics & Financial Centre
Downloads
50
12.
Bank Funding Costs and Solvency
ECB Working Paper No. 2356
Number of pages: 39
Posted: 09 Jan 2020
Working Paper Series
European Central Bank (ECB), European Central Bank and Bank of England
Downloads
22
13.
Expected Losses, Unexpected Costs?
Number of pages: 79
Posted: 23 Dec 2019
Working Paper Series
London Business School
Downloads
95
14.
Believing in Bail-In? Market Discipline and the Pricing of Bail-In Bonds
BIS Working Paper No. 831
Number of pages: 36
Posted: 18 Dec 2019
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Reserve Bank of Australia
Downloads
42
15.
Credibility of Bank Resolution Regimes and Market Discipline: Evidence from Corporate Deposits
Number of pages: 25
Posted: 13 Dec 2019
Working Paper Series
Goethe University Frankfurt - Department of Finance and Faculty of Economics and Business Administration
Downloads
25
16.
How Have Banks Been Managing the Composition of High-Quality Liquid Assets?
Review, Vol. 101, Issue 3, pp. 177-201, 2019
Number of pages: 26
Posted: 06 Dec 2019
Accepted Paper Series
Federal Reserve Board - International Financial Transactions, Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads
35
17.
What Determines Debt Maturity?
Review, Vol. 101, Issue 3, pp. 155-176, 2019
Number of pages: 93
Posted: 06 Dec 2019
Accepted Paper Series
Washington University in St. Louis
Downloads
22
18.
Domestic Banks as Lightning Rods? Home Bias and Information During the Eurozone Crisis
CESifo Working Paper No. 7939
Number of pages: 40
Posted: 27 Nov 2019
Working Paper Series
University of Sussex
Downloads
14
19.
Distance Effects in CMBS Loan Pricing: Banks versus Non-Banks
Swiss Finance Institute Research Paper No. 19-58
Number of pages: 47
Posted: 07 Nov 2019
Working Paper Series
Maastricht University, Maastricht University, University of Zurich - Department of Banking and Finance and John Molson School of Business, Concordia University
Downloads
71
20.
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis
BAFFI CAREFIN Centre Research Paper No. 2019-122
Number of pages: 45
Posted: 31 Oct 2019
Working Paper Series
Bocconi University - Department of Finance, Bocconi University - CAREFIN - Centre for Applied Research in Finance and Bocconi University
Downloads
51
21.
Shocks Implication on the Fundamental Drivers of Pan-European Equity Reits: Volatility Connectedness
Number of pages: 40
Posted: 26 Oct 2019
Last Revised: 08 Nov 2019
Working Paper Series
Paris Dauphine University, LEDa-SDFi, Students, Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG) and Conservatoire National des Arts et Métiers (CNAM)
Downloads
41
22.
Beyond the Zero Lower Bound: Negative Policy Rates and Bank Lending
De Nederlandsche Bank Working Paper No. 649, September 2019
Number of pages: 84
Posted: 11 Oct 2019
Working Paper Series
De Nederlandsche Bank
Downloads
42
23.
CSR Disclosure and Benchmarking-Learning: Emissions Responses to Mandatory Greenhouse Gas Disclosure
SMU Cox School of Business Research Paper No. 19-17
Number of pages: 59
Posted: 02 Oct 2019
Working Paper Series
Southern Methodist University (SMU) - Accounting Department
Downloads
135
24.
Liquidity Transformation, Collateral Assets and Counterparties
Bank of England Working Paper No. 830, September 2019
Number of pages: 27
Posted: 30 Sep 2019
Working Paper Series
Reserve Bank of Australia and Bank of England
Downloads
6
25.
How Smart Is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs
BAFFI CAREFIN Centre Research Paper No. 2019-117
Number of pages: 41
Posted: 24 Sep 2019
Working Paper Series
Bocconi University - Department of Finance and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads
202
26.
Spillovers of Funding Dry-Ups
SAFE Working Paper No. 259 (2019)
Number of pages: 56
Posted: 10 Sep 2019
Working Paper Series
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
There are 2 versions of this paper
Spillovers of Funding Dry-Ups
SAFE Working Paper No. 259 (2019)
Number of pages: 56
Posted: 10 Sep 2019
Downloads
27
Downloads
7
Downloads
27
27.
Spillovers of Funding Dry-Ups
BIS Working Paper No. 810
Number of pages: 57
Posted: 09 Sep 2019
Working Paper Series
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
There are 2 versions of this paper
Spillovers of Funding Dry-Ups
SAFE Working Paper No. 259 (2019)
Number of pages: 56
Posted: 10 Sep 2019
Downloads
27
Downloads
7
Downloads
7
28.
Non-Salient Fees in the Mortgage Market
Bank of England Working Paper No. 819, September 2019
Number of pages: 61
Posted: 09 Sep 2019
Working Paper Series
Imperial College Business School
Downloads
13
29.
Super-Normal Profit in Real Estate Development
University of Connecticut School of Business Research Paper No. 19-14
Number of pages: 36
Posted: 05 Sep 2019
Last Revised: 10 Mar 2020
Working Paper Series
Massachusetts Institute of Technology (MIT), Aarhus University, Department of Economics & Business Economics and University of Connecticut - Department of Finance
Downloads
113
30.
Stealth Recapitalization and Bank Risk Taking: Evidence from TLTROs
Number of pages: 49
Posted: 24 Aug 2019
Last Revised: 16 Mar 2020
Working Paper Series
University of Michigan, Stephen M. Ross School of Business
Downloads
65
31.
Non-Salient Fees in the Mortgage Market
Number of pages: 60
Posted: 17 Aug 2019
Working Paper Series
Imperial College Business School
Downloads
45
32.
Private Deposit Insurance, Deposit Flows, and Bank Lending
Number of pages: 51
Posted: 15 Aug 2019
Working Paper Series
University of Bristol, University of Bristol and University of Bristol
Downloads
38
33.
The Anatomy of the Euro Area Interest Rate Swap Market
SAFE Working Paper No. 255, 2019
Number of pages: 60
Posted: 08 Aug 2019
Working Paper Series
USI Lugano, European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
There are 2 versions of this paper
The Anatomy of the Euro Area Interest Rate Swap Market
ECB Working Paper No. 2242 (2019); ISBN 978-92-899-3504-3
Number of pages: 70
Posted: 19 Feb 2019
Downloads
289
The Anatomy of the Euro Area Interest Rate Swap Market
SAFE Working Paper No. 255, 2019
Number of pages: 60
Posted: 08 Aug 2019
Downloads
31
Downloads
31
34.
Investors’ Financial Health and Municipal Bond Liquidity Risk
Number of pages: 45
Posted: 10 Jul 2019
Working Paper Series
Nanyang Technological University (NTU) - Division of Banking & Finance, Nanyang Technological University (NTU) - Nanyang Business School and Fudan University - School of Economics
Downloads
28
35.
Bank Concentration, Mortgage Lending and House Prices
Number of pages: 44
Posted: 12 Jun 2019
Last Revised: 23 Mar 2020
Working Paper Series
Goethe University Frankfurt
Downloads
34
36.
Going the Extra Mile: Distant Lending and Credit Cycles
CFS Working Paper, No. 623, 2019
Number of pages: 67
Posted: 10 Jun 2019
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
There are 3 versions of this paper
Going the Extra Mile: Distant Lending and Credit Cycles
Number of pages: 90
Posted: 13 Nov 2018
Last Revised: 04 Sep 2019
Downloads
417
Going the Extra Mile: Distant Lending and Credit Cycles
CFS Working Paper, No. 623, 2019
Number of pages: 67
Posted: 10 Jun 2019
Downloads
115
Going the Extra Mile: Distant Lending and Credit Cycles
NBER Working Paper No. w25196
Number of pages: 91
Posted: 29 Oct 2018
Downloads
14
Downloads
115
37.
Is there a Benefit from Reduced Regulation on Small Banks?
Number of pages: 50
Posted: 06 Jun 2019
Working Paper Series
University of Edinburgh - Business School and University of Leeds - Division of Accounting and Finance
Downloads
97
38.
Corporate Assets and Enhancing Firm Value: Evidence from the Market for Bank Branches in the US
Journal of Financial Services Research, Forthcoming
Number of pages: 51
Posted: 30 May 2019
Accepted Paper Series
Florida International University
Downloads
13
39.
Liquidity Risk and Funding Cost
University of St.Gallen, School of Finance Research Paper No. 2019/03 , Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 66
Posted: 20 May 2019
Last Revised: 01 Oct 2019
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads
198
40.
Monetary Policy, Credit Institutions and the Bank Lending Channel in the Euro Area
ECB Occasional Paper No. 222 (2019); ISBN 978-92-899-3687-3
Number of pages: 47
Posted: 07 May 2019
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads
44
41.
How Banks Exploit Reporting Rules to Cover Up Their Leverage Risk
Number of pages: 49
Posted: 04 Apr 2019
Last Revised: 06 Dec 2019
Working Paper Series
Goethe University Frankfurt - Department of Finance
Downloads
32
42.
Risk Taking and Low Longer-Term Interest Rates: Evidence from the U.S. Syndicated Term Loan Market
Journal of Banking and Finance, Forthcoming
Number of pages: 68
Posted: 28 Mar 2019
Accepted Paper Series
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
There are 2 versions of this paper
Risk Taking and Low Longer-Term Interest Rates: Evidence from the U.S. Syndicated Loan Market
FEDS Working Paper No. 2015-068, http://dx.doi.org/10.17016/FEDS.2015.068
Number of pages: 45
Posted: 21 Sep 2015
Last Revised: 19 Jun 2017
Downloads
141
Risk Taking and Low Longer-Term Interest Rates: Evidence from the U.S. Syndicated Term Loan Market
Journal of Banking and Finance, Forthcoming
Number of pages: 68
Posted: 28 Mar 2019
Downloads
31
Downloads
31
43.
Regulatory Limits to Risk Management
Harvard Business School Working Paper
Number of pages: 87
Posted: 26 Mar 2019
Last Revised: 14 May 2020
Working Paper Series
Harvard University - Business School (HBS)
Downloads
288
44.
The Role of Financial Conditions in Portfolio Choices: The Case of Insurers
NBER Working Paper No. w25677
Number of pages: 59
Posted: 26 Mar 2019
Last Revised: 26 Mar 2019
Working Paper Series
New York University (NYU) - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads
2
45.
Insurance in the Financial System
Number of pages: 76
Posted: 14 Mar 2019
Working Paper Series
University of St. Gallen - I.VW-HSG
Downloads
28
46.
The Role of Financial Conditions in Portfolio Choices: The Case of Insurers
Fisher College of Business Working Paper No. 2019-03-006, Charles A. Dice Working Paper No. 2019-06, NYU Stern School of Business
Number of pages: 59
Posted: 14 Mar 2019
Last Revised: 31 Mar 2020
Working Paper Series
New York University, Stern School of Business and Ohio State University (OSU) - Department of Finance
Downloads
193
47.
Dynamic Regulatory Distortions: Coal Procurement at U.S. Power Plants
Number of pages: 104
Posted: 21 Feb 2019
Last Revised: 21 Jan 2020
Working Paper Series
Carnegie Mellon University
Downloads
55
48.
The Impact of Dividend Reinvestment Plans on Firm Payout Choices—Evidence from Real Estate Investment Trusts
Real Estate Economics, Vol. 47, Issue 1, pp. 178-213, 2019
Number of pages: 36
Posted: 20 Feb 2019
Accepted Paper Series
UQ Business School, University of Cincinnati - Department of Finance, Real Estate, and Insurance and Risk Management, University of Cincinnati and University of Cincinnati
Downloads
1
49.
NAV Premiums & REIT Property Transactions
Real Estate Economics, Vol. 47, Issue 1, pp. 138-177, 2019
Number of pages: 40
Posted: 20 Feb 2019
Accepted Paper Series
Pepperdine Graziadio Business School and Georgia State University
50.
Shareholder Activism in REITs
Real Estate Economics, Vol. 47, Issue 1, pp. 66-103, 2019
Number of pages: 38
Posted: 20 Feb 2019
Accepted Paper Series
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, Virginia Commonwealth University (VCU) - School of Business and Virginia Commonwealth University School of Business
There are 2 versions of this paper
Shareholder Activism in REITs
Real Estate Economics, Forthcoming
Number of pages: 43
Posted: 12 Feb 2018
Last Revised: 25 Mar 2018
Downloads
70
Shareholder Activism in REITs
Real Estate Economics, Vol. 47, Issue 1, pp. 66-103, 2019
Number of pages: 38
Posted: 20 Feb 2019
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