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105,555 Total downloads

Viewing: 1 - 50 of 529 papers

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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)

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 3 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper