Alcala 50
Madrid 28014
Spain
Banco de España
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Credit Default Swap Prices, Databases, Liquidity
Credit Default Swap prices, Databases, Liquidity
credit default swap prices, databases, liquidity
Sovereign Credit Default Swaps, Sovereign Bonds, Credit Spreads, Price Discovery
Systemic risk, derivatives, Shapley value
Sovereign CDS, comovements, commonalities, dealers
Sovereign CDS, Comovements, Commonalities, Dealers
Financial Conglomerates, Mutual Funds, Agency Conflicts, Financial Crisis, Sovereign Debt Crisis
Persistent Mispricings, Credit Derivatives, Credit Spreads, Subsampling
negative interest rates, negative for long, lending policies, banks capital ratio, risk taking
negative interest rates; risk taking; lending policies
Banks, Asymmetric Information, Real Guarantees, Personal Guarantees, Risk Taking, Capital Requirements
banks, asymmetric information, real guarantees, personal guarantees, risk-taking, capital requirements
SME, Credit Access, Supporting Factor, Bank Lending
SME, credit access, supporting factor, bank lending
Credit Spreads, Market Dynamic Dependence, DCC-GARCH
Euro government bonds, Credit quality, Liquidity, Macro factors
Euro government bonds; Credit quality; Liquidity; Macro factors
short-sales constraint, financial stability, market quality
Portfolio choice, Households, Indivisible illiquid assets, Financial constraints, Under-investment, Over-investment
Credit Default Swap, Liquidity Commonalities, Global Risk, Funding Liquidity Risk, Counterparty Risk
central clearing, counterparty risk, credit default swaps
captive finance, fire sales, car loans, vertical integration, liquidity, distress
Asymmetric Information, Banks, Interest Rate spreads, Loans, Relationship Lending Dimensions
unconventional monetary policy, Corporate Sector Purchase Programme, quantitative
COVID-19, firms’ liquidity needs, credit, guarantees, insolvency risk
sovereign credit default swaps, sovereign bonds, credit spreads, price discovery
activity, earnings, financial position, non-financial corporations, COVID-19
financing, lending, households, non-financial corporations, deposit institutions, non-performing loans ratio, public guarantees, moratoria
Taxonomy of firms, distressed firms, zombie firms, credit supply, loan evergreening, real effects
taxonomy of firms, distressed firms, zombie firms, credit supply, loan evergreening, real effects
mortgages, financial constraints, credit risk
Households; Mortgages; Financial Constraints; Credit Risk
bank consolidation, mergers, business groups, credit supply, financial stability, welfare
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Intangible assets, trademarks, Tobin’s q, abnormal returns, event studies
covered interest rate parity, credit spread, debt issuance, dollar convenience yield, foreign exchange rate hedge, limits of arbitrage
Covered interest rate parity, credit spread, debt issuance, dollar convenience yield, foreign exchange rate hedge, Limits of arbitrage
short-sales constraints, financial stability, financial institutions, credit default swap, contagion
Price Discovery, VECM, Credit Derivatives, Credit Spreads
negative interest rates; risk-taking; lending policies
trade shock, credit register, banks’ portfolio reallocation, bank loans, real effects
European Banks; Macroprudential Requirement; Capital Ratio; Risk Weighed Assets
COVID-19, liquidity needs, profitability, indebtedness, credit, solvency, viability
credit supply, credit demand, debt securities issuance, non-financial corporations
collective investment undertakings, market structure, interconnection with the banking system, portfolio composition.
negative interest rates, negative for long, zero lower bound, lending policies, bank capital ratio, risk taking.
short‐sales constraints, financial stability, financial institutions, credit default swap, contagion
