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Credit Default Swap Prices, Databases, Liquidity
Credit Default Swap prices, Databases, Liquidity
negative interest rates, negative for long, zero lower bound, lending policies, bank capital ratio, risk taking
negative interest rates; risk taking; lending policies
negative interest rates, negative for long, lending policies, banks capital ratio, risk taking
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
Banks, Asymmetric Information, Real Guarantees, Personal Guarantees, Risk Taking, Capital Requirements
banks, asymmetric information, real guarantees, personal guarantees, risk-taking, capital requirements
Financial Shocks and Credit Dislocation: The Role of Integrated Manufacturer-Lenders
captive finance, vertical integration, liquidity, car loans, financial shock transmission
SME, Credit Access, Supporting Factor, Bank Lending
SME, credit access, supporting factor, bank lending
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
Euro government bonds, Credit quality, Liquidity, Macro factors
Euro government bonds; Credit quality; Liquidity; Macro factors
Credit Spreads, Market Dynamic Dependence, DCC-GARCH
short-sales constraint, financial stability, market quality
wildfire, asymmetric information, bank heterogeneity, firm lending
Wildfire, Asymmetric Information, Bank Heterogeneity, Firm Lending
Credit Default Swap, Liquidity Commonalities, Global Risk, Funding Liquidity Risk, Counterparty Risk
Portfolio choice, Households, Indivisible illiquid assets, Financial constraints, Under-investment, Over-investment
unconventional monetary policy, Corporate Sector Purchase Programme, quantitative
central clearing, counterparty risk, credit default swaps
Asymmetric Information, Banks, Interest Rate spreads, Loans, Relationship Lending Dimensions
financing, lending, households, non-financial corporations, deposit institutions, non-performing loans ratio, public guarantees, moratoria
COVID-19, firms’ liquidity needs, credit, guarantees, insolvency risk
Misreporting in Unaudited Financial Statements and Bank Monitoring
enforcement of financial reporting, debt underreporting, financial distress, credit registries, unaudited private firms
activity, earnings, financial position, non-financial corporations, COVID-19
negative interest rates; risk-taking; lending policies
Intangible assets, trademarks, Tobin’s q, abnormal returns, event studies
relationship lending, IFRS 9, credit, probability of default
Relationship lending, IFRS 9, Credit, Probability of default
sovereign credit default swaps, sovereign bonds, credit spreads, price discovery
bank consolidation, mergers, business groups, credit supply, financial stability, welfare
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trade shock, credit register, banks’ portfolio reallocation, bank loans, real effects
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
mortgages, financial constraints, credit risk
Households; Mortgages; Financial Constraints; Credit Risk
Zero-debt firms, Credit constraints, Guarantees, Market exits
microeconomics, microeconometrics, non-financial private sector, banks, other financial intermediaries, risks, impact
short-sales constraints, financial stability, financial institutions, credit default swap, contagion
business solvency, liquidity needs, public aid, COVID-19 crisis, bank credit
Price Discovery, VECM, Credit Derivatives, Credit Spreads
default, financial distress, non-performing loans, logistic regression
monetary policy, interest rate pass-through, bank lending channel, loans, retail deposits, heterogeneity
European Banks; Macroprudential Requirement; Capital Ratio; Risk Weighed Assets
COVID-19, liquidity needs, profitability, indebtedness, credit, solvency, viability
corporate financing, fixed-income securities, CSPP, small listed firms, bank financing
credit supply, credit demand, debt securities issuance, non-financial corporations
collective investment undertakings, market structure, interconnection with the banking system, portfolio composition.
Zero-debt firms, Credit constraints, Information asymmetries, Guarantees, Market exit
