Contemporary Issues in Financial Institutions and Markets

Contemporary Issues in Financial Institutions and Markets

Volume II

Wilson, John; Girardone, Claudia; Hamill, Philip

Taylor & Francis Ltd

12/2020

132

Mole

Inglês

9780367739041

15 a 20 dias

270

Descrição não disponível.
1. Introduction Claudia Girardone, Philip Hamill, John O.S. Wilson 2. Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage Giovanni Calice, Jing Chen and Julian M. Williams 3. The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? Matthias Bodenstedt, Daniel Roesch and Harald Scheule 4. The determinants of bank CDS spreads: evidence from the financial crisis Laura Chiaramonte and Barbara Casu 5. The impact of market power and funding strategy on bank-interest margins Mohammed Amidu and Simon Wolfe 6. An examination of investor sentiment effect on G7 stock market returns Deven Bathia and Don Bredin
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Banking;Credit Default Swaps;Credit Rating Agencies;Investor Sentiment;CDS Spread;Market Power;CDS Position;Bank Interest Margins;Aggregate Market Returns;Negative Relationship;Sentiment Proxies;Mutual Fund Flow;Price Pressure Effect;Price Pressure Hypothesis;Panel Fixed Effect Regression;Structured Finance Transactions;Lerner Index;Consumer Confidence Index;Balance Sheet Variables;Anticipation Coefficient;Model Ff;Survey Sentiment;Reference Portfolio;Significant Negative Correlation Coefficient;Bank Market Power;CDS Market;Growth Stocks;Gdp Growth;System GMM Estimator