Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Agnese Leonello"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce3efe64c2c82e31063544db7942d212
https://doi.org/10.2139/ssrn.4360818
https://doi.org/10.2139/ssrn.4360818
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9042c59dd733941bde25c31527c95ab7
https://doi.org/10.2139/ssrn.4361136
https://doi.org/10.2139/ssrn.4361136
Does the level of deposits matter for bank fragility and efficiency? In a banking model with endogenous bank runs and a consumption-saving decision, we show that the level of deposits has opposite effects on bank fragility depending on the nature of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3730::7acc2292e2e273cc69cff8910781771b
http://hdl.handle.net/11588/868061
http://hdl.handle.net/11588/868061
Autor:
Toni Ahnert, Katrin Assenmacher, Peter Hoffmann, Agnese Leonello, Cyril Monet, Davide Porcellacchia
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::57fcbf57b1ec3a58f752f2c4bceb45ce
https://doi.org/10.2139/ssrn.4191600
https://doi.org/10.2139/ssrn.4191600
Autor:
Florian Heider, Agnese Leonello
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62e35065f0d51939cafb1e3ead9a2c77
https://doi.org/10.2139/ssrn.3934741
https://doi.org/10.2139/ssrn.3934741
Publikováno v:
SSRN Electronic Journal.
This paper analyzes the role of liquidity regulation and its interaction with capital requirements. We first introduce costly capital in a bank run model with endogenous bank portfolio choice and run probability, and show that capital regulation is t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::df6d5c4f5204e02a3613b937c46b3daa
https://doi.org/10.2139/ssrn.3523208
https://doi.org/10.2139/ssrn.3523208
Autor:
Agnese Leonello
Publikováno v:
Journal of Financial Economics. 130:592-619
This paper studies the effects of government guarantees on the interconnection between banking and sovereign debt crises in a framework where both the banks and the government are fragile and the credibility and feasibility of the guarantees are dete
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::360bc1f7894a642571490fd277448db2
https://doi.org/10.1016/j.jfineco.2018.04.003
https://doi.org/10.1016/j.jfineco.2018.04.003
Publikováno v:
World Scientific Studies in International Economics. :i-xviii
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::61bfbd282d0f7c1cef6c35b409034440
https://doi.org/10.1142/9789813223400_fmatter
https://doi.org/10.1142/9789813223400_fmatter
Government guarantees to financial institutions are intended to reduce the likelihood of runs and bank failures, but are also usually associated with distortions in banks’ risk taking decisions. We build a model to analyze these trade-offs based on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eddaf5fb4607d9236bdbbac75d2fdb5a
http://hdl.handle.net/10044/1/61904
http://hdl.handle.net/10044/1/61904
The Great Financial Crisis of 2007-2010 exposed the existence of significant imperfections in the financial regulatory framework that encouraged excessive risk-taking and increased system vulnerabilities. The resulting high cost of the crisis in term