Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Cecilia Caglio"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac95e5e09a84f4022d67bbb8e6c38521
https://doi.org/10.2139/ssrn.4457140
https://doi.org/10.2139/ssrn.4457140
Publikováno v:
Review of Economic Dynamics. 33:228-249
We use unique data from U.S. BHC-affiliated securities dealers to study the use of collateral in bilateral repurchase and securities lending agreements. This is the first paper to provide stylized facts about this market, documenting, among other thi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7a5b84cafc579f461db8a75c98109a23
https://doi.org/10.1016/j.red.2019.05.002
https://doi.org/10.1016/j.red.2019.05.002
Using administrative firm-bank-loan level data from the U.S., we document four new facts about the credit market. First, private firms’ (SMEs’) borrowing from banks comprises their entire balance sheet debt, compared to large publicly listed firm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::57c26746762b5da1b86190e37e36fcac
https://doi.org/10.3386/w28685
https://doi.org/10.3386/w28685
Publikováno v:
SSRN Electronic Journal.
Using administrative firm-bank-loan level data from the U.S., we document four new facts about the credit market. First, private firms’ (SMEs’) borrowing from banks comprises their entire balance sheet debt, compared to large publicly listed firm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7cec3942ef8de45737a47a9b33bd769b
https://doi.org/10.2139/ssrn.3829383
https://doi.org/10.2139/ssrn.3829383
Publikováno v:
SSRN Electronic Journal.
We use confidential and novel data to measure the benefit to broker-dealers of being affiliated with a bank holding company and the resulting access to internal sources of funding. We accomplish this by comparing the balance sheets of broker-dealers
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c07e4d029282de1e67069c65138faeb3
https://doi.org/10.2139/ssrn.3853206
https://doi.org/10.2139/ssrn.3853206
Publikováno v:
Finance and Economics Discussion Series. 2016:1-39
This paper examines which firms benefit the most from going public abroad and how a robust IPO market affects the trend toward greater globalization of capital. We show that the decision to do an IPO outside the home country is affected not only by t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::122b3c75167321e21dd0157f7e59343e
https://doi.org/10.17016/feds.2016.041
https://doi.org/10.17016/feds.2016.041
Publikováno v:
FEDS Notes. 2017
Exchange traded funds (ETFs) achieve their investment objectives by either owning a portfolio of securities (physical ETFs) or entering into swap agreements that deliver the returns of pre-specified indexes (synthetic ETFs). In this note, we provide
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d15dee9575601df3f812b9a0738daccb
https://doi.org/10.17016/2380-7172.2028
https://doi.org/10.17016/2380-7172.2028
Publikováno v:
Journal of Financial Intermediation. 40:100812
We construct a novel dataset that matches bank holding company credit default swap (CDS) positions to detailed U.S. credit registry data containing both loan and corporate bond holdings by large U.S. banks. The dataset sheds new light on how banks us
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::435e89d5444655a00a6a6ea5aa15d1ae
https://doi.org/10.1016/j.jfi.2019.03.001
https://doi.org/10.1016/j.jfi.2019.03.001
Publikováno v:
FEDS Notes. 2016
This note uses a unique dataset that matches banks' securities and loan portfolios to bank credit derivative transactions to characterize the basic features of how the largest banks in the U.S. use the single name CDS market in their investment portf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f0c26775d0f5b7ac583a3587ea8bc143
https://doi.org/10.17016/2380-7172.1865
https://doi.org/10.17016/2380-7172.1865
Publikováno v:
SSRN Electronic Journal.
This paper reports aggregate statistics on securities lending activity based on a recently concluded pilot data collection by staff from the Office of Financial Research (OFR), the Federal Reserve System, and staff from the Securities and Exchange Co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7778bacf5f0df4537f09804487cee580
https://doi.org/10.2139/ssrn.2829015
https://doi.org/10.2139/ssrn.2829015