Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Daniel Neuhann"'
Publikováno v:
Finance and Economics Discussion Series. :1-38
Bank deregulation in the form of the repeal of the Glass-Steagall Act facilitated the entry of non-bank lenders into the market for syndicated loans during the pre-2008 credit boom. Institutional investors disproportionately purchase tranches of loan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ef3492a05f5cbeaa11fe7e12cc483cd
https://doi.org/10.17016/feds.2023.026
https://doi.org/10.17016/feds.2023.026
Autor:
Michael Junho Lee, Daniel Neuhann
Publikováno v:
Journal of Financial Economics. 147:159-171
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d900b7c4e179e4d3ccb3902e434ecc64
https://doi.org/10.1016/j.jfineco.2022.10.005
https://doi.org/10.1016/j.jfineco.2022.10.005
Publikováno v:
AEA Papers and Proceedings. 112:526-530
We use a model of multiunit discriminatory auctions with asymmetrically informed risk-averse bidders to analyze Mexican sovereign bond auctions during periods of macroeconomic stress. We argue that the discriminatory protocol provides insurance benef
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dcfc7628253534959511c40b6411adb6
https://doi.org/10.1257/pandp.20221001
https://doi.org/10.1257/pandp.20221001
Autor:
Michael Sockin, Daniel Neuhann
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::816760931c4ffa667dbaa128fc6dc728
https://doi.org/10.2139/ssrn.4351995
https://doi.org/10.2139/ssrn.4351995
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a62c32cbbe427223af768b8d2a1b32b
https://doi.org/10.2139/ssrn.4153109
https://doi.org/10.2139/ssrn.4153109
Using a novel data set containing all bids by all bidders for Mexican government bonds from 2001 to 2017, we demonstrate that asymmetric information about default risk is a key determinant of primary market bond yields. Empirically, large bidders do
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f6045f649dfb7396284135d942f2598
https://doi.org/10.3386/w28459
https://doi.org/10.3386/w28459
Autor:
Daniel Neuhann, Michael Sockin
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1a0fd3d4e9885355aa7ddb6256149fa
https://doi.org/10.2139/ssrn.3971039
https://doi.org/10.2139/ssrn.3971039
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a6eddae6ab8c2863da485c80b6ef241
https://doi.org/10.2139/ssrn.3971043
https://doi.org/10.2139/ssrn.3971043
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aa38f9eeef2d93e8545e74f8c2133729
https://doi.org/10.2139/ssrn.4048074
https://doi.org/10.2139/ssrn.4048074