Zobrazeno 1 - 10
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pro vyhledávání: '"Felipe Bastos G. Silva"'
Publikováno v:
SSRN Electronic Journal.
Autor:
Felipe Bastos G. Silva
Publikováno v:
Journal of Financial and Quantitative Analysis. 56:1537-1589
Fiscal deficits represent an important variable for banks’ aggregate credit risk, revealing governments’ ability to curb banks’ losses in bad states, either with direct cash infusions or with macroeconomic stabilization policies. Deteriorating
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Journal of International Money and Finance
We compare the interventions conducted by the Federal Reserve in response to the subprime and COVID–19 crises with respect to their effectiveness in reducing disaster risk. Using model-free measures of disaster risk derived from daily options data,
Publikováno v:
SSRN Electronic Journal.
Corporate financial transparency can affect labor markets directly by mitigating information asymmetries and optimizing the matching of heterogeneous firms and employees (matching efficiency channel) and indirectly through the effect of transparency
Publikováno v:
SSRN Electronic Journal.
We uncover a tone transmission channel of monetary policy wherein the linguistic tone of press releases by the Fed shapes the linguistic tone of macro-related dialogues in corporate conference calls occurring days after such releases. Applying machin
Publikováno v:
SSRN Electronic Journal.
While derivative securities are a critical component of the global economy, the complexity of derivatives is decried as a contributor to financial crises and investor losses. However, derivative complexity is not necessarily related to risk. In this
Publikováno v:
Annals of Finance. 14:125-141
We take the recent Crimean Crisis and the sequence of outcomes that led to the intervention by the Russian Army which directly affected equity prices in Russia, investigating how informed traders may have used their advantage to trade prior to the mo
Autor:
Felipe Bastos G. Silva
Publikováno v:
SSRN Electronic Journal.
Fiscal deficits represent an important variable for banks’ aggregate credit risk, revealing governments' ability to curb banks’ losses in bad states, either with direct cash infusions or with macroeconomic stabilization policies. Deteriorating de