Zobrazeno 1 - 10
of 59
pro vyhledávání: '"Johannes Breckenfelder"'
Autor:
Johannes Breckenfelder, Bartosz Maćkowiak, David Marques-Ibanez, Conny Olovsson, Alexander A. Popov, Davide Porcellacchia, Glenn Schepens
Publikováno v:
SSRN Electronic Journal.
Autor:
Johannes Breckenfelder, Marie Hoerova
Publikováno v:
SSRN Electronic Journal.
Autor:
Philippe Aghion, Lena Boneva, Johannes Breckenfelder, Luc A. Laeven, Conny Olovsson, Alexander A. Popov, Elena Rancoita
Publikováno v:
SSRN Electronic Journal.
Autor:
Johannes Breckenfelder, Glenn Schepens
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
We explore the ties between bonds and individual dealers formed through home advantage and the persistence of previous underwriting relationships. Building on these connections, we show that the introduction of the leverage ratio for the European ban
Publikováno v:
SSRN Electronic Journal.
When a liquidity crisis hits non-bank financial intermediaries, which central bank interventions help? We show that investment funds faced large investor outflows as the COVID-19 shock hit and assess the effectiveness of central bank asset purchases
Autor:
Bernd Schwaab, Johannes Breckenfelder
Publikováno v:
Journal of Empirical Finance. 49:247-262
We study spillovers from bank to sovereign risk in the euro area using difference specifications around the European Central Bank’s release of stress test results for 130 significant banks on October 26, 2014. We document that following this inform
Publikováno v:
Augustin, P, Boustanifar, H, Breckenfelder, J & Schnitzler, J 2018, ' Sovereign to Corporate Risk Spillovers ', Journal of Money, Credit and Banking, vol. 50, no. 5, pp. 857-891 . https://doi.org/10.1111/jmcb.12497
Journal of Money, Credit and Banking, 50(5), 857-891. Wiley-Blackwell
Journal of Money, Credit and Banking, 50(5), 857-891. Wiley-Blackwell
The first Greek bailout on April 11, 2010 triggered a significant reevaluation of sovereign credit risk across Europe. We exploit this event to examine the transmission of sovereign to corporate credit risk. A 10% increase in sovereign credit risk ra
Autor:
Johannes Breckenfelder, Geert Bekaert
Publikováno v:
SSRN Electronic Journal.
Little is known about the location of bank risk, i.e., which investors in which countries hold bank-issued securities like bonds and stocks. In this paper, we analyze the (re-)distribution of bank risk across asset classes (short- and long-term debt,
Autor:
Johannes Breckenfelder, Bernd Schwaab
Publikováno v:
SSRN Electronic Journal.