Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Lara Cathcart"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ccddf1f9c63657ef1dd18bcded4ca824
https://doi.org/10.2139/ssrn.4306143
https://doi.org/10.2139/ssrn.4306143
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::34ab9c08c7100f4c527d457d9d270dae
https://doi.org/10.2139/ssrn.4251414
https://doi.org/10.2139/ssrn.4251414
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::637215f0affea39818d5e87eea44bba4
https://doi.org/10.2139/ssrn.4254934
https://doi.org/10.2139/ssrn.4254934
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f03ba19c99e21a6f0e7b2b8f6ebc23a
https://doi.org/10.2139/ssrn.3825488
https://doi.org/10.2139/ssrn.3825488
Publikováno v:
SSRN Electronic Journal.
We propose a new measure of firm-level climate regulatory exposure based on 10-K filings. Using the 2016 Trump election as an exogenous shock to perceived climate regulatory risks, we identify a positive effect on stock returns for firms with higher
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4636ed9bb4318c066e27f54fbf6a97f3
https://doi.org/10.2139/ssrn.3873886
https://doi.org/10.2139/ssrn.3873886
We explore the impact of media content on sovereign credit risk. Our measure of media tone is extracted from the Thomson Reuters News Analytics database. As a proxy for sovereign credit risk we consider credit default swap (CDS) spreads, which are de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::85cde76b0a10676f03b57b8c543073f8
http://hdl.handle.net/10044/1/70162
http://hdl.handle.net/10044/1/70162
Publikováno v:
Journal of Banking Regulation. 18:359-374
The primary goal sought by the Bank of International Settlements and its committee on banking supervision (BCBS) is to make banks safer entities while maintaining a “level playing field.” However, the question of whether this objective can be att
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::74a40a0ec8c3f04d584cd5f771aca585
https://doi.org/10.1057/s41261-016-0003-2
https://doi.org/10.1057/s41261-016-0003-2
Publikováno v:
SSRN Electronic Journal.
We construct indices based on newspaper mentions of a simple and repeated message (the word ``recession'') and show that they are useful coincident and leading indicators of U.S. economic activity, both in-sample and out-of-sample. Finance-specialize
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e9bd9b51fd8735b3fd4b841a03bce976
https://doi.org/10.2139/ssrn.3378043
https://doi.org/10.2139/ssrn.3378043
We provide evidence of excess comovement in the credit default swap (CDS) market following inclusions to and exclusions from investment grade and high yield CDX indices during the 2003–2016 period. We find that when a name joins an index, its retur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b7d2f4713410c44c4947654082bc0199
http://hdl.handle.net/10044/1/65310
http://hdl.handle.net/10044/1/65310
Publikováno v:
Journal of Banking & Finance. 53:112-123
Basel regulators have received widespread criticism for failing to prevent two credit crises that hit the U.S. over the last two decades. Nonetheless, banks were considerably overcapitalized prior to the onset of the 2007–2009 subprime crisis compa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7a83485c566de4a7c51b01a9f3bb8d0f
https://doi.org/10.1016/j.jbankfin.2014.11.017
https://doi.org/10.1016/j.jbankfin.2014.11.017