What Can Volatility Smiles Tell Us About the Too Big to Fail Problem?

Autor: Phong T. H. Ngo, Diego L. Puente-Moncayo

Publikováno v: Journal of Financial and Quantitative Analysis. :1-33

We exploit the information content of option prices to construct a novel measure of bank tail risk. We document a persistent increase in tail risk for the U.S. banking industry following the global financial crisis, except for banks designated as sys

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::dd786a7817c2d1bd89d334b2c447ab70
https://doi.org/10.1017/s0022109023000157

De Facto Bank Bailouts

Autor: Phong T. H. Ngo, Diego L. Puente-Moncayo

Publikováno v: Journal of Financial and Quantitative Analysis. 57:3081-3113

The U.S. government uses its voting power to direct IMF loans to countries where U.S. banks are exposed to sovereign default (a de facto bailout). This effect is stronger in years when the costs of direct bailouts are higher and is also found among m

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::497243e77550b5de118fceb4475ec43f
https://doi.org/10.1017/s0022109022000126

Towards high buffer breakdown field and high temperature stability AlGaN channel HEMTs on silicon substrate

Autor: J. Mehta, I. Abid, J. Bassaler, J. Pernot, P. Ferrandis, S. Rennesson, T. H. Ngo, M. Nemoz, S. Tamariz, Y. Cordier, F. Semond, F. Medjdoub

Publikováno v: Towards high buffer breakdown field and high temperature stabilityAlGaN channel HEMTs on silicon substrate 2022
Compound Semiconductor Week, CSW 2022
Compound Semiconductor Week, CSW 2022, Jun 2022, Ann Arbor, MI, United States. 2 p

International audience; The rapidly increasing power demand, downsizing of power electronics and material specific performance limitation of silicon has led to the development of AlGaN/GaN heterostructures for high power applications. In this frame,

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::80065ea62f331c7df5c2a29457d3acce
https://hal.science/hal-03828829

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There is no ‘I’ in team: Career concerns, risk‐taking incentives, and team outcomes

Autor: Phong T. H. Ngo, Steven Roberts

Publikováno v: Journal of Economics & Management Strategy. 30:122-138

Using unique player data from the National Basketball Association (NBA) for the 1991–2013 period, we study how a player’s propensity for risk (i.e., to gamble) varies with his contract cycle. We take the novel approach of using the frequency and/

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b9c8d26dd806e4c474dd205143338569
https://doi.org/10.1111/jems.12396