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Bank bonds funding in Europe and in the Us: the impact of crisis

Author

Listed:
  • Paola Bongini

    (Università di Milano Bicocca)

  • Arturo Patarnello

    (Università di Milano Bicocca)

  • Emanuele Filiberto Rossi

    (Università di Milano Bicocca)

  • Monica Rossolini

    (Università di Milano Bicocca)

Abstract

What are the determinants of bank bonds risk premiums? An analysis on European and American bank bonds in 2006-2012 tries to ascertain the effects of perceived risks during the financial crisis in three areas: insolvency, liquidity and systemic risks

Suggested Citation

  • Paola Bongini & Arturo Patarnello & Emanuele Filiberto Rossi & Monica Rossolini, 2014. "Bank bonds funding in Europe and in the Us: the impact of crisis," BANCARIA, Bancaria Editrice, vol. 11, pages 08-19, November.
  • Handle: RePEc:ban:bancar:v:11:y:2014:m:november:p:08-19
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    More about this item

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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