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The Bank's Choice of Financing and the Correlation Structure of Loan Returns

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  • Ioannidou, V.

    (Tilburg University, School of Economics and Management)

  • Pierides, Y.

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  • Ioannidou, V. & Pierides, Y., 2003. "The Bank's Choice of Financing and the Correlation Structure of Loan Returns," Other publications TiSEM 17d1b986-d9fc-4406-96ef-7, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:17d1b986-d9fc-4406-96ef-7addad944272
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    References listed on IDEAS

    as
    1. Rebecca S. Demsetz, 2000. "Bank Loan Sales: A New Look At The Motivations For Secondary Market Activity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(2), pages 197-222, June.
    2. Stewart C. Myers & Nicholas S. Majluf, 1984. "Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have," NBER Working Papers 1396, National Bureau of Economic Research, Inc.
    3. Myers, Stewart C. & Majluf, Nicholas S., 1984. "Corporate financing and investment decisions when firms have information that investors do not have," Journal of Financial Economics, Elsevier, vol. 13(2), pages 187-221, June.
    4. James, Christopher, 1988. "The use of loan sales and standby letters of credit by commercial banks," Journal of Monetary Economics, Elsevier, vol. 22(3), pages 395-422.
    5. Douglas W. Diamond, 1984. "Financial Intermediation and Delegated Monitoring," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 51(3), pages 393-414.
    6. Pennacchi, George G, 1988. " Loan Sales and the Cost of Bank Capital," Journal of Finance, American Finance Association, vol. 43(2), pages 375-396, June.
    7. Gorton, Gary B. & Pennacchi, George G., 1995. "Banks and loan sales Marketing nonmarketable assets," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 389-411, June.
    8. Jones, David, 2000. "Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 35-58, January.
    9. George A. Akerlof, 1970. "The Market for "Lemons": Quality Uncertainty and the Market Mechanism," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 84(3), pages 488-500.
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