Understanding the market reaction to shockwaves: Evidence from the failure of Lehman Brothers
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DOI: 10.1016/j.jfs.2013.04.001
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Cited by:
- Bessler, Wolfgang & Kurmann, Philipp, 2014. "Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis," Journal of Financial Stability, Elsevier, vol. 13(C), pages 151-166.
- repec:eco:journ1:2017-03-28 is not listed on IDEAS
- Noureddine BENLAGHA & Slim MSEDDI, 2016. "The Macroeconomic And Financial Impacts Of European Crisis On Saudi Arabia," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 16(1).
More about this item
Keywords
Bank failures; Systemic risk; Too-big-to-fail; Contagion; Market discipline; Credit default swap;JEL classification:
- 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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