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Andreas Barth

Personal Details

First Name:Andreas
Middle Name:
Last Name:Barth
Suffix:
RePEc Short-ID:pba1195
[This author has chosen not to make the email address public]

Affiliation

Abteilung Finanzen
Fachbereich Wirtschaftswissenschaft
Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany
http://www.finance.uni-frankfurt.de/

: +49 (69) 798-23640
+49 (69) 798-28439
Mertonstr. 17-25, 610 B, 60054 Frankfurt am Main
RePEc:edi:afffmde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Aldasoro, Iñaki & Barth, Andreas, 2017. "Syndicated loans and CDS positioning," ESRB Working Paper Series 58, European Systemic Risk Board.
  2. Barth, Andreas, 2015. "The Role of Corporate Culture in the Financial Industry," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112922, Verein für Socialpolitik / German Economic Association.
  3. Barth, Andreas & Schnabel, Isabel, 2014. "Der Abbau von impliziten Garantien im Bankensystem: Eine empirische Analyse auf Basis von CDS-Spreads," Working Papers 09/2014, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
  4. Andreas Barth & Christian Seckinger, 2013. "Capital Regulation with Heterogeneous Banks," Working Papers 1310, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 19 Dec 2013.

Articles

  1. Andreas Barth & Isabel Schnabel, 2013. "Why banks are not too big to fail – evidence from the CDS market," Economic Policy, CEPR;CES;MSH, vol. 28(74), pages 335-369, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Barth, Andreas, 2015. "The Role of Corporate Culture in the Financial Industry," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112922, Verein für Socialpolitik / German Economic Association.

    Cited by:

    1. Gropp, Reint & Radev, Deyan, 2017. "Social centralization, bank integration and the transmission of lending shocks," SAFE Working Paper Series 174, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.

  2. Barth, Andreas & Schnabel, Isabel, 2014. "Der Abbau von impliziten Garantien im Bankensystem: Eine empirische Analyse auf Basis von CDS-Spreads," Working Papers 09/2014, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.

    Cited by:

    1. Schäfer, Alexander, 2016. "A SIFI Badge for Banks in Europe: Reduction in Bail-Out Expectations or Monumental Heritage Protection?," Annual Conference 2016 (Augsburg): Demographic Change 145754, Verein für Socialpolitik / German Economic Association.
    2. Sarah Zech & Bernd Rudolph, 2015. "Bail-in als stumpfes Schwert zur Bankenrettung? Sanierung und Abwicklung in der europäischen Bankenunion," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(20), pages 25-34, October.
    3. Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung (ed.), 2014. "Mehr Vertrauen in Marktprozesse. Jahresgutachten 2014/15," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201415.

Articles

  1. Andreas Barth & Isabel Schnabel, 2013. "Why banks are not too big to fail – evidence from the CDS market," Economic Policy, CEPR;CES;MSH, vol. 28(74), pages 335-369, April.

    Cited by:

    1. Hett, Florian & Schmidt, Alexander, 2017. "Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis," Journal of Financial Economics, Elsevier, vol. 126(3), pages 635-651.
    2. De Jonghe, O.G. & Diepstraten, M. & Schepens, G., 2015. "Banks’ size, scope and systemic risk : What role for conflicts of interest?," Other publications TiSEM 87c2f000-51b4-40dd-a4a6-1, Tilburg University, School of Economics and Management.
    3. Schäfer, Alexander & Schnabel, Isabel & Weder di Mauro, Beatrice, 2016. "Bail-in Expectations for European Banks: Actions Speak Louder than Words," CEPR Discussion Papers 11061, C.E.P.R. Discussion Papers.
    4. Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure adjustment process?," Working Papers hal-01546995, HAL.
    5. Radev, Deyan, 2013. "Systemic risk and sovereign debt in the Euro area," SAFE Working Paper Series 37, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    6. Sergio Masciantonio & Andrea Zaghini, 2017. "Systemic risk and systemic importance measures during the crisis," Temi di discussione (Economic working papers) 1153, Bank of Italy, Economic Research and International Relations Area.
    7. Massimiliano Caporin & Gisle J. Natvik & Francesco Ravazzolo & Paolo Santucci de Magistris, 2017. "The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode," CREATES Research Papers 2017-25, Department of Economics and Business Economics, Aarhus University.
    8. Florian Hett & Alexander Schmidt, 2013. "Bank Bailouts and Market Discipline: How Bailout Expectations Changed During the Financial Crisis," Working Papers 1305, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 01 Aug 2013.
    9. Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?," Working Papers hal-01636253, HAL.
    10. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2016-02-17 2018-01-01 2018-01-08. Author is listed
  2. NEP-RMG: Risk Management (2) 2016-02-17 2018-01-08. Author is listed
  3. NEP-BEC: Business Economics (1) 2016-02-17
  4. NEP-CFN: Corporate Finance (1) 2016-02-17
  5. NEP-GER: German Papers (1) 2015-01-09
  6. NEP-HRM: Human Capital & Human Resource Management (1) 2016-02-17

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