The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks
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- Acharya, Viral V. & Steffen, Sascha, 2015. "The “greatest” carry trade ever? Understanding eurozone bank risks," Journal of Financial Economics, Elsevier, vol. 115(2), pages 215-236.
- Viral V. Acharya & Sascha Steffen, 2013. "The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks," NBER Working Papers 19039, National Bureau of Economic Research, Inc.
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More about this item
Keywords
Sovereign debt crisis; Banking crisis; Risk-shifting; Regulatory arbitrage; Home bias;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- G01 - Financial Economics - - General - - - Financial Crises
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2013-09-24 (Banking)
- NEP-EEC-2013-09-24 (European Economics)
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