The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons
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- Bystrom, Hans N. E., 2004. "The market's view on the probability of banking sector failure: cross-country comparisons," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 419-438, December.
- Hans Byström, 2003. "The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons," Research Paper Series 93, Quantitative Finance Research Centre, University of Technology, Sydney.
References listed on IDEAS
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Citations
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Cited by:
- Apanard P. Prabha & Clas Wihlborg & Thomas D. Willett, 2012. "Market Discipline for Financial Institutions and Markets for Information," Chapters, in: James R. Barth & Chen Lin & Clas Wihlborg (ed.),Research Handbook on International Banking and Governance, chapter 13, Edward Elgar Publishing.
- Carlos Bautista & Philippe Rous & Amine Tarazi, 2008.
"The Determinants of Domestic and Cross Border Bank Contagion Risk in Southeast Asia,"
Revue économique, Presses de Sciences-Po, vol. 59(6), pages 1215-1242.
- Carlos Bautista & Philippe Rous & Amine Tarazi, 2007. "The Determinants of Domestic and Cross Border Bank Contagion Risk in South East Asia," Working Papers hal-00918555, HAL.
- Carlos C. Bautista & Philippe Rous & Amine Tarazi, 2008. "The Determinants of Domestic and Cross Border Bank Contagion Risk in Southeast Asia," Post-Print hal-00838543, HAL.
- Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O., 2011.
"Modeling default probabilities: The case of Brazil,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 513-534, October.
- Benjamin M. Tabak & Daniel O. Cajueiro & A. Luduvice, 2011. "Modeling Default Probabilities: the case of Brazil," Working Papers Series 232, Central Bank of Brazil, Research Department.
- Bystrom, Hans & Worasinchai, Lugkana & Chongsithipol, Srisuda, 2005.
"Default risk, systematic risk and Thai firms before, during and after the Asian crisis,"
Research in International Business and Finance, Elsevier, vol. 19(1), pages 95-110, March.
- Byström , Hans & Worasinchai , Lugkana & Chongsithipol , Srisuda, 2004. "Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis," Working Papers 2005:5, Lund University, Department of Economics.
- Fernandez, Ana I. & Gonzalez, Francisco, 2005. "How accounting and auditing systems can counteract risk-shifting of safety-nets in banking: Some international evidence," Journal of Financial Stability, Elsevier, vol. 1(4), pages 466-500, October.
- Hans Degryse & Sanja Jakovljević & Steven Ongena, 2015. "A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 423-443, December.
- Sarlin, Peter & Peltonen, Tuomas A., 2013.
"Mapping the state of financial stability,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 46-76.
- Sarlin, Peter & Peltonen, Tuomas A., 2011. "Mapping the state of financial stability," BOFIT Discussion Papers 18/2011, Bank of Finland, Institute for Economies in Transition.
- Jutasompakorn, Pearpilai & Brooks, Robert & Brown, Christine & Treepongkaruna, Sirimon, 2014. "Banking crises: Identifying dates and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 150-166.
- Tabak, Benjamin M. & Staub, Roberta B., 2007. "Assessing financial instability: The case of Brazil," Research in International Business and Finance, Elsevier, vol. 21(2), pages 188-202, June.
- Angkinand, Apanard P., 2009. "Banking regulation and the output cost of banking crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 240-257, April.
- Sarlin, Peter & Peltonen, Tuomas A., 2013.
"Mapping the state of financial stability,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 46-76.
- Peltonen, Tuomas A. & Sarlin, Peter, 2011. "Mapping the state of financial stability," Working Paper Series 1382, European Central Bank.
- Pasali, Selahattin Selsah, 2013. "Where is the cheese ? synthesizing a giant literature on causes and consequences of financial sector development," Policy Research Working Paper Series 6655, The World Bank.
More about this item
Keywords
banking sector; banking crisis; default probability; market discipline;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2003-03-19 (Corporate Finance)
- NEP-FMK-2003-03-19 (Financial Markets)
- NEP-RMG-2003-03-19 (Risk Management)
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