Citations for "The reaction of bank stock prices to the international debt crisis"
by Cornell, Bradford & Shapiro, Alan C.
- Acharya, Viral V & Yorulmazer, Tanju, 2003. "Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk," CEPR Discussion Papers 3743, C.E.P.R. Discussion Papers.
- Céline Meslier-Crouzille & Laetitia Lepetit & Amine Tarazi, 2006. "Reaction of European Bank Stock Prices to Events of the Asian and Russian Financial Crises," Working Papers hal-00918567, HAL.
- Crouzille, Celine & Lepetit, Laetitia & Tarazi, Amine, 2004. "Bank stock volatility, news and asymmetric information in banking: an empirical investigation," Journal of Multinational Financial Management, Elsevier, vol. 14(4-5), pages 443-461.
- Cole, Rebel & Moshirian, Fari & Wu, Qionbing, 2007.
"Bank stock returns and economic growth,"
29188, University Library of Munich, Germany.
- Bong-Chan Kho & Rene M. Stulz, 1999.
"Banks, the IMF, and the Asian Crisis,"
NBER Working Papers
7361, National Bureau of Economic Research, Inc.
- Sule Ozler, 1986. "Valuation of Rescheduled Loans, 1978-1983: A Rational Expectations Approach," UCLA Economics Working Papers 414, UCLA Department of Economics.
- de Bandt, Olivier & Hartmann, Philipp, 2000.
"Systemic Risk: A Survey,"
CEPR Discussion Papers
2634, C.E.P.R. Discussion Papers.
- Elijah Brewer & William Jackson, 2000. "Requiem for a Market Maker: The Case of Drexel Burnham Lambert and Junk Bonds," Journal of Financial Services Research, Springer, vol. 17(3), pages 209-235, September.
- Akhigbe, Aigbe & Madura, Jeff, 2001. "Why do contagion effects vary among bank failures?," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 657-680, April.
- Osman Kilic & David Tufte & M. Hassan, 1999. "The 1994–1995 Mexican Currency Crisis and U.S. Bank Stock Returns," Journal of Financial Services Research, Springer, vol. 16(1), pages 47-60, September.
- Sule Ozler, 1988. "Rescheduling and Bank Value: A Rational Expectations Approach," UCLA Economics Working Papers 488, UCLA Department of Economics.
- Dumontaux, Nicolas & Pop, Adrian, 2013. "Understanding the market reaction to shockwaves: Evidence from the failure of Lehman Brothers," Journal of Financial Stability, Elsevier, vol. 9(3), pages 269-286.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005.
"Banking system stability: a cross-Atlantic perspective,"
Working Paper Series
0527, European Central Bank.
- Philipp Hartmann & Stefan Straetmans & Casper de Vries, 2007. "Banking System Stability. A Cross-Atlantic Perspective," NBER Chapters, in: The Risks of Financial Institutions, pages 133-192 National Bureau of Economic Research, Inc.
- Philipp Hartmann & Stefan Straetmans & Casper G. De Vries, 2005. "Banking System Stability: A Cross-Atlantic Perspective," NBER Working Papers 11698, National Bureau of Economic Research, Inc.
- Mark M. Spiegel, 1996.
"Fixed-premium deposit insurance and international credit crunches,"
Federal Reserve Bank of San Francisco, pages 3-15.
- Mark M. Spiegel, 1994. "Fixed-premium deposit insurance and international credit crunches," Working Papers in Applied Economic Theory 94-19, Federal Reserve Bank of San Francisco.
- Kilic, Osman & Hassan, M. Kabir & Tufte, David, 2000. "Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method," Global Finance Journal, Elsevier, vol. 11(1-2), pages 73-86.
- Chinmoy Ghosh & Randall S. Guttery & C. F. Sirmans, 1998. "Contagion and REIT Stock Prices," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 389-400.
- Fissel, Gary S. & Goldberg, Lawrence & Hanweck, Gerald A., 2006. "Bank portfolio exposure to emerging markets and its effects on bank market value," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1103-1126, April.
- Kaen, Fred R. & Michalsen, Dag, 1997. "The effects of the Norwegian banking crisis on Norwegian equities," Journal of Multinational Financial Management, Elsevier, vol. 7(2), pages 83-111, June.
- Lau, Sie Ting & McInish, Thomas H., 2003. "IMF bailouts, contagion effects, and bank security returns," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 3-23.
- Nicolas Dumontaux & Adrian Pop, 2012. "Contagion Effects in the Aftermath of Lehman's Collapse: Measuring the Collateral Damage," Working Papers hal-00695721, HAL.
- Bin, Feng-Shun & Blenman, Lloyd P. & Chen, Dar-Hsin, 2004. "Valuation impact of currency crises: Evidence from the ADR market," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 411-432.
- Elijah Brewer, III & Hesna Genay & William C. Hunter & George Kaufman, 1999. "Does the Japanese stock market price bank risk? evidence from financial firm failures," Working Paper Series WP-99-31, Federal Reserve Bank of Chicago.
- Céline Crouzille & Lætitia Lepetit & Amine Tarazi, 2006. "Reaction of European bank stock prices to events of the Asian and Russian financial crises," Revue d'économie politique, Dalloz, vol. 116(4), pages 457-469.
- Dumontaux, N. & Pop, A., 2013. "Contagion Effects in the Aftermath of Lehman’s Collapse: Evidence from the US Financial Services Industry," Working papers 427, Banque de France.