The information content of Eonia swap rates before and during the financial crisis (English)
- New search for: Hernandis, Lucía
- New search for: Torró, Hipòlit
- New search for: Hernandis, Lucía
- New search for: Torró, Hipòlit
In:
Journal of Banking and Finance
;
37
, 12
;
5316-5328
;
2013
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ISSN:
- Article (Journal) / Electronic Resource
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Title:The information content of Eonia swap rates before and during the financial crisis
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Contributors:Hernandis, Lucía ( author ) / Torró, Hipòlit ( author )
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Published in:Journal of Banking and Finance ; 37, 12 ; 5316-5328
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Publisher:
- New search for: Elsevier B.V.
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Publication date:2013-01-01
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Size:13 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 37, Issue 12
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 4675
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Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learningQin, Zhenjiang et al. | 2013
- 4695
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Venture capital and new business creationPopov, Alexander / Roosenboom, Peter et al. | 2013
- 4711
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Long-term bank balance sheet management: Estimation and simulation of risk-factorsBirge, John R. / Júdice, Pedro et al. | 2013
- 4721
-
Product market competition and the cost of bank loans: Evidence from state antitakeover lawsWaisman, Maya et al. | 2013
- 4738
-
A spatial analysis of international stock market linkagesAsgharian, Hossein / Hess, Wolfgang / Liu, Lu et al. | 2013
- 4755
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Moment-based estimation of stochastic volatilityBregantini, Daniele et al. | 2013
- 4765
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Are stock market crises contagious? The role of crisis definitionsMierau, Jochen O. / Mink, Mark et al. | 2013
- 4777
-
TARP funds distribution and bank loan supplyLi, Lei et al. | 2013
- 4793
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Bank/sovereign risk spillovers in the European debt crisisDe Bruyckere, Valerie / Gerhardt, Maria / Schepens, Glenn / Vander Vennet, Rudi et al. | 2013
- 4810
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The intraday impact of company responses to exchange queriesDrienko, Jozef / Sault, Stephen J. et al. | 2013
- 4820
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How do sovereign credit rating changes affect private investment?Chen, Sheng-Syan / Chen, Hsien-Yi / Chang, Chong-Chuo / Yang, Shu-Ling et al. | 2013
- 4834
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Asset sales in the mutual fund industry: Who gains?Chen, Fan / Sanger, Gary C. / Slovin, Myron B. et al. | 2013
- 4850
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Why do companies delist voluntarily from the stock market?Kashefi Pour, Eilnaz / Lasfer, Meziane et al. | 2013
- 4861
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Bank ownership and lending patterns during the 2008–2009 financial crisis: Evidence from Latin America and Eastern EuropeCull, Robert / Martínez Pería, María Soledad et al. | 2013
- 4879
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Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banksJin, Justin Yiqiang / Kanagaretnam, Kiridaran / Lobo, Gerald J. et al. | 2013
- 4893
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A general closed-form spread option pricing formulaCaldana, Ruggero / Fusai, Gianluca et al. | 2013
- 4907
-
Product differentiation and efficiencies in the retail banking industryDai, Mian / Yuan, Yuan et al. | 2013
- 4920
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A comprehensive long-term analysis of S&P 500 index additions and deletionsChan, Kalok / Kot, Hung Wan / Tang, Gordon Y.N. et al. | 2013
- 4931
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Front-running of mutual fund fire-salesDyakov, Teodor / Verbeek, Marno et al. | 2013
- 4943
-
Forecasting EUR–USD implied volatility: The case of intraday dataDunis, Christian / Kellard, Neil M. / Snaith, Stuart et al. | 2013
- 4958
-
Return decomposition and the Intertemporal CAPMMaio, Paulo et al. | 2013
- 4973
-
Liquidity and initial public offering underpricingHahn, TeWhan / Ligon, James A. / Rhodes, Heather et al. | 2013
- 4989
-
Loan collateral and financial reporting conservatism: Chinese evidenceChen, Jeff Zeyun / Lobo, Gerald J. / Wang, Yanyan / Yu, Lisheng et al. | 2013
- 5007
-
On the importance of indirect banking vulnerabilities in the EurozoneBicu, Andreea / Candelon, Bertrand et al. | 2013
- 5025
-
Valuation of insurers’ contingent capital with counterparty risk and price endogeneityLo, Chien-Ling / Lee, Jin-Ping / Yu, Min-Teh et al. | 2013
- 5036
-
Robust portfolio choice with uncertainty about jump and diffusion riskBranger, Nicole / Larsen, Linda Sandris et al. | 2013
- 5048
-
Did capital infusions enhance bank recovery from the great recession?Liu, Wei / Kolari, James W. / Kyle Tippens, T. / Fraser, Donald R. et al. | 2013
- 5062
-
Corporate leverage and the collateral channelNorden, Lars / van Kampen, Stefan et al. | 2013
- 5073
-
Economic valuation of liquidity timingKarstanje, Dennis / Sojli, Elvira / Tham, Wing Wah / van der Wel, Michel et al. | 2013
- 5088
-
Limiting losses may be injurious to your wealthGrauer, Robert R. et al. | 2013
- 5101
-
Who gets credit after bankruptcy and why? An information channelCohen-Cole, Ethan / Duygan-Bump, Burcu / Montoriol-Garriga, Judit et al. | 2013
- 5118
-
The impact of diverse measures of default risk on UK stock returnsChen, Jie / Hill, Paula et al. | 2013
- 5132
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On the predictability of stock prices: A case for high and low pricesCaporin, Massimiliano / Ranaldo, Angelo / Santucci de Magistris, Paolo et al. | 2013
- 5147
-
Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectationsLöffler, Gunter / Posch, Peter N et al. | 2013
- 5159
-
Erratum to: “A stochastic frontier approach to modelling financial constraints in firms: An application to India” [J. Bank. Finance 36 (2012) 1311–1319]Bhaumik, Sumon Kumar / Das, Pranab Kumar / Kumbhakar, Subal C. et al. | 2013
- 5160
-
Rethinking banking and finance: Money, markets and modelsDuygun, Meryem / Shaban, Mohamed / Soriano, Pilar / Tortosa-Ausina, Emili et al. | 2013
- 5163
-
Intertemporal efficiency analysis of sales teams of a bank: Stochastic semi-nonparametric approachEskelinen, Juha / Kuosmanen, Timo et al. | 2013
- 5176
-
Schumpeterian competition and efficiency among commercial banksDuygun, Meryem / Sena, Vania / Shaban, Mohamed et al. | 2013
- 5186
-
Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisionsBalboa, Marina / López-Espinosa, Germán / Rubia, Antonio et al. | 2013
- 5208
-
IPO underwriting and subsequent lendingChen, Hsuan-Chi / Ho, Keng-Yu / Weng, Pei-Shih et al. | 2013
- 5220
-
Does deregulation induce competition in the market for corporate control? The special case of bankingGhosh, Chinmoy / Petrova, Milena et al. | 2013
- 5236
-
Ratings based capital adequacy for securitizationsLützenkirchen, Kristina / Rösch, Daniel / Scheule, Harald et al. | 2013
- 5248
-
Market capitalization and Value-at-RiskDias, Alexandra et al. | 2013
- 5261
-
Liquidation equilibrium with seniority and hidden CDOGourieroux, C. / Heam, J.C. / Monfort, A. et al. | 2013
- 5275
-
Analyzing determinants of bond yield spreads with Bayesian Model AveragingMaltritz, Dominik / Molchanov, Alexander et al. | 2013
- 5285
-
Pricing deviation, misvaluation comovement, and macroeconomic conditionsChang, Eric C. / Luo, Yan / Ren, Jinjuan et al. | 2013
- 5300
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The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategiesMarquez, Jaime / Morse, Ari / Schlusche, Bernd et al. | 2013
- 5316
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The information content of Eonia swap rates before and during the financial crisisHernandis, Lucía / Torró, Hipòlit et al. | 2013
- 5329
-
Cross-country effects of regulatory capital arbitrageMilcheva, Stanimira et al. | 2013
- 5346
-
Commodity and equity markets: Some stylized facts from a copula approachDelatte, Anne-Laure / Lopez, Claude et al. | 2013
- 5357
-
Global imbalances and the intertemporal external budget constraint: A multicointegration approachCamarero, Mariam / Carrion-i-Silvestre, Josep Lluís / Tamarit, Cecilio et al. | 2013
- 5373
-
Institutional quality thresholds and the finance – Growth nexusLaw, Siong Hook / Azman-Saini, W.N.W. / Ibrahim, Mansor H. et al. | 2013
- 5382
-
Do newspaper articles on card fraud affect debit card usage?Kosse, Anneke et al. | 2013
- 5392
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Recent developments in financial markets and bankingAndriosopoulos, Kostas / Pasiouras, Fotis / Zopounidis, Constantin et al. | 2013
- 5394
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Is M&A different during a crisis? Evidence from the European banking sectorBeltratti, Andrea / Paladino, Giovanna et al. | 2013
- 5406
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Supervisors as information producers: Do stress tests reduce bank opaqueness?Petrella, Giovanni / Resti, Andrea et al. | 2013
- 5421
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Competition, signaling and non-walking through the book: Effects on order choiceValenzuela, Marcela / Zer, Ilknur et al. | 2013
- 5436
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Market discipline during crisis: Evidence from bank depositors in transition countriesHasan, Iftekhar / Jackowicz, Krzysztof / Kowalewski, Oskar / Kozłowski, Łukasz et al. | 2013
- 5452
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Cross-selling, switching costs and imperfect competition in British banksZhao, Tianshu / Matthews, Kent / Murinde, Victor et al. | 2013
- 5463
-
Financial supervision regimes and bank efficiency: International evidenceGaganis, Chrysovalantis / Pasiouras, Fotios et al. | 2013
- 5476
-
SME financing and the choice of lending technology in Italy: Complementarity or substitutability?Bartoli, Francesca / Ferri, Giovanni / Murro, Pierluigi / Rotondi, Zeno et al. | 2013
- 5486
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Information disclosure, CEO overconfidence, and share buyback completion ratesAndriosopoulos, Dimitris / Andriosopoulos, Kostas / Hoque, Hafiz et al. | 2013
- 5500
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Non-marketability and the value of employee stock optionsAbudy, Menachem / Benninga, Simon et al. | 2013
- 5511
-
Credit and liquidity components of corporate CDS spreadsCorò, Filippo / Dufour, Alfonso / Varotto, Simone et al. | 2013
- 5526
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Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysisBrandtner, Mario et al. | 2013
- IFC
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Editorial Board| 2013