Is bailout insurance and tail risk priced in bank equities?
Year of publication: |
2021
|
---|---|
Authors: | Del Viva, Luca ; Kasanen, Eero ; Saunders, Anthony ; Trigeorgis, Lenos |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 55.2021, p. 1-17
|
Subject: | Bailouts | Bank equity returns | Government guarantees | TBTF | Schuldenübernahme | Bailout | Bank | Bankrisiko | Bank risk | Bankenregulierung | Bank regulation | Kapitaleinkommen | Capital income | Finanzkrise | Financial crisis | Bankenliquidität | Bank liquidity | Risikomanagement | Risk management | Theorie | Theory | Bankenkrise | Banking crisis |
-
Are bank bailouts welfare improving?
Shukayev, Malik, (2021)
-
Navigating banking resilience : bail-ins & bailouts in the Czech banking sector
Švéda, Josef, (2025)
-
Do bond investors price tail risk exposures of financial institutions
Chava, Sudheer, (2021)
- More ...
-
US government TARP bailout and bank lottery behavior
Del Viva, Luca, (2021)
-
Real options, idiosyncratic skewness, and diversification
Del Viva, Luca, (2017)
-
Bali, Turan G., (2020)
- More ...