Similar Search Results

What does the CDS market imply for a U.S. default?

Benzoni, Luca; Cabanilla, Christian; Cocco, Alessandro; … - 2023

As the debt ceiling episode unfolds, we highlight a sharp increase in activity across the U.S. credit default swaps …

Persistent link: https://www.econbiz.de/10014480354

de Batz, Laure - 2022

This paper puts into perspective enforcement as conducted by the French Financial Market Authority since its creation in 2003 until 2021 with regards to the current state of the literature on financial crimes. We survey exhaustively the three main channels of action: sanctions, settlements...

Persistent link: https://www.econbiz.de/10014547763

Federal reserve policies and financial market conditions during the crisis

Brave, Scott A.; Genay, Hesna - 2011

During the recent financial crisis, the Federal Reserve implemented a series of extraordinary and unconventional policies to alleviate the impact of the crisis on financial markets and the economy. In this paper, we examine the effects of these policies on broad financial market conditions,...

Persistent link: https://www.econbiz.de/10010292196

The devil's in the tail: Residential mortgage finance and the U.S. Treasury

Frame, W. Scott; Wall, Larry D.; White, Lawrence J. - 2012

This paper seeks to contribute to the U.S. housing finance reform conversation by providing a critical assessment of the various types of policy proposals that have been offered. There appears to be a broad consensus to maintain explicit government guarantees for certain narrowly defined...

Persistent link: https://www.econbiz.de/10010292239

The effects of margin changes on commodity futures markets

Daskalaki, Charoula; Skiadopoulos, George - 2014

In light of the recently passed 2010 Dodd-Frank Act, we assess the effect of margin changes on prices, the risk-sharing between speculators and hedgers, and the price stability of 20 commodity futures markets. We find that margin increases decrease the rate at which prices change, yet they...

Persistent link: https://www.econbiz.de/10011381003

Predicting US bank failures with internet search volume data

Schaffner, Florian - 2015

This study investigates how well weekly Google search volumes track and predict bank failures in the United States between 2007 and 2012, contributing to the expanding literature that exploits internet data for the prediction of events. Different duration models with time-varying covariates are...

Persistent link: https://www.econbiz.de/10011420567

Financialisation in currency, energy and residential property markets

Evans, Trevor; Herr, Hansjörg - 2016

to far greater price volatility and the rise of unsustainable price and credit bubbles which, when they burst, can pose a …

Persistent link: https://www.econbiz.de/10011431824

Bubbles and Crises: The Role of House Prices and Credit

Anundsen, André K.; Hansen, Frank; Gerdrup, Karsten R.; … - 2014

importance of house prices and credit in affecting the likelihood of a financial crisis. Estimating a set of multivariate logit … models, we find that booms in credit to both households and non-financial enterprises are important to account for when … power for domestic financial stability. Finally, econometric measures of bubble-like behavior in housing and credit markets …

Persistent link: https://www.econbiz.de/10012143852

Banks' Credit-Portfolio Choices and Risk-Based Capital Regulation

Nielsen, Caren Yinxia - 2016

To address banks' risk taking during the recent financial crisis, we develop a model of credit-portfolio optimization …

Persistent link: https://www.econbiz.de/10013208753

Securitization, Deregulation, Economic Stability, and Financial Crisis. Part I: The evolution of securitization

Tymoigne, Eric - 2009

This study analyzes the trends in the financial sector over the past 30 years, and argues that unsupervised financial innovations and lenient government regulation are at the root of the current financial crisis and recession. Combined with a long period of economic expansion during which...

Persistent link: https://www.econbiz.de/10010281704