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Forecasting bank default risk with interpretable machine learning : the study of chinese banks

Tang, Pan; Peng, Hongjuan; Luo, Sihang; Liu, Yangguang - 2025

Persistent link: https://www.econbiz.de/10015373750

Assortative matching, interbank markets, and monetary policy

Bittner, Christian; Jamilov, Rustam; Saidi, Farzad - 2025

Persistent link: https://www.econbiz.de/10015374401

Currency development through liquidity provision

Coppola, Antonio; Krishnamurthy, Arvind; Xu, Chenzi - 2025

Persistent link: https://www.econbiz.de/10015374452

Stock and corporate bond liquidity : When having the same issuer induces commonality

Márquez De la Cruz, Elena; Martínez Cañete, Ana Rosa; … - 2025

Persistent link: https://www.econbiz.de/10015374457

Do stronger creditors' rights and an efficient bankruptcy process affect the speed of adjustment to target capital structure? : evidence from a quasi-natural experiment

Rawal, Dilesh; Mahakud, Jitendra; Mishra, Rohan Kumar - In: Cogent economics & finance 12 (2024) 1, pp. 1-13

This study investigates the impact of the Insolvency and Bankruptcy Code (IBC) on the capital structure speed of adjustment (SOA) of Indian firms. The IBC, introduced in 2016, significantly enhanced creditors' rights and streamlined the bankruptcy process, providing a quasi-natural experiment to...

Persistent link: https://www.econbiz.de/10015338056

Bank Debt, Mutual Fund Equity, and Swing Pricing in Liquidity Provision

Ma, Yiming; Xiao, Kairong; Zeng, Yao - National Bureau of Economic Research - 2025

Liquidity provision is often attributed to debt-issuing intermediaries like banks. We develop a unified theoretical … liquidity by insuring against idiosyncratic liquidity shocks. Quantitatively, bond funds provide 12.5% of the liquidity that …, as in swing pricing, liquidity provision is not necessarily reduced. This is because swing pricing may increase funds …

Persistent link: https://www.econbiz.de/10015326466