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Time to Buy or Just Buying Time? The Market Reaction to Bank Rescue Packages
16 references·14 citing·47 second hop
Time to Buy or Just Buying Time? The Market Reaction to Bank Rescue Packages (2009)Time to Buy or Just Buying Time? 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this work references cited by second hop

References

  • 1997Event Studies in Economics and Finance4,623 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 2009Restoring Financial Stability720 cited
  • 2009A framework for assessing the systemic risk of major financial institutions638 cited
  • 2009The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong630 cited
  • 2007Good and bad credit contagion: Evidence from credit default swaps☆588 cited
  • 2009The Credit Crisis: Conjectures about Causes and Remedies479 cited
  • 2009Credit Contagion from Counterparty Risk448 cited
  • 2007\tThe Risk-Adjusted Cost of Financial Distress401 cited
  • 2004Bondholder Wealth Effects in Mergers and Acquisitions: New Evidence from the 1980s and 1990s336 cited
  • 2009Information, Liquidity, and the (Ongoing) Panic of 2007309 cited
  • 1993Bondholder Losses in Leveraged Buyouts298 cited
  • 2007Regime dependent determinants of credit default swap spreads281 cited
  • 2003The Wealth Effects of Repurchases on Bondholders258 cited

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  • 2009Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08205 cited
  • Cited by

    • 2008An Explicit, Multi-Factor Credit Default Swap Pricing Model with Correlated Factors66 cited
    • 2012Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach54 cited
    • 2011The Impact of Government Interventions on CDS and Equity Markets52 cited
    • 2014Market reactions to policy deliberations on fair value accounting and impairment rules during the financial crisis of 2008–200948 cited
    • 2013Did capital infusions enhance bank recovery from the great recession?46 cited
    • 2010Resolving the Financial Crisis: Are We Heeding the Lessons from the Nordics?43 cited
    • 2012Global Crises and Equity Market Contagion41 cited
    • 2013One crisis, two crises…the subprime crisis and the European sovereign debt problems40 cited
    • 2013Large capital infusions, investor reactions, and the return and risk-performance of financial institutions over the business cycle40 cited
    • 2013The Value of Implicit Guarantees38 cited
    • 2013The fading stock market response to announcements of bank bailouts33 cited
    • 2013The light and dark side of TARP26 cited
    • 2015Does the European Financial Stability Facility Bail Out Sovereigns or Banks? An Event Study26 cited
    • 2015Bank and Sovereign Risk Feedback Loops23 cited