SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Information Value of the Stress Test and Bank Opacity
16 references·16 citing·46 second hopsampled
The Information Value of the Stress Test and Bank Opacity (2010)The Information Value of the Stress Test …The Econometrics of Financial Markets (2012)The Econometrics of Financial…Central Bank Dollar Swap Lines and Overseas Dollar Funding Costs (2010)Central Bank Dollar Swap Line…The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis (2009)The Co‐movement of Credit Def…How We Decide (2009)How We DecideCredit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS (2009)Credit spreads: An empirical …Testing for Opaqueness in the European Banking Industry: Evidence from Bond Credit Ratings (2006)Testing for Opaqueness in the…An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)An Empirical Analysis of the …Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps (2004)An Empirical Analysis of the …Market evidence on the opaqueness of banking firms’ assets (2003)Market evidence on the opaque…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When? (2000)Comparing Market and Supervis…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail" (1990)Deposit Insurance and Wealth …Valuation effects of security offerings and the issuance process (1986)Valuation effects of security…Using daily stock returns (1985)Using daily stock returnsMandatory disclosure and financial contagion (2021)Mandatory disclosure and fina…On the Social Value of Accounting Objectivity in Financial Stability (2018)On the Social Value of Accoun…Bank Opacity and Financial Crises (2018)Bank Opacity and Financial Cr…Design of Macro-Prudential Stress Tests (2017)Design of Macro-Prudential St…Market reactions to the ECB’s Comprehensive Assessment (2016)Market reactions to the ECB’s…Are the Federal Reserve’s Stress Test Results Predictable? (2016)Are the Federal Reserve’s Str…Stress for Success: A Review of Timothy Geithner's Financial Crisis Memoir (2015)Stress for Success: A Review …Information Management in Banking Crises (2015)Information Management in Ban…Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets (2015)Do stress tests matter? A stu…The adoption of stress testing: Why the Basel capital measures were not enough (2014)The adoption of stress testin…The Development of Opacity in U.S. Banking (2013)The Development of Opacity in…Transparency in the Financial System: Rollover Risk and Crises (2012)Transparency in the Financial…Enhanced Stress Testing and Financial Stability (2012)Enhanced Stress Testing and F…Capital Market Consequences of EU Bank Stress Tests (2012)Capital Market Consequences o…Do Colleges and Universities Increase Their Region’s Human Capital? (2011)Do Colleges and Universities …Disclosure, Transparency, and Market Discipline (2011)Disclosure, Transparency, and…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)The effect of mergers and acquisitions on the efficiency and profitability of EC credit institutions (1996)What Caused the Bank Capital Build-up of the 1990s? (2007)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)Measuring security price performance (1980)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)Common Failings: How Corporate Defaults Are Correlated (2007)Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Finance and Economics Discussion Series (2022)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)The New Issues Puzzle (1995)The Impact of Environmental Management on Firm Performance (1996)Event Studies in Economics and Finance (1997)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Common risk factors in the returns on stocks and bonds (1993)Markets contagion during financial crisis: A regime-switching approach (2010)Boarding a Sinking Ship? An Investigation of Job Applications to Distressed Firms (2015)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling Term Structures of Defaultable Bonds (1999)Insider trading in credit derivatives☆ (2007)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)A Portfolio View of Banking with Interest and Noninterest Activities (2006)The 2007–2009 financial crisis and bank opaqueness (2012)Banks as Secret Keepers (2017)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Has Financial Development Made the World Riskier? (2005)Rethinking Bank Regulation: Till Angels Govern (2005)Has Finance Made the World Riskier? (2006)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1985Using daily stock returns6,497 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 1986Valuation effects of security offerings and the issuance process1,213 cited
  • 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 1990Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail"527 cited
  • 2009The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis526 cited
  • 2003Market evidence on the opaqueness of banking firms’ assets389 cited
  • 2004An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps386 cited
  • 2000Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?358 cited
  • 2009Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS328 cited
  • 2009How We Decide217 cited
  • 2010Central Bank Dollar Swap Lines and Overseas Dollar Funding Costs

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

176 cited
  • 2006Testing for Opaqueness in the European Banking Industry: Evidence from Bond Credit Ratings173 cited
  • Cited by

    • 2015Information Management in Banking Crises59 cited
    • 2012Transparency in the Financial System: Rollover Risk and Crises59 cited
    • 2016Market reactions to the ECB’s Comprehensive Assessment45 cited
    • 2018On the Social Value of Accounting Objectivity in Financial Stability44 cited
    • 2018Bank Opacity and Financial Crises43 cited
    • 2014The adoption of stress testing: Why the Basel capital measures were not enough42 cited
    • 2016Are the Federal Reserve’s Stress Test Results Predictable?42 cited
    • 2015Stress for Success: A Review of Timothy Geithner's Financial Crisis Memoir42 cited
    • 2012Capital Market Consequences of EU Bank Stress Tests35 cited
    • 2011Disclosure, Transparency, and Market Discipline34 cited
    • 2013The Development of Opacity in U.S. Banking34 cited
    • 2021Mandatory disclosure and financial contagion32 cited
    • 2017Design of Macro-Prudential Stress Tests31 cited
    • 2012Enhanced Stress Testing and Financial Stability30 cited
    • 2011Do Colleges and Universities Increase Their Region’s Human Capital?28 cited
    • 2015Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets25 cited