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Bank window dressing: Theory and evidence
4 references·16 citing·54 second hop
Bank window dressing: Theory and evidence (1992)Bank window dressing: Theory and evidenceThe Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms (1983)The Impact of Merger-Related …Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital (1981)Federal Deposit Insurance, Re…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…The X-11 variant of the census method II seasonal adjustment program (1965)The X-11 variant of the censu…Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging (2020)Demand Effects in the FX Forw…Using Annual Report Sentiment as a Proxy for Financial Distress in U.S. Banks (2019)Using Annual Report Sentiment…Regulatory Arbitrage in Repo Markets (2015)Regulatory Arbitrage in Repo …Turkish bank efficiency: Bayesian estimation with undesirable outputs (2012)Turkish bank efficiency: Baye…How Do Financial Firms Manage Risk? Unraveling the Interaction of Financial and Operational Hedging (2009)How Do Financial Firms Manage…Quarter-End Effects in Banks: Preferred Habitat or Window Dressing? (2006)Quarter-End Effects in Banks:…Cyclicality in catastrophic and operational risk measurements (2006)Cyclicality in catastrophic a…The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature (2004)The Basel Capital Accords and…The overnight interbank market: Evidence from the G-7 and the Euro zone (2003)The overnight interbank marke…Day-to-Day Monetary Policy and the Volatility of the Federal Funds Rate (2002)Day-to-Day Monetary Policy an…Could a CAMELS Downgrade Model Improve Off-Site Surveillance? 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this work references cited by second hop

References

  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1983The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms547 cited
  • 1981Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital525 cited
  • 1965The X-11 variant of the census method II seasonal adjustment program321 cited

Cited by

  • 1993Can megamergers improve bank efficiency?134 cited
  • 2012Turkish bank efficiency: Bayesian estimation with undesirable outputs129 cited
  • 2006Cyclicality in catastrophic and operational risk measurements118 cited
  • 2019Using Annual Report Sentiment as a Proxy for Financial Distress in U.S. Banks113 cited
  • 2002Day-to-Day Monetary Policy and the Volatility of the Federal Funds Rate95 cited
  • 2003The overnight interbank market: Evidence from the G-7 and the Euro zone94 cited
  • 2009How Do Financial Firms Manage Risk? Unraveling the Interaction of Financial and Operational Hedging83 cited
  • 1991Pricing deposit insurance when the insurer measures bank risk with error81 cited
  • 2015Regulatory Arbitrage in Repo Markets71 cited
  • 2004The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature53 cited

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  • 1997On a Preferred Habitat for Liquidity at the Turn-of-the-Year: Evidence from the Term-Repo Market51 cited
  • 2002Could a CAMELS Downgrade Model Improve Off-Site Surveillance?49 cited
  • 2001Predicting monetary policy with federal funds futures prices47 cited
  • 2001Day-to-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate42 cited
  • 2020Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging42 cited
  • 2006Quarter-End Effects in Banks: Preferred Habitat or Window Dressing?39 cited