SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Equity and Bond Market Signals as Leading Indicators of Bank Fragility
16 references·16 citing·34 second hopsampled
Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2002)Equity and Bond Market Signals as Leading…How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)How Much of the Corporate-Tre…Banks with Something to Lose: The Disciplinary Role of Franchise Value (2007)Banks with Something to Lose:…Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When? (2000)Comparing Market and Supervis…Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence (1998)Using Market Information in P…The prudential regulation of banks (1996)The prudential regulation of …Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Evidence of Bank Market Disci…Design and Valuation of Debt Contracts (1996)Design and Valuation of Debt …Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders? (1993)Is a Bond Rating Downgrade Ba…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…An Empirical Investigation of U.S. Firms in Reorganization (1989)An Empirical Investigation of…The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates (1984)The Valuation of FDIC Deposit…Contagion Effects of Bank Failures: Evidence from Capital Markets (1983)Contagion Effects of Bank Fai…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…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)VALUING CORPORATE SECURITIES:…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…How Accurately Can Z‐score Predict Bank Failure? (2016)How Accurately Can Z‐score Pr…THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK (2014)THE CREDIT‐TO‐GDP GAP AND COM…Do Depositors Discipline Banks and Did Government Actions During the Recent Crisis Reduce this Discipline? An International Perspective (2014)Do Depositors Discipline Bank…CEO Bonus Compensation and Bank Default Risk: Evidence from the U.S. and Europe (2013)CEO Bonus Compensation and Ba…The Impact of Public Guarantees on Bank Risk Taking: Evidence from a Natural Experiment (2010)The Impact of Public Guarante…Financial Soundness Indicators: Compilation Guide (2010)Financial Soundness Indicator…The Dynamics of Bank Spreads and Financial Structure (2007)The Dynamics of Bank Spreads …Equity market information, bank holding company risk, and market discipline (2007)Equity market information, ba…Testing for Opaqueness in the European Banking Industry: Evidence from Bond Credit Ratings (2006)Testing for Opaqueness in the…Failure prediction in the Russian bank sector with logit and trait recognition models (2005)Failure prediction in the Rus…Measurement of contagion in banks’ equity prices (2004)Measurement of contagion in b…Market Discipline of U.S. Financial Firms: Recent Evidence and Research Issues (2004)Market Discipline of U.S. Fin…Monetary transmission: empirical evidence from Luxembourg firm-level data (2003)Monetary transmission: empiri…Monetary policy transmission in the euro area: where do we stand? (2003)Monetary policy transmission …A VAR description of the effects of monetary policy in the individual countries of the euro area (2003)A VAR description of the effe…Market discipline and financial stability (2002)Market discipline and financi…Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Deposit Insurance, Risk, and Market Power in Banking (1988)Measuring Abnormal Bond Performance (2008)The Determinants of Bank Capital Structure (2010)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Equity Volatility and Corporate Bond Yields (2003)Corporate Yield Spreads and Bond Liquidity (2007)Loan loss provisioning and economic slowdowns: too much, too late? (2003)Does bank capital affect lending behavior? (2004)How Do Banks Set Interest Rates? (2004)Market discipline and deposit insurance (2004)Examining the Relationships between Capital, Risk and Efficiency in European Banking (2007)Does board structure in banks really affect their performance? (2013)The Theory of Bank Risk Taking and Competition Revisited (2005)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)How does capital affect bank performance during financial crises? (2013)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The Credit Ratings Game (2009)The Economics of Structured Finance (2009)Structural Models of Corporate Bond Pricing: An Empirical Analysis (2004)Liquidity and Asset Prices (2006)The Illiquidity of Corporate Bonds (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
  • 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
  • 1996The prudential regulation of banks853 cited
  • 1996Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991691 cited
  • 1998Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence674 cited
  • 1996Design and Valuation of Debt Contracts591 cited
  • 1989An Empirical Investigation of U.S. Firms in Reorganization517 cited
  • 1993Is a Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?512 cited
  • 1984The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates360 cited
  • 2000Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?358 cited
  • 2007

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

Banks with Something to Lose: The Disciplinary Role of Franchise Value
344 cited
  • 1983Contagion Effects of Bank Failures: Evidence from Capital Markets325 cited
  • Cited by

    • 2006Testing for Opaqueness in the European Banking Industry: Evidence from Bond Credit Ratings173 cited
    • 2014Do Depositors Discipline Banks and Did Government Actions During the Recent Crisis Reduce this Discipline? An International Perspective173 cited
    • 2004Measurement of contagion in banks’ equity prices136 cited
    • 2005Failure prediction in the Russian bank sector with logit and trait recognition models128 cited
    • 2002Market discipline and financial stability125 cited
    • 2010The Impact of Public Guarantees on Bank Risk Taking: Evidence from a Natural Experiment125 cited
    • 2003A VAR description of the effects of monetary policy in the individual countries of the euro area106 cited
    • 2016How Accurately Can Z‐score Predict Bank Failure?103 cited
    • 2014THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK78 cited
    • 2003Monetary transmission: empirical evidence from Luxembourg firm-level data61 cited
    • 2003Monetary policy transmission in the euro area: where do we stand?59 cited
    • 2010Financial Soundness Indicators: Compilation Guide58 cited
    • 2013CEO Bonus Compensation and Bank Default Risk: Evidence from the U.S. and Europe57 cited
    • 2004Market Discipline of U.S. Financial Firms: Recent Evidence and Research Issues57 cited
    • 2007The Dynamics of Bank Spreads and Financial Structure57 cited
    • 2007Equity market information, bank holding company risk, and market discipline53 cited