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Time-varying systematic and idiosyncratic risk exposures of US bank holding companies
16 references·1 citing·43 second hop
Time-varying systematic and idiosyncratic risk exposures of US bank holding companies (2014)Time-varying systematic and idiosyncratic…How does capital affect bank performance during financial crises? (2013)How does capital affect bank …Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Credit Booms and Lending Stan…A Survey of Systemic Risk Analytics (2012)A Survey of Systemic Risk Ana…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Does the stock market value bank diversification? (2007)Does the stock market value b…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Estimating Standard Errors in…The dark side of diversification: The case of US financial holding companies (2005)The dark side of diversificat…Bubbles and Crises (2000)Bubbles and CrisesDiversification, Size, and Risk at Bank Holding Companies (1997)Diversification, Size, and Ri…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Contagion and competitive intra-industry effects of bankruptcy announcements (1992)Contagion and competitive int…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)The Effect of Interest Rate C…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*ESG performance and firm risk in the U.S. financial firms (2024)ESG performance and firm risk…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Determinants of Firms' Hedging Policies (1985)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Bank income structure and risk: An empirical analysis of European banks (2007)Back to the basics in banking? A micro-analysis of banking system stability (2009)Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland (2010)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Common Errors: How to (and Not to) Control for Unobserved Heterogeneity (2012)Corporate Immunity to the COVID-19 Pandemic (2020)A New Measure of Monetary Shocks: Derivation and Implications (2004)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Fiscal Policy in a Depressed Economy (2012)The Aggregate Demand for Treasury Debt (2012)Macroeconomic Shocks and Their Propagation (2016)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Liquidity risk management and credit supply in the financial crisis (2011)Bank size, capital, and systemic risk: Some international evidence (2015)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)The profitability of european banks: a cross‐sectional and dynamic panel analysis (2004)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches2,559 cited
  • 2013How does capital affect bank performance during financial crises?1,690 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2005The dark side of diversification: The case of US financial holding companies1,149 cited
  • 1997Diversification, Size, and Risk at Bank Holding Companies1,092 cited
  • 1992Contagion and competitive intra-industry effects of bankruptcy announcements920 cited
  • 1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions771 cited
  • 2000Bubbles and Crises752 cited
  • 2012Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market733 cited
  • 2012A Survey of Systemic Risk Analytics

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716 cited
  • 2007Does the stock market value bank diversification?631 cited
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    • 2024ESG performance and firm risk in the U.S. financial firms47 cited