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Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible?
16 references·2 citing·42 second hop
Using Subordinated Debt to Monitor Bank Holding Companies: Is it Feasible? (2001)Using Subordinated Debt to Monitor Bank H…The Information Content of Bank Exam Ratings and Subordinated Debt Prices (2001)The Information Content of Ba…Supervision of Large Complex Banking Organizations (2001)Supervision of Large Complex …Subordinated Debt and Bank Capital Reform (2001)Subordinated Debt and Bank Ca…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…Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Evidence of Bank Market Disci…The implementation of prompt corrective action: An assessment (1995)The implementation of prompt …Off-balance sheet activities and bank default-risk premia: A comparison of risk measures (1993)Off-balance sheet activities …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Bondholder Losses in Leveraged Buyouts (1993)Bondholder Losses in Leverage…Corporate Bond Price Discrepancies in the Dealer and Exchange Markets (1991)Corporate Bond Price Discrepa…Market Discipline and Bank Subordinated Debt: Note (1990)Market Discipline and Bank Su…Bond Price Data and Bond Market Liquidity (1989)Bond Price Data and Bond Mark…Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets (1988)Market Discipline in Regulati…Corporate Bond Price Data Sources and Return/Risk Measurement (1986)Corporate Bond Price Data Sou…Market Discipline in Banking Reconsidered: The Roles of Deposit Insurance Reform, Funding Manager Decisions and Bond Market Liquidity (2003)Market Discipline in Banking …Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2003)Equity and Bond Market Signal…The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Risk-based capital and deposit insurance reform (1991)Does the debt market assess large banks, risk? (1992)Market discipline of bank risk: Evidence from subordinated debt contracts (2004)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)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Equity and Bond Market Signals as Leading Indicators of Bank Fragility (2002)Supervisory Effectiveness and Bank Risk (2011)A Tale of Two Runs: Depositor Responses to Bank Solvency Risk (2016)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Some Empirical Estimates of the Risk Structure of Interest Rates (1989)Measuring Treasury Market Liquidity (2001)Latent liquidity: A new measure of liquidity, with an application to corporate bonds (2008)On financial contracting (1979)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)An Empirical Study of Bond Market Transactions (2000)Governance Mechanisms and Bond Prices (2007)Momentum in Corporate Bond Returns (2013)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)Equity Volatility and Corporate Bond Yields (2003)Corporate Yield Spreads and Bond Liquidity (2007)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)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)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2000)Market Discipline of Banks: The Asset Test (2001)The Faces of “Market Discipline” (2001)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2003)Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy (2011)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 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
  • 2000Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?358 cited
  • 1993Bondholder Losses in Leveraged Buyouts298 cited
  • 1989Bond Price Data and Bond Market Liquidity267 cited
  • 1988Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets243 cited
  • 2001The Information Content of Bank Exam Ratings and Subordinated Debt Prices226 cited
  • 1990Market Discipline and Bank Subordinated Debt: Note224 cited
  • 1995The implementation of prompt corrective action: An assessment104 cited
  • 1991Corporate Bond Price Discrepancies in the Dealer and Exchange Markets86 cited
  • 2001Subordinated Debt and Bank Capital Reform84 cited
  • 1986Corporate Bond Price Data Sources and Return/Risk Measurement49 cited
  • 2001Supervision of Large Complex Banking Organizations39 cited

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  • 1993Off-balance sheet activities and bank default-risk premia: A comparison of risk measures35 cited
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    • 2003Market Discipline in Banking Reconsidered: The Roles of Deposit Insurance Reform, Funding Manager Decisions and Bond Market Liquidity23 cited
    • 2003Equity and Bond Market Signals as Leading Indicators of Bank Fragility23 cited