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Advanced Search Results For "Irresberger, Felix"

1 - 10 of 10 results for
 "Irresberger, Felix"
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Do Capital Requirements Make Banks Safer? Evidence From a Quasinatural Experiment.

Publication Type:Academic Journal

Source(s):Journal of Financial & Quantitative Analysis; Aug2022, Vol. 57 Issue 5, p1805-1833, 29p

Abstract:Copyright of Journal of Financial & Quantitative Analysis is the property of Cambridge University Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Ho...

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Bank Size and Household Financial Sentiment: Surprising Evidence from University of Michigan Surveys of Consumers.

Publication Type:Academic Journal

Source(s):Journal of Money, Credit & Banking (John Wiley & Sons, Inc.); Oct2020 Supplement S1, Vol. 52, p149-191, 43p

Abstract:Copyright of Journal of Money, Credit & Banking (John Wiley & Sons, Inc.) is the property of John Wiley & Sons, Inc. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written p...

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A comparison of tail dependence estimators.

Publication Type:Academic Journal

Source(s):European Journal of Operational Research. Jul2020, Vol. 284 Issue 2, p728-742. 15p.

Abstract:• We review several commonly used methods for estimating the tail dependence and run a simulation study to compare their performance. • Static estimators produce severely biased estimates of tail dependence when applied to samples with time-varying ext...

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Bank stock performance and bank regulation around the globe.

Publication Type:Academic Journal

Source(s):European Journal of Finance; Jan2018, Vol. 24 Issue 2, p77-113, 37p

Abstract:Copyright of European Journal of Finance is the property of Routledge and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, ...

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Crisis Sentiment in the U.S. Insurance Sector.

Publication Type:Academic Journal

Source(s):Journal of Risk & Insurance; Dec2017, Vol. 84 Issue 4, p1295-1330, 36p, 9 Charts, 1 Graph

Abstract:Copyright of Journal of Risk & Insurance is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, down...

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Liquidity tail risk and credit default swap spreads.

Publication Type:Academic Journal

Source(s):European Journal of Operational Research. Sep2018, Vol. 269 Issue 3, p1137-1153. 17p.

Abstract:We show that liquidity tail risk in credit default swap (CDS) spreads is time-varying and explains variation in CDS spreads. We capture the liquidity tail risk of a CDS contract written on a firm by estimating the tail dependence, i.e., the asymptotic ...

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Testing Asymmetry in Dependence with Copula-Coskewness.

Publication Type:Academic Journal

Source(s):North American Actuarial Journal; 2017, Vol. 21 Issue 2, p267-280, 14p

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Size is everything: Explaining SIFI designations.

Publication Type:Academic Journal

Source(s):Review of Financial Economics; Jan2017, Vol. 32, p7-19, 13p

Abstract:Copyright of Review of Financial Economics is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, do...

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Explaining bank stock performance with crisis sentiment.

Publication Type:Academic Journal

Source(s):Journal of Banking & Finance. Oct2015, Vol. 59, p311-329. 19p.

Abstract:Using search volume data on crisis-related queries from Google Trends, we estimate three different measures of market-level and individual crisis sentiment. We find that the stock performance of international banks during the period Q1 2004 to Q4 2012 ...

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Systemic risk of insurers around the globe.

Publication Type:Academic Journal

Source(s):Journal of Banking & Finance. Jun2015, Vol. 55, p232-245. 14p.

Abstract:We study the exposure and contribution of 253 international life and non-life insurers to systemic risk between 2000 and 2012. For our full sample period, we find systemic risk in the international insurance sector to be small. In contrast, the contrib...

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