create a website

Credit line exposure at default modelling using Bayesian mixed effect quantile regression. (2022). Nagl, Maximilian ; Betz, Jennifer ; Rosch, Daniel.
In: Journal of the Royal Statistical Society Series A.
RePEc:bla:jorssa:v:185:y:2022:i:4:p:2035-2072.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 71

References cited by this document

Cocites: 69

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Acharya, V., Almeida, H., Ippolito, F. & Orive, A.P. (2020) Bank lines of credit as contingent liquidity: covenant violations and their implications. Journal of Financial Intermediation, 44, 100817.

  2. Acharya, V., Almeida, H., Ippolito, F. & Perez, A. (2014) Credit lines as monitored liquidity insurance: theory and evidence. Journal of Financial Economics, 112(3), 287–319.

  3. Acharya, V.V. & Mora, N. (2015) A crisis of banks as liquidity providers. The Journal of Finance, 70(1), 1–43.

  4. Acharya, V.V., Almeida, H. & Campello, M. (2013) Aggregate risk and the choice between cash and lines of credit. The Journal of Finance, 68(5), 2059–2116.

  5. Agarwal, S., Ambrose, B.W. & Liu, C. (2006) Credit lines and credit utilization. Journal of Money, Credit, and Banking, 38(1), 1–22.

  6. Alhamzawi, R. (2016) Bayesian analysis of composite quantile regression. Statistics in Biosciences, 8(2), 358–373.

  7. Altman, E.I. & Kalotay, E.A. (2014) Ultimate recovery mixtures. Journal of Banking & Finance, 40, 116–129.

  8. Antoniou, A., Guney, Y. & Paudyal, K. (2008) The determinants of capital structure: capital market‐oriented versus bank‐oriented institutions. The Journal of Financial and Quantitative Analysis, 43(1), 59–92.

  9. Araten, M. & Jacobs, M. Jr. (2001) Loan equivalents for revolving credits and advised lines. The RMA Journal, 83(8), 34–39.
    Paper not yet in RePEc: Add citation now
  10. Arellano, M. & Bonhomme, S. (2017) Quantile selection models with an application to understanding changes in wage inequality. Econometrica, 85(1), 1–28.

  11. Barakova, I. & Parthasarathy, H. (2013) Modeling corporate exposure at default. SSRN Electronic Journal, 1–35.
    Paper not yet in RePEc: Add citation now
  12. Barraza, S. & Civelli, A. (2020) Economic policy uncertainty and the supply of business loans. Journal of Banking & Finance, 121, 105983.

  13. Basel Committee on Banking Supervision. (2017) Basel III: Finalising post‐crisis reforms. Technical report, Bank for International Settlements.
    Paper not yet in RePEc: Add citation now
  14. Bernardi, M., Gayraud, G. & Petrella, L. (2015) Bayesian tail risk interdependence using quantile regression. Bayesian Analysis, 10(3), 553–603.
    Paper not yet in RePEc: Add citation now
  15. Berrospide, J.M. & Meisenzahl, R. (2015) The real effects of credit line drawdowns. Finance and Economic Discussion Series, 2015(007), 1–53.
    Paper not yet in RePEc: Add citation now
  16. Betz, J., Kellner, R. & Rösch, D. (2018) Systematic effects among loss given defaults and their implications on downturn estimation. European Journal of Operational Research, 271(3), 1113–1144.

  17. Betz, J., Kellner, R. & Rösch, D. (2021) Time matters: how default resolution times impact final loss rates. Journal of the Royal Statistical Society: Series C (Applied Statistics), 70(3), 619–644.

  18. Calabrese, R. (2014) Downturn loss given default: mixture distribution estimation. European Journal of Operational Research, 237(1), 271–277.

  19. Carriero, A., Clark, T.E. & Marcellino, M.G. (2020) Nowcasting tail risks to economic activity with many indicators. SSRN Scholarly Paper ID 3599285, Rochester, NY: Social Science Research Network.

  20. Chernozhukov, V. (2005) Extremal quantile regression. The Annals of Statistics, 33(2), 806–839.

  21. Chernozhukov, V., Fernández‐Val, I., Hahn, J. & Newey, W. (2013) Average and quantile effects in nonseparable panel models. Econometrica, 81(2), 535–580.

  22. Clements, A., Drovandi, C. & Li, D. (2020) Reducing the risk in tail risk forecasting models. SSRN Scholarly Paper ID 3750440, Rochester, NY: Social Science Research Network.
    Paper not yet in RePEc: Add citation now
  23. Colla, P., Ippolito, F. & Li, K. (2013) Debt specialization. The Journal of Finance, 68(5), 2117–2141.
    Paper not yet in RePEc: Add citation now
  24. Cornett, M.M., McNutt, J.J., Strahan, P.E. & Tehranian, H. (2011) Liquidity risk management and credit supply in the financial crisis. Journal of Financial Economics, 101(2), 297–312.

  25. European Banking Authority. (2016) Regulatory technical standards on the materiality threshold for credit obligations past due under article 178 of regulation (EU) No. 575/2013. Final Report.
    Paper not yet in RePEc: Add citation now
  26. Ferrara, L., Mogliani, M. & Sahuc, J.‐G. (2021) High‐frequency monitoring of growth at risk. International Journal of Forecasting, 38(2), 582–595.
    Paper not yet in RePEc: Add citation now
  27. Galvao, A.F. & Kato, K. (2017) Quantile regression methods for longitudinal data. In: Koenker, R., Chernozhukov, V., He, X. & Peng, L. (Eds.) Handbook of quantile regression. London, UK: Chapman and Hall/CRC, pp. 363–380.
    Paper not yet in RePEc: Add citation now
  28. Galvao, A.F. & Poirier, A. (2019) Quantile regression random effects. Annals of Economics and Statistics, (134), 109–148.

  29. Galvao, A.F., Lamarche, C. & Lima, L.R. (2013) Estimation of censored quantile regression for panel data with fixed effects. Journal of the American Statistical Association, 108(503), 1075–1089.

  30. Gatev, E. & Strahan, P.E. (2006) Banks' advantage in hedging liquidity risk: theory and evidence from the commercial paper market. The Journal of Finance, 61(2), 867–892.

  31. Gelman, A. & Rubin, D.B. (1992) Inference from iterative simulation using multiple sequences. Statistical Science, 7(4), 457–472.
    Paper not yet in RePEc: Add citation now
  32. Geraci, M. & Bottai, M. (2007) Quantile regression for longitudinal data using the asymmetric Laplace distribution. Biostatistics, 8(1), 140–154.
    Paper not yet in RePEc: Add citation now
  33. Graham, B.S., Hahn, J., Poirier, A. & Powell, J.L. (2018) A quantile correlated random coefficients panel data model. Journal of Econometrics, 206(2), 305–335.

  34. Gürtler, M., Hibbeln, M.T. & Usselmann, P. (2018) Exposure at default modeling—a theoretical and empirical assessment of estimation approaches and parameter choice. Journal of Banking & Finance, 91, 176–188.

  35. Hon, P.S. & Bellotti, T. (2016) Models and forecasts of credit card balance. European Journal of Operational Research, 249(2), 498–505.

  36. Hu, Y., Wang, H.J., He, X. & Guo, J. (2021) Bayesian joint‐quantile regression. Computational Statistics, 36(3), 2033–2053.
    Paper not yet in RePEc: Add citation now
  37. Huang, H. & Chen, Z. (2015) Bayesian composite quantile regression. Journal of Statistical Computation and Simulation, 85(18), 3744–3754.
    Paper not yet in RePEc: Add citation now
  38. Ivashina, V. & Scharfstein, D. (2010) Bank lending during the financial crisis of 2008. Journal of Financial Economics, 97(3), 319–338.

  39. Jacobs Jr, M. & Bag, P. (2011) What do we know about exposure at default on contingent credit lines? A survey of the literature, empirical analysis and models. Journal of Advanced Studies in Finance, 2(1), 26–46.

  40. Jacobs, M. (2010) An empirical study of exposure at default. Journal of Advanced Studies in Finance, 1(1), 31–59.

  41. Jiménez, G., Lopez, J.A. & Saurina, J. (2009) Empirical analysis of corporate credit lines. The Review of Financial Studies, 22(12), 5069–5098.

  42. Kalotay, E.A. & Altman, E.I. (2017) Intertemporal forecasts of defaulted bond recoveries and portfolio losses. Review of Finance, 21(1), 433–463.

  43. Kass, R.E. & Raftery, A.E. (1995) Bayes factors. Journal of the American Statistical Association, 90(430), 773–795.
    Paper not yet in RePEc: Add citation now
  44. Kellner, R., Nagl, M. & Rösch, D. (2022) Opening the black box—quantile neural networks for loss given default prediction. Journal of Banking & Finance, 134, 106334.
    Paper not yet in RePEc: Add citation now
  45. Koenker, R. (2005) Quantile regression. Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  46. Koenker, R. & Bassett, G. (1978) Regression quantiles. Econometrica, 46(1), 33–50.

  47. Krüger, S. & Rösch, D. (2017) Downturn LGD modeling using quantile regression. Journal of Banking & Finance, 79, 42–56.
    Paper not yet in RePEc: Add citation now
  48. Krüger, S., Oehme, T., Rösch, D. & Scheule, H. (2018) A copula sample selection model for predicting multi‐year LGDs and lifetime expected losses. Journal of Empirical Finance, 47, 246–262.

  49. Leow, M. & Crook, J. (2016) A new Mixture model for the estimation of credit card Exposure at Default. European Journal of Operational Research, 249(2), 487–497.

  50. Lins, K.V., Servaes, H. & Tufano, P. (2010) What drives corporate liquidity? An international survey of cash holdings and lines of credit. Journal of Financial Economics, 98(1), 160–176.

  51. Luo, Y., Lian, H. & Tian, M. (2012) Bayesian quantile regression for longitudinal data models. Journal of Statistical Computation and Simulation, 82(11), 1635–1649.
    Paper not yet in RePEc: Add citation now
  52. Michael, J.R. (1983) The stabilized probability plot. Biometrika, 70(1), 11–17.
    Paper not yet in RePEc: Add citation now
  53. Moral, G. (2011) EAD estimates for facilities with explicit limits. In: Engelmann, B. & Rauhmeier, R. (Eds.) The Basel II risk parameters: estimation, validation, stress testing—with applications to loan risk management, Berlin, Heidelberg: Springer, pp. 201–246.
    Paper not yet in RePEc: Add citation now
  54. Qi, M. (2009) Exposure at default of unsecured credit cards. Office of the Comptroller of the Currency Working Paper.
    Paper not yet in RePEc: Add citation now
  55. Rösch, D. & Scheule, H. (2014) Forecasting probabilities of default and loss rates given default in the presence of selection. Journal of the Operational Research Society, 65(3), 393–407.

  56. Segura, A. & Zeng, J. (2020) Off‐balance sheet funding, voluntary support and investment efficiency. Journal of Financial Economics, 137, 90–107.

  57. Sriram, K., Ramamoorthi, R.V. & Ghosh, P. (2013) Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density. Bayesian Analysis, 8(2), 479–504.
    Paper not yet in RePEc: Add citation now
  58. Sufi, A. (2009) Bank lines of credit in corporate finance: an empirical analysis. The Review of Financial Studies, 22(3), 1057–1088.

  59. Thackham, M. & Ma, J. (2019) Exposure at default without conversion factors—evidence from Global Credit Data for large corporate revolving facilities. Journal of the Royal Statistical Society: Series A (Statistics in Society), 182(4), 1267–1286.

  60. Tian, Y., Lian, H. & Tian, M. (2017) Bayesian composite quantile regression for linear mixed‐effects models. Communications in Statistics—Theory and Methods, 46(15), 7717–7731.

  61. Tomarchio, S.D. & Punzo, A. (2019) Modelling the loss given default distribution via a family of zero‐and‐one inflated mixture models. Journal of the Royal Statistical Society: Series A (Statistics in Society), 182(4), 1247–1266.
    Paper not yet in RePEc: Add citation now
  62. Tong, E.N., Mues, C., Brown, I. & Thomas, L.C. (2016) Exposure at default models with and without the credit conversion factor. European Journal of Operational Research, 252(3), 910–920.

  63. Valvonis, V. (2008) Estimating EAD for retail exposures for Basel II purposes. The Journal of Credit Risk, 4(1), 79–109.
    Paper not yet in RePEc: Add citation now
  64. Wagenvoort, R. (2006) Comparing distributions: the harmonic mass index: extension to m samples. Working Paper 2006/03, Economic and Financial Report.
    Paper not yet in RePEc: Add citation now
  65. Yang, B. & Tkachenko, M. (2012) Modeling exposure at default and loss given default: empirical approaches and technical implementation. The Journal of Credit Risk, 8(2), 81–102.
    Paper not yet in RePEc: Add citation now
  66. Yu, K. & Moyeed, R.A. (2001) Bayesian quantile regression. Statistics & Probability Letters, 54(4), 437–447.
    Paper not yet in RePEc: Add citation now
  67. Yu, K. & Stander, J. (2007) Bayesian analysis of a Tobit quantile regression model. Journal of Econometrics, 137(1), 260–276.

  68. Yu, K. & Zhang, J. (2005) A three‐parameter asymmetric Laplace distribution and its extension. Communications in Statistics—Theory and Methods, 34(9–10), 1867–1879.
    Paper not yet in RePEc: Add citation now
  69. Yu, K., van Kerm, P. & Zhang, J. (2005) Bayesian quantile regression: an application to the wage distribution in 1990s Britain. Sankhyā: The Indian Journal of Statistics (2003–2007), 67(2), 359–377.
    Paper not yet in RePEc: Add citation now
  70. Yue, Y.R. & Rue, H. (2011) Bayesian inference for additive mixed quantile regression models. Computational Statistics & Data Analysis, 55(1), 84–96.

  71. Zhao, J.Y., Dwyer, D.W. & Zhang, J. (2014) Usage and exposures at default of corporate credit lines: an empirical study. The Journal of Credit Risk, 10(1), 65–86.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Foreign bank branch participation and U.S. syndicated loan contract design. (2025). Yang, Daniel G.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:79:y:2025:i:1:s0165410124000442.

    Full description at Econpapers || Download paper

  2. COVID‑19, corporate non-performing loans, and corporate lending dynamics: Evidence from Russian regions. (2024). Popova, Polina.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0507.

    Full description at Econpapers || Download paper

  3. Deconstructing involuntary financial exclusion: a focus on African SMEs. (2024). Simba, Amon ; DANA, Leo ; Tajeddin, Mahdi ; Ribeiro, Domingo E.
    In: Small Business Economics.
    RePEc:kap:sbusec:v:62:y:2024:i:1:d:10.1007_s11187-023-00767-1.

    Full description at Econpapers || Download paper

  4. COVID-19, Corporate Non-performing Loans, and Corporate Lending Dynamics: Evidence from Russian Regions. (2024). Popova, Polina.
    In: HSE Working papers.
    RePEc:hig:wpaper:93/fe/2024.

    Full description at Econpapers || Download paper

  5. Capital Regulations and the Management of Credit Commitments during Crisis Times*. (2023). Pelzl, Paul ; Teresa, Maria.
    In: Review of Finance.
    RePEc:oup:revfin:v:27:y:2023:i:5:p:1781-1821..

    Full description at Econpapers || Download paper

  6. European firms,Panic Borrowing and Credit Lines Drawdowns: What did we learn from the COVID-19 Shock?.. (2023). Mei, Shengfeng ; Cerrato, Mario ; Ramian, Hormoz.
    In: Working Papers.
    RePEc:gla:glaewp:2023_05.

    Full description at Econpapers || Download paper

  7. Predicting SMEs’ default risk: Evidence from bank-firm relationship data. (2023). Formisano, Vincenzo ; Modina, Michele ; Pietrovito, Filomena ; Gallucci, Carmen.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:89:y:2023:i:c:p:254-268.

    Full description at Econpapers || Download paper

  8. Bank stability and the price of loan commitments. (2023). Rauf, Asad.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:54:y:2023:i:c:s1042957323000104.

    Full description at Econpapers || Download paper

  9. The role of bank lenders in firm leverage adjustments. (2023). Gao, Wenlian ; Chen, Kai ; Zhu, Feifei.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:46:y:2023:i:1:p:63-97.

    Full description at Econpapers || Download paper

  10. Time to Extend Credit? Bank Credit Lines During the COVID-19 Pandemic in Russia. (2023). Semenova, Maria ; Popova, Polina.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:82:y:2023:i:2:p:106-119.

    Full description at Econpapers || Download paper

  11. European firms, Panic Borrowing and Credit Lines Drawdowns: What did we learn from the COVID-19 shock? (updated version February 2023). (2022). Mei, Shengfeng ; Cerrato, Mario ; Ramian, Hormoz.
    In: Working Papers.
    RePEc:gla:glaewp:2022_12.

    Full description at Econpapers || Download paper

  12. Default Risk and the Cross-Section of UK Insurance Firms’ Returns. (2022). Coccorese, Paolo ; Mei, Shengfeng ; Cerrato, Mario ; Ramian, Hormoz.
    In: Working Papers.
    RePEc:gla:glaewp:2022_07.

    Full description at Econpapers || Download paper

  13. Why does structural change accelerate in recessions? The credit reallocation channel. (2022). Howes, Cooper.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:144:y:2022:i:3:p:933-952.

    Full description at Econpapers || Download paper

  14. Credit line exposure at default modelling using Bayesian mixed effect quantile regression. (2022). Nagl, Maximilian ; Betz, Jennifer ; Rosch, Daniel.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:185:y:2022:i:4:p:2035-2072.

    Full description at Econpapers || Download paper

  15. The Loan Covenant Channel: How Bank Health Transmits to the Real Economy. (2022). Chodorow-Reich, Gabriel ; Chodorowreich, Gabriel ; Falato, Antonio.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:1:p:85-128.

    Full description at Econpapers || Download paper

  16. Credit Lines and the Liquidity Insurance Channel. (2021). Acharya, Viral ; Almeida, Heitor ; Ippolito, Filippo ; Perezorive, Ander.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:5:p:901-938.

    Full description at Econpapers || Download paper

  17. The Potential for Biases in Resolving Loan Problems. (2021). Brody, Richard ; White, Reilly ; Sokolowski, Matias.
    In: International Journal of Finance & Banking Studies.
    RePEc:rbs:ijfbss:v:10:y:2021:i:3:p:57-66.

    Full description at Econpapers || Download paper

  18. Cash Holdings and Firm-Level Exposure to Epidemic Diseases. (2021). Tut, Daniel.
    In: MPRA Paper.
    RePEc:pra:mprapa:109704.

    Full description at Econpapers || Download paper

  19. CAPM-Based Company (Mis)valuations. (2021). Dessaint, Olivier ; Olivier, Jacques ; Goldstein, Itay ; Thesmar, David ; Otto, Clemens A.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:34:y:2021:i:1:p:1-66..

    Full description at Econpapers || Download paper

  20. Liquidity Provision and Co-insurance in Bank Syndicates. (2021). Yankov, Vladimir ; Kiernan, Kevin F ; Zikes, Filip.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-60.

    Full description at Econpapers || Download paper

  21. Does credit type matter for relationship lending? The special role of bank credit lines. (2021). Zhao, Yijia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313972.

    Full description at Econpapers || Download paper

  22. All You Need Is Cash: Corporate Cash Holdings and Investment after the Global Financial Crisis. (2021). Van Horen, Neeltje ; Kneer, Christiane ; Joseph, Andreas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9053.

    Full description at Econpapers || Download paper

  23. Bank monitoring and stock price crash risk: Evidence from China. (2020). Shang, Xueling ; Liu, Weiwei ; Sun, Suyu.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:10:y:2020:i:1:f:10_1_2.

    Full description at Econpapers || Download paper

  24. Bank Liquidity Provision Across the Firm Size Distribution. (2020). Plosser, Matthew ; Luck, Stephan ; Darmouni, Olivier ; Chodorow-Reich, Gabriel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27945.

    Full description at Econpapers || Download paper

  25. Bank Liquidity Provision across the Firm Size Distribution. (2020). Plosser, Matthew ; Luck, Stephan ; Darmouni, Olivier ; Chodorow-Reich, Gabriel.
    In: Staff Reports.
    RePEc:fip:fednsr:88956.

    Full description at Econpapers || Download paper

  26. The political economy of relationship banking. (2020). Marin, Matej ; Lonarski, Igor.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306014.

    Full description at Econpapers || Download paper

  27. Borrowing costs and the role of multilateral development banks: Evidence from cross-border syndicated bank lending. (2020). Sarmiento, Miguel ; Presbitero, Andrea ; Gurara, Daniel.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619300476.

    Full description at Econpapers || Download paper

  28. Bank lines of credit as contingent liquidity: Covenant violations and their implications. (2020). Acharya, Viral ; Almeida, Heitor ; Ippolito, Filippo ; Perezorive, Ander.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:44:y:2020:i:c:s1042957319300191.

    Full description at Econpapers || Download paper

  29. Debt signaling and outside investors in early stage firms. (2020). Epure, Mircea ; Guasch, Marti.
    In: Journal of Business Venturing.
    RePEc:eee:jbvent:v:35:y:2020:i:2:s0883902617301775.

    Full description at Econpapers || Download paper

  30. Illiquidity as a signal. (2020). Kahn, Charles ; Jorge, Jose.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300723.

    Full description at Econpapers || Download paper

  31. All You Need is Cash: Corporate Cash Holdings and Investment after the Financial Crisis. (2020). Van Horen, Neeltje ; Saleheen, Jumana ; Kneer, Christiane ; Joseph, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14199.

    Full description at Econpapers || Download paper

  32. Measuring Mutual Fund Flow Pressure as Shock to Stock Returns. (2020). Wardlaw, Malcolm.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:6:p:3221-3243.

    Full description at Econpapers || Download paper

  33. The impact of the IRB approach on the relationship between the cost of credit for public companies and financial market conditions. (2020). Gallo, Raffaele.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1290_20.

    Full description at Econpapers || Download paper

  34. Contracting Sequentially with Multiple Lenders: The Role of Menus. (2019). Décamps, Jean-Paul ; casamatta, catherine ; attar, andrea ; Decamps, Jean Paul ; Chassagnon, Arnold.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:4:p:977-990.

    Full description at Econpapers || Download paper

  35. Credit Supply: Are there negative spillovers from banks’ proprietary trading? (RM/19/005-revised-). (2019). Kleimeier, Stefanie ; Kurz, Michael.
    In: Research Memorandum.
    RePEc:unm:umagsb:2019026.

    Full description at Econpapers || Download paper

  36. Intermediation Variety. (2019). Thakor, Anjan ; Donaldson, Jason Roderick ; Piacentino, Giorgia.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25946.

    Full description at Econpapers || Download paper

  37. The Leading Premium. (2019). Schlag, Christian ; Croce, Mariano ; Marchuk, Tatyana.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25633.

    Full description at Econpapers || Download paper

  38. Dynamic corporate liquidity. (2019). Steri, Roberto ; Schmid, Lukas ; Nikolov, Boris.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:1:p:76-102.

    Full description at Econpapers || Download paper

  39. Policy uncertainty and firm cash holdings. (2019). Hegde, Shantaram ; Nguyen, Nam H ; Phan, Hieu V.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:95:y:2019:i:c:p:71-82.

    Full description at Econpapers || Download paper

  40. Do banks still monitor when there is a market for credit protection?. (2019). Tang, Dragon Yongjun ; Shan, Chenyu ; Winton, Andrew.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300369.

    Full description at Econpapers || Download paper

  41. Commitment to build trust by socially responsible firms: Evidence from cash holdings. (2019). Chen, Yan-Shing ; Peng, Shu-Cing ; Chang, Ching-Hung.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:56:y:2019:i:c:p:364-387.

    Full description at Econpapers || Download paper

  42. Capital regulations and the management of credit commitments during crisis times. (2019). Pelzl, Paul ; Valderrama, Maria Teresa.
    In: Working Papers.
    RePEc:dnb:dnbwpp:661.

    Full description at Econpapers || Download paper

  43. Credit Supply: Are there negative spillovers from banks proprietary trading?. (2019). Kleimeier, Stefanie ; Kurz, Michael.
    In: Working Papers.
    RePEc:dnb:dnbwpp:657.

    Full description at Econpapers || Download paper

  44. Bond Funds and Credit Risk. (2019). Choi, Jaewon ; Jimmy, Ji Yeol ; Dasgupta, Amil.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14134.

    Full description at Econpapers || Download paper

  45. All you need is cash: corporate cash holdings and investment after the financial crisis. (2019). Van Horen, Neeltje ; Saleheen, Jumana ; Joseph, Andreas ; Kneer, Christiane.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0843.

    Full description at Econpapers || Download paper

  46. Does CDS trading affect risk-taking incentives in managerial compensation?. (2018). Avino, Davide ; Leung, Woon Sau ; Song, Wei ; Chen, Jie.
    In: Working Papers.
    RePEc:swn:wpaper:2018-19.

    Full description at Econpapers || Download paper

  47. Effective governance, financial markets, financial institutions & crises. (2018). Williams, Barry ; Balachandran, Balasingham.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:50:y:2018:i:c:p:1-15.

    Full description at Econpapers || Download paper

  48. Corporate debt maturity profiles. (2018). Zechner, Josef ; Hackbarth, Dirk ; Choi, Jaewon.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:130:y:2018:i:3:p:484-502.

    Full description at Econpapers || Download paper

  49. Bank monitoring and CEO risk-taking incentives. (2018). Song, Keke ; Saunders, Anthony.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:88:y:2018:i:c:p:225-240.

    Full description at Econpapers || Download paper

  50. The impact of expanded bank powers on loan portfolio decisions. (2018). Torna, Gokhan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:38:y:2018:i:c:p:1-17.

    Full description at Econpapers || Download paper

  51. Customer financing, bargaining power and trade credit uptake. (2018). Mateut, Simona ; Chevapatrakul, Thanaset.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:59:y:2018:i:c:p:147-162.

    Full description at Econpapers || Download paper

  52. The Leading Premium. (2018). Marchuk, Tatyana ; Croce, Mariano Massimiliano ; Schlag, Christian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12631.

    Full description at Econpapers || Download paper

  53. The Leading Premium. (2017). Marchuk, Tatyana ; Croce, Mariano ; Schlag, Christian.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1251.

    Full description at Econpapers || Download paper

  54. Concentration of Control Rights in Leveraged Loan Syndicates. (2017). Yu, Edison ; Berlin, Mitchell ; Nini, Gregory P.
    In: Working Papers.
    RePEc:fip:fedpwp:17-22.

    Full description at Econpapers || Download paper

  55. Trade credit and the joint effects of supplier and customer financial characteristics. (2017). Williams, Ryan ; Shenoy, Jaideep.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:29:y:2017:i:c:p:68-80.

    Full description at Econpapers || Download paper

  56. Pricing and usage: An empirical analysis of lines of credit. (2017). Duran, Miguel.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:219-234.

    Full description at Econpapers || Download paper

  57. Multiple lending, credit lines and financial contagion. (2017). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172089.

    Full description at Econpapers || Download paper

  58. Corporate Debt Maturity Profiles. (2017). Zechner, Josef ; Hackbarth, Dirk ; Choi, Jaewon.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12289.

    Full description at Econpapers || Download paper

  59. Multiple lending, credit lines, and financial contagion. (2017). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1123_17.

    Full description at Econpapers || Download paper

  60. Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis ; Ippolito, Filippo.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1497.

    Full description at Econpapers || Download paper

  61. Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis ; Ippolito, Filippo.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:20168.

    Full description at Econpapers || Download paper

  62. Double bank runs and liquidity risk management. (2016). Peydro, Jose-Luis ; Ippolito, Filippo ; Sette, Enrico ; Polo, Andrea.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201608.

    Full description at Econpapers || Download paper

  63. Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis ; Ippolito, Filippo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:1:p:135-154.

    Full description at Econpapers || Download paper

  64. Do financial market developments influence accounting practices? Credit default swaps and borrowers׳ reporting conservatism. (2015). Martin, Xiumin ; Roychowdhury, Sugata.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:59:y:2015:i:1:p:80-104.

    Full description at Econpapers || Download paper

  65. Double Bank Runs and Liquidity Risk Management. (2015). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis ; Ippolito, Filippo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10948.

    Full description at Econpapers || Download paper

  66. Double Bank Runs and Liquidity Risk Management. (2015). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis ; Ippolito, Filippo.
    In: Working Papers.
    RePEc:bge:wpaper:855.

    Full description at Econpapers || Download paper

  67. Credit default swaps and corporate cash holdings. (2014). Wang, Sarah Qian ; Subrahmanyam, Marti G. ; Tang, Dragon Yongjun.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:462.

    Full description at Econpapers || Download paper

  68. Market timing, maturity mismatch, and risk management: Evidence from the banking industry. (2013). Kick, Thomas ; Entrop, Oliver ; Wilkens, Marco ; Ruprecht, Benedikt .
    In: Discussion Papers.
    RePEc:zbw:bubdps:562013.

    Full description at Econpapers || Download paper

  69. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 17:02:34 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.