Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis [[electronic resource] /] / Jorge A. Chan-Lau, Estelle X. Liu, and Jochen M. Schmittmann |
Autore | Chan-Lau Jorge A |
Pubbl/distr/stampa | Washington, DC, : International Monetary Fund, 2012 |
Descrizione fisica | 1 online resource (23 p.) |
Altri autori (Persone) |
LiuEstelle X
SchmittmannJochen M |
Collana | IMF working paper |
Soggetto topico |
Capital market
Investments |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4755-7793-1
1-4755-2545-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Bank Equity Performance during the Recent Crisis; Figures; 1. U.S. and European Banks Price Indices; 2. European Banking Sector Indices, January 2006=100; II. Literature Review; III. Data and Variable Definitions; 3. Excess Equity Returns in the Banking Sector; 4. Sovereign Risk vs. PMI, monthly changes; IV. What Explains Equity Returns in the Banking Sector?; Tables; 1. Banks' Equity Returns: Model Specifications; 2. Banks' Equity Returns: Different Sample Periods; 3. Banks' Equity Returns: United Kingdom, United States, and Japan
4. Banks' Equity Returns: Euro Area CountriesV. Do Bank Characteristics Matter for Explaining Equity Returns?; 5. Banks' Equity Returns and Bank Characteristics; 6. Banks' Equity Returns and Standard Vulnerability Indicators; VI. Conclusions; References; Appendix: I. List of Banks |
Record Nr. | UNINA-9910461964103321 |
Chan-Lau Jorge A | ||
Washington, DC, : International Monetary Fund, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis / / Jorge Chan-Lau, Estelle Liu, Jochen M. Schmittmann |
Autore | Chan-Lau Jorge |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (23 p.) |
Altri autori (Persone) |
LiuEstelle
SchmittmannJochen M |
Collana | IMF Working Papers |
Soggetto topico |
Capital market
Investments Banks and Banking Financial Risk Management Investments: Stocks Financial Crises Information and Market Efficiency Event Studies Banks Depository Institutions Micro Finance Institutions Mortgages Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Financial Institutions and Services: Government Policy and Regulation Interest Rates: Determination, Term Structure, and Effects Banking Economic & financial crises & disasters Investment & securities Financial services law & regulation Finance Financial crises Stocks Capital adequacy requirements Yield curve Financial institutions Financial regulation and supervision Financial services Commercial banks Banks and banking Asset requirements Interest rates |
ISBN |
1-4755-7793-1
1-4755-2545-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Bank Equity Performance during the Recent Crisis; Figures; 1. U.S. and European Banks Price Indices; 2. European Banking Sector Indices, January 2006=100; II. Literature Review; III. Data and Variable Definitions; 3. Excess Equity Returns in the Banking Sector; 4. Sovereign Risk vs. PMI, monthly changes; IV. What Explains Equity Returns in the Banking Sector?; Tables; 1. Banks' Equity Returns: Model Specifications; 2. Banks' Equity Returns: Different Sample Periods; 3. Banks' Equity Returns: United Kingdom, United States, and Japan
4. Banks' Equity Returns: Euro Area CountriesV. Do Bank Characteristics Matter for Explaining Equity Returns?; 5. Banks' Equity Returns and Bank Characteristics; 6. Banks' Equity Returns and Standard Vulnerability Indicators; VI. Conclusions; References; Appendix: I. List of Banks |
Record Nr. | UNINA-9910786480003321 |
Chan-Lau Jorge | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis / / Jorge A. Chan-Lau, Estelle X. Liu, and Jochen M. Schmittmann |
Autore | Chan-Lau Jorge A |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, DC, : International Monetary Fund, 2012 |
Descrizione fisica | 1 online resource (23 p.) |
Disciplina | 332.1/52 |
Altri autori (Persone) |
LiuEstelle X
SchmittmannJochen M |
Collana | IMF working paper |
Soggetto topico |
Capital market
Investments |
ISBN |
1-4755-7793-1
1-4755-2545-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Bank Equity Performance during the Recent Crisis; Figures; 1. U.S. and European Banks Price Indices; 2. European Banking Sector Indices, January 2006=100; II. Literature Review; III. Data and Variable Definitions; 3. Excess Equity Returns in the Banking Sector; 4. Sovereign Risk vs. PMI, monthly changes; IV. What Explains Equity Returns in the Banking Sector?; Tables; 1. Banks' Equity Returns: Model Specifications; 2. Banks' Equity Returns: Different Sample Periods; 3. Banks' Equity Returns: United Kingdom, United States, and Japan
4. Banks' Equity Returns: Euro Area CountriesV. Do Bank Characteristics Matter for Explaining Equity Returns?; 5. Banks' Equity Returns and Bank Characteristics; 6. Banks' Equity Returns and Standard Vulnerability Indicators; VI. Conclusions; References; Appendix: I. List of Banks |
Record Nr. | UNINA-9910814614303321 |
Chan-Lau Jorge A | ||
Washington, DC, : International Monetary Fund, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|