Contemporary issues in financial institutions and markets
著者
書誌事項
Contemporary issues in financial institutions and markets
Routledge, 2013-
- v. 1
- v. 2
- v. 3
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注記
Includes bibliographical references and index
Vol. 2 edited by Claudia Girardone, Philip Hamill and John O.S. Wilson
Vol. 3 edited by Barbara Casu, Daniela Fabbri and John O.S. Wilson
内容説明・目次
- 巻冊次
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v. 1 ISBN 9780415645133
内容説明
This book brings together academic work on contemporary issues in financial institutions and markets. The general theme is designed to allow for a wide range of topics, covering the diverse nature of academic enquiry in banking and finance. The contributions thus address a broad spectrum of contemporary issues including bank diversification and securitization activities; bank regulatory reforms and competition; the performance of mutual funds and alternative asset classes; role of liquidity in price discovery for credit derivatives; and the existence of the compass rose pattern within option contracts market.
This book was originally published as a special issue of The European Journal of Finance.
目次
1. Introduction: Contemporary issues in financial institutions and markets John O.S. Wilson, David G. McMillan and Barbara Casu 2. Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies Barbara Casu, Andrew Clare, Anna Sarkisyan and Stephen Thomas 3. Bancassurance efficiency gains: evidence from the Italian banking and insurance industries Franco Fiordelisi and Ornella Ricci 4. Financial deepening and bank productivity in Latin America Georgios E. Chortareas, Jesus G. Garza-Garcia and Claudia Girardone 5. Islamic mutual funds' financial performance and international investment style: evidence from 20 countries Andreas G.F. Hoepner, Hussain G. Rammal and Michael Rezec 6. The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress Sergio Mayordomo, Juan Ignacio Pena and Juan Romo 7. Return reversals and the compass rose: insights from high frequency options data Thanos Verousis and Owain ap Gwilym
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v. 3 ISBN 9781138693647
内容説明
The aim of this book is to bring academic work on contemporary issues in financial institutions and markets. The general theme is designed to allow for a wide range of topics covering the diverse nature of academic research in banking and finance. As a consequence the contributions cover a wide range of issues across a broad spectrum, including: bank business models, bank competition and stability, credit card pricing and risk; bank supervision; and international investments. This book was originally published as a special issue of The European Journal of Finance.
目次
Introduction 1. How bank business models drive interest margins: evidence from US bank-level data 2. Bank competition, fire-sales and financial stability 3. Credit card interest rates and risk: new evidence from US survey data 4. The optimal size of the European Stability Mechanism: a cost-benefit analysis 5. Cross-country differences in personality and the foreign bias in international equity portfolios
- 巻冊次
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v. 2 ISBN 9781138809932
内容説明
This book showcases recent academic work on contemporary issues in financial institutions and markets. It covers a broad range of topics, highlighting the diverse nature of academic research in banking and finance. As a consequence the contributions cover a wide range of issues across a broad spectrum, including: capital structure arbitrage, credit rating agencies, credit default swap spreads, market power in the banking industry and stock returns. This timely collection offers fresh insights and understandings into the ongoing debates within and between the academic and professional finance communities.
This book was originally published as a special issue of the European Journal of Finance.
目次
1. Introduction Claudia Girardone, Philip Hamill, John O.S. Wilson 2. Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage Giovanni Calice, Jing Chen and Julian M. Williams 3. The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? Matthias Bodenstedt, Daniel Roesch and Harald Scheule 4. The determinants of bank CDS spreads: evidence from the financial crisis Laura Chiaramonte and Barbara Casu 5. The impact of market power and funding strategy on bank-interest margins Mohammed Amidu and Simon Wolfe 6. An examination of investor sentiment effect on G7 stock market returns Deven Bathia and Don Bredin
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