Equity and bond market signals as leading indicators of bank fragility:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
European Central Bank
2002
|
| Schriftenreihe: | Working paper series / European Central Bank
150 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 58 S. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV014746973 | ||
| 003 | DE-604 | ||
| 005 | 20080115 | ||
| 007 | t | ||
| 008 | 020920s2002 |||| 00||| eng d | ||
| 016 | 7 | |a 965363112 |2 DE-101 | |
| 035 | |a (OCoLC)237396019 | ||
| 035 | |a (DE-599)BVBBV014746973 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-706 |a DE-83 | ||
| 100 | 1 | |a Gropp, Reint |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Equity and bond market signals as leading indicators of bank fragility |c by Reint Gropp, Jukka Vesala and Giuseppe Vulpes |
| 264 | 1 | |a Frankfurt am Main |b European Central Bank |c 2002 | |
| 300 | |a 58 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Working paper series / European Central Bank |v 150 | |
| 700 | 1 | |a Vesala, Jukka |e Verfasser |4 aut | |
| 700 | 1 | |a Vulpes, Giuseppe |e Verfasser |4 aut | |
| 810 | 2 | |a European Central Bank |t Working paper series |v 150 |w (DE-604)BV012681744 |9 150 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009988974&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
Datensatz im Suchindex
| _version_ | 1805068754505170944 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I
.
INTRODUCTION
6
II.
PROPERTIES
OF
MARKET
INDICATORS
8
II.A
EQUITY-BASED
INDICATORS
9
II.B
SUBORDINATED
DEBT-BASED
INDICATORS
11
II.C
IMPACT
OF
THE
SAFETY
NET
14
III.
EMPIRICAL
IMPLEMENTATION
16
III.A
MEASUREMENT
OF
BANK
"
FAILURES
"
1
6
III.B
MARKET
INDICATORS
17
IILC
EXPECTATION
OF
PUBLIC
TRANSPORT
19
III.D
SAMPLE
SELECTION
1
9
IV
DESCRIPTIVE
STATISTICS
20
V
EMPIRICAL
ESTIMATION
2
1
V.A
ESTIMATION
METHODS
2
1
V.B
LOGIT-ESTIMATION
RESULTS
22
V.C
HAZARD-ESTIMATION
RESULTS
23
VI.
ROBUSTNESS
AND
EXTENSIONS
26
VII.
CONCLUSION
29
LITERATURE
3
1
TABLES
&
CHARTS
34
APPENDICES
52
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
54 |
| any_adam_object | 1 |
| author | Gropp, Reint Vesala, Jukka Vulpes, Giuseppe |
| author_facet | Gropp, Reint Vesala, Jukka Vulpes, Giuseppe |
| author_role | aut aut aut |
| author_sort | Gropp, Reint |
| author_variant | r g rg j v jv g v gv |
| building | Verbundindex |
| bvnumber | BV014746973 |
| ctrlnum | (OCoLC)237396019 (DE-599)BVBBV014746973 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV014746973</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20080115</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">020920s2002 |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">965363112</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)237396019</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV014746973</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Gropp, Reint</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Equity and bond market signals as leading indicators of bank fragility</subfield><subfield code="c">by Reint Gropp, Jukka Vesala and Giuseppe Vulpes</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt am Main</subfield><subfield code="b">European Central Bank</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">58 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Working paper series / European Central Bank</subfield><subfield code="v">150</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Vesala, Jukka</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Vulpes, Giuseppe</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">European Central Bank</subfield><subfield code="t">Working paper series</subfield><subfield code="v">150</subfield><subfield code="w">(DE-604)BV012681744</subfield><subfield code="9">150</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009988974&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield></record></collection> |
| id | DE-604.BV014746973 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-20T03:55:10Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009988974 |
| oclc_num | 237396019 |
| open_access_boolean | |
| owner | DE-12 DE-706 DE-83 |
| owner_facet | DE-12 DE-706 DE-83 |
| physical | 58 S. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | European Central Bank |
| record_format | marc |
| series2 | Working paper series / European Central Bank |
| spelling | Gropp, Reint Verfasser aut Equity and bond market signals as leading indicators of bank fragility by Reint Gropp, Jukka Vesala and Giuseppe Vulpes Frankfurt am Main European Central Bank 2002 58 S. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 150 Vesala, Jukka Verfasser aut Vulpes, Giuseppe Verfasser aut European Central Bank Working paper series 150 (DE-604)BV012681744 150 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009988974&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Gropp, Reint Vesala, Jukka Vulpes, Giuseppe Equity and bond market signals as leading indicators of bank fragility |
| title | Equity and bond market signals as leading indicators of bank fragility |
| title_auth | Equity and bond market signals as leading indicators of bank fragility |
| title_exact_search | Equity and bond market signals as leading indicators of bank fragility |
| title_full | Equity and bond market signals as leading indicators of bank fragility by Reint Gropp, Jukka Vesala and Giuseppe Vulpes |
| title_fullStr | Equity and bond market signals as leading indicators of bank fragility by Reint Gropp, Jukka Vesala and Giuseppe Vulpes |
| title_full_unstemmed | Equity and bond market signals as leading indicators of bank fragility by Reint Gropp, Jukka Vesala and Giuseppe Vulpes |
| title_short | Equity and bond market signals as leading indicators of bank fragility |
| title_sort | equity and bond market signals as leading indicators of bank fragility |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009988974&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
| work_keys_str_mv | AT groppreint equityandbondmarketsignalsasleadingindicatorsofbankfragility AT vesalajukka equityandbondmarketsignalsasleadingindicatorsofbankfragility AT vulpesgiuseppe equityandbondmarketsignalsasleadingindicatorsofbankfragility |