Equity and bond market signals as leading indicators of bank fragility:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
European Central Bank
2002
|
| Series: | Working paper series / European Central Bank
150 |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 58 S. |
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| 245 | 1 | 0 | |a Equity and bond market signals as leading indicators of bank fragility |c by Reint Gropp, Jukka Vesala and Giuseppe Vulpes |
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| 700 | 1 | |a Vesala, Jukka |e Verfasser |4 aut | |
| 700 | 1 | |a Vulpes, Giuseppe |e Verfasser |4 aut | |
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Record in the Search Index
| _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 |
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| indexdate | 2024-07-20T03:55:10Z |
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| 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 |
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