Matches in SemOpenAlex for { <https://semopenalex.org/work/W2062382076> ?p ?o ?g. }
- W2062382076 endingPage "887" @default.
- W2062382076 startingPage "861" @default.
- W2062382076 abstract "Based on a sample of mid-tier and top-tier internationally active banks with 5-year senior CDS, this paper investigates the determinants of credit default swaps (CDS) spreads and whether CDS spreads can be considered a good proxy of bank performance. The analysis encompasses three time periods: a pre-crisis period (1 January 2005–30 June 2007), a crisis period (1 July 2007–31 March 2009) and a post-crisis period (1 April 2009–30 June 2011) and focuses exclusively on bank-specific balance sheet ratios. The results of the empirical analysis indicate that bank CDS spreads, both in the pre-crisis period, but especially in the crisis period, reflect the risk captured by bank balance sheet ratios. We find that the determinants of bank CDS spreads vary strongly across time, as economic and financial conditions vary. TIER 1 ratio and leverage appear insignificant in all of the three periods considered, while liquidity indicators become significant only during the crisis and post crisis period." @default.
- W2062382076 created "2016-06-24" @default.
- W2062382076 creator A5015360713 @default.
- W2062382076 creator A5088246695 @default.
- W2062382076 date "2013-10-01" @default.
- W2062382076 modified "2023-09-29" @default.
- W2062382076 title "The determinants of bank CDS spreads: evidence from the financial crisis" @default.
- W2062382076 cites W1597834650 @default.
- W2062382076 cites W1832337248 @default.
- W2062382076 cites W1899035920 @default.
- W2062382076 cites W1969547344 @default.
- W2062382076 cites W1974454796 @default.
- W2062382076 cites W1979782243 @default.
- W2062382076 cites W2006804758 @default.
- W2062382076 cites W2011886674 @default.
- W2062382076 cites W2061998345 @default.
- W2062382076 cites W2066956110 @default.
- W2062382076 cites W2070291774 @default.
- W2062382076 cites W2077791698 @default.
- W2062382076 cites W2082317778 @default.
- W2062382076 cites W2092200574 @default.
- W2062382076 cites W2097794804 @default.
- W2062382076 cites W2097931238 @default.
- W2062382076 cites W2121799706 @default.
- W2062382076 cites W2127169188 @default.
- W2062382076 cites W2132072990 @default.
- W2062382076 cites W2140489921 @default.
- W2062382076 cites W2144114444 @default.
- W2062382076 cites W2167136679 @default.
- W2062382076 cites W2569375417 @default.
- W2062382076 cites W2606985126 @default.
- W2062382076 cites W3022773787 @default.
- W2062382076 cites W3023478198 @default.
- W2062382076 cites W3121214655 @default.
- W2062382076 cites W3121328583 @default.
- W2062382076 cites W3122262454 @default.
- W2062382076 cites W3122403692 @default.
- W2062382076 cites W3123097597 @default.
- W2062382076 cites W3123273886 @default.
- W2062382076 cites W3123434764 @default.
- W2062382076 cites W3123829312 @default.
- W2062382076 cites W3123848600 @default.
- W2062382076 cites W3124378397 @default.
- W2062382076 cites W3124499324 @default.
- W2062382076 cites W3124937548 @default.
- W2062382076 cites W3125203185 @default.
- W2062382076 cites W3126113144 @default.
- W2062382076 cites W4230709253 @default.
- W2062382076 cites W4232003375 @default.
- W2062382076 cites W4376849348 @default.
- W2062382076 doi "https://doi.org/10.1080/1351847x.2011.636832" @default.
- W2062382076 hasPublicationYear "2013" @default.
- W2062382076 type Work @default.
- W2062382076 sameAs 2062382076 @default.
- W2062382076 citedByCount "84" @default.
- W2062382076 countsByYear W20623820762012 @default.
- W2062382076 countsByYear W20623820762013 @default.
- W2062382076 countsByYear W20623820762014 @default.
- W2062382076 countsByYear W20623820762015 @default.
- W2062382076 countsByYear W20623820762016 @default.
- W2062382076 countsByYear W20623820762017 @default.
- W2062382076 countsByYear W20623820762018 @default.
- W2062382076 countsByYear W20623820762019 @default.
- W2062382076 countsByYear W20623820762020 @default.
- W2062382076 countsByYear W20623820762021 @default.
- W2062382076 countsByYear W20623820762022 @default.
- W2062382076 countsByYear W20623820762023 @default.
- W2062382076 crossrefType "journal-article" @default.
- W2062382076 hasAuthorship W2062382076A5015360713 @default.
- W2062382076 hasAuthorship W2062382076A5088246695 @default.
- W2062382076 hasBestOaLocation W20623820762 @default.
- W2062382076 hasConcept C10138342 @default.
- W2062382076 hasConcept C119857082 @default.
- W2062382076 hasConcept C139719470 @default.
- W2062382076 hasConcept C144133560 @default.
- W2062382076 hasConcept C153083717 @default.
- W2062382076 hasConcept C162324750 @default.
- W2062382076 hasConcept C178350159 @default.
- W2062382076 hasConcept C183206440 @default.
- W2062382076 hasConcept C183582576 @default.
- W2062382076 hasConcept C2778300220 @default.
- W2062382076 hasConcept C2780148112 @default.
- W2062382076 hasConcept C30589699 @default.
- W2062382076 hasConcept C41008148 @default.
- W2062382076 hasConcept C556758197 @default.
- W2062382076 hasConcept C73283319 @default.
- W2062382076 hasConceptScore W2062382076C10138342 @default.
- W2062382076 hasConceptScore W2062382076C119857082 @default.
- W2062382076 hasConceptScore W2062382076C139719470 @default.
- W2062382076 hasConceptScore W2062382076C144133560 @default.
- W2062382076 hasConceptScore W2062382076C153083717 @default.
- W2062382076 hasConceptScore W2062382076C162324750 @default.
- W2062382076 hasConceptScore W2062382076C178350159 @default.
- W2062382076 hasConceptScore W2062382076C183206440 @default.
- W2062382076 hasConceptScore W2062382076C183582576 @default.
- W2062382076 hasConceptScore W2062382076C2778300220 @default.
- W2062382076 hasConceptScore W2062382076C2780148112 @default.
- W2062382076 hasConceptScore W2062382076C30589699 @default.