Matches in SemOpenAlex for { <https://semopenalex.org/work/W3120857712> ?p ?o ?g. }
- W3120857712 abstract "We provide new evidence about the effect of securitization activities on bank stability and systemic risk in the run-up to and following the global financial crisis by the role of monetary policy interest rates. In so doing, we propose S-score as a new measure of the net effect of securitization activities on bank stability. Analyzing the dynamics of this measure at the individual bank level and the banking system level shows that securitization activities have a destabilizing effect on banks. We also find that securitization increases commonality of asset returns among banks leading to increased interconnectedness and systemic risk. We also find that low monetary policy interest rates in the aftermath of the global financial crisis have mitigated the destabilizing effect of securitization on banks." @default.
- W3120857712 created "2021-01-18" @default.
- W3120857712 creator A5025111251 @default.
- W3120857712 creator A5053362887 @default.
- W3120857712 creator A5075773602 @default.
- W3120857712 date "2018-01-01" @default.
- W3120857712 modified "2023-09-27" @default.
- W3120857712 title "Securitization, Monetary Policy and Bank Stability" @default.
- W3120857712 cites W1556724847 @default.
- W3120857712 cites W1789573697 @default.
- W3120857712 cites W1838088869 @default.
- W3120857712 cites W1969057781 @default.
- W3120857712 cites W1982339236 @default.
- W3120857712 cites W1982921329 @default.
- W3120857712 cites W2011117766 @default.
- W3120857712 cites W2020708837 @default.
- W3120857712 cites W2025610165 @default.
- W3120857712 cites W2035554302 @default.
- W3120857712 cites W2059233588 @default.
- W3120857712 cites W2061708053 @default.
- W3120857712 cites W2072920526 @default.
- W3120857712 cites W2077173670 @default.
- W3120857712 cites W2096732389 @default.
- W3120857712 cites W2113966200 @default.
- W3120857712 cites W2120874332 @default.
- W3120857712 cites W2124532504 @default.
- W3120857712 cites W2127589278 @default.
- W3120857712 cites W2132201771 @default.
- W3120857712 cites W2144357229 @default.
- W3120857712 cites W2152701019 @default.
- W3120857712 cites W2165389461 @default.
- W3120857712 cites W3087801440 @default.
- W3120857712 cites W3121337404 @default.
- W3120857712 cites W3121609486 @default.
- W3120857712 cites W3121621470 @default.
- W3120857712 cites W3122042469 @default.
- W3120857712 cites W3122049385 @default.
- W3120857712 cites W3122262857 @default.
- W3120857712 cites W3122327767 @default.
- W3120857712 cites W3122580768 @default.
- W3120857712 cites W3122743776 @default.
- W3120857712 cites W3123035284 @default.
- W3120857712 cites W3123331394 @default.
- W3120857712 cites W3123634782 @default.
- W3120857712 cites W3124406725 @default.
- W3120857712 cites W3124780179 @default.
- W3120857712 cites W3124796920 @default.
- W3120857712 cites W3124838145 @default.
- W3120857712 cites W3124923630 @default.
- W3120857712 cites W3124955107 @default.
- W3120857712 cites W3212026773 @default.
- W3120857712 cites W3122104829 @default.
- W3120857712 doi "https://doi.org/10.2139/ssrn.3630704" @default.
- W3120857712 hasPublicationYear "2018" @default.
- W3120857712 type Work @default.
- W3120857712 sameAs 3120857712 @default.
- W3120857712 citedByCount "0" @default.
- W3120857712 crossrefType "journal-article" @default.
- W3120857712 hasAuthorship W3120857712A5025111251 @default.
- W3120857712 hasAuthorship W3120857712A5053362887 @default.
- W3120857712 hasAuthorship W3120857712A5075773602 @default.
- W3120857712 hasConcept C126285488 @default.
- W3120857712 hasConcept C139719470 @default.
- W3120857712 hasConcept C144133560 @default.
- W3120857712 hasConcept C144587487 @default.
- W3120857712 hasConcept C162324750 @default.
- W3120857712 hasConcept C175025494 @default.
- W3120857712 hasConcept C2778300220 @default.
- W3120857712 hasConcept C2780619108 @default.
- W3120857712 hasConcept C2992337254 @default.
- W3120857712 hasConcept C38652104 @default.
- W3120857712 hasConcept C41008148 @default.
- W3120857712 hasConcept C556758197 @default.
- W3120857712 hasConcept C73283319 @default.
- W3120857712 hasConcept C76178495 @default.
- W3120857712 hasConceptScore W3120857712C126285488 @default.
- W3120857712 hasConceptScore W3120857712C139719470 @default.
- W3120857712 hasConceptScore W3120857712C144133560 @default.
- W3120857712 hasConceptScore W3120857712C144587487 @default.
- W3120857712 hasConceptScore W3120857712C162324750 @default.
- W3120857712 hasConceptScore W3120857712C175025494 @default.
- W3120857712 hasConceptScore W3120857712C2778300220 @default.
- W3120857712 hasConceptScore W3120857712C2780619108 @default.
- W3120857712 hasConceptScore W3120857712C2992337254 @default.
- W3120857712 hasConceptScore W3120857712C38652104 @default.
- W3120857712 hasConceptScore W3120857712C41008148 @default.
- W3120857712 hasConceptScore W3120857712C556758197 @default.
- W3120857712 hasConceptScore W3120857712C73283319 @default.
- W3120857712 hasConceptScore W3120857712C76178495 @default.
- W3120857712 hasLocation W31208577121 @default.
- W3120857712 hasOpenAccess W3120857712 @default.
- W3120857712 hasPrimaryLocation W31208577121 @default.
- W3120857712 hasRelatedWork W1491704043 @default.
- W3120857712 hasRelatedWork W1587303641 @default.
- W3120857712 hasRelatedWork W1754449558 @default.
- W3120857712 hasRelatedWork W1972879545 @default.
- W3120857712 hasRelatedWork W2168476343 @default.
- W3120857712 hasRelatedWork W2228461633 @default.
- W3120857712 hasRelatedWork W2544353657 @default.
- W3120857712 hasRelatedWork W3016888662 @default.