in American Journal of Agricultural Economics
October 2016; p ublished online July 2016 .
Journal Article. Subjects: Multiple or Simultaneous Equation Models; Multiple Variables; Econometric Modelling; Banking; Corporate Governance; Agricultural Economics. 8368 words.
The financial crisis that began in 2008 placed renewed emphasis and responsibility on financial institutions to assess financial risks and provide evidence of adequate capital to...
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in Review of Finance
March 2016; p ublished online March 2015 .
Journal Article. Subjects: Banking; Econometric Modelling; Economics. 19472 words.
We show that the propensity of a bank to experience extreme co-movements in its credit default swap (CDS) premia together with the market is priced in the bank’s default swap spread during...