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Multiple or Simultaneous Equation Models; Multiple Variables x Banking x Financial Institutions and Services x clear all

Bank Bailouts and Moral Hazard: Evidence from Germany

Lammertjan Dam and Michael Koetter.

in The Review of Financial Studies

August 2012; p ublished online April 2012 .

Journal Article. Subjects: Multiple or Simultaneous Equation Models; Multiple Variables; Game Theory and Bargaining Theory; Banking; Financial Regulation; Regulation and Industrial Policy. 16089 words.

We use a structural econometric model to provide empirical evidence that safety nets in the banking industry lead to additional risk taking. To identify the moral hazard effect of bailout...

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Estimating Expected and Unexpected Losses for Agricultural Mortgage Portfolios

Jonathan B. Dressler and Loren W. Tauer.

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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Financial Development and Economic Growth: Global and African Evidence

Victor Murinde.

in Journal of African Economies

January 2012; p ublished online January 2012 .

Journal Article. Subjects: Multiple or Simultaneous Equation Models; Multiple Variables; Banking. 14530 words.

This paper aims to survey existing research on financial development and economic growth, highlighting the theoretical models and evidence from recent empirical work. Emphasis is placed on...

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Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014

Francis X. Diebold and Kamil Yilmaz.

in Journal of Financial Econometrics

December 2015; p ublished online November 2015 .

Journal Article. Subjects: Multiple or Simultaneous Equation Models; Multiple Variables; Banking. 18452 words.

We characterize equity return volatility connectedness in the network of major American and European financial institutions, 2004–2014. Our methods enable precise characterization of the...

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