Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Frankfurt, M.
Dt. Bundesbank
2012
|
| Schriftenreihe: | Discussion paper
Eurosystem ; 2012,16 |
| Links: | http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_07_25_dkp_16.pdf?__blob=publicationFile http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025286564&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Zsfassungen in dt. und engl. Sprache. - Online-Ausg. im Internet |
| Umfang: | 48 S. |
| ISBN: | 9783865588265 9783865588258 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV040438680 | ||
| 003 | DE-604 | ||
| 005 | 20121219 | ||
| 007 | t| | ||
| 008 | 120924s2012 xx |||| 00||| eng d | ||
| 020 | |a 9783865588265 |c (Internetversion) |9 978-3-86558-826-5 | ||
| 020 | |a 9783865588258 |c (Printversion) |9 978-3-86558-825-8 | ||
| 035 | |a (OCoLC)806210417 | ||
| 035 | |a (DE-599)BVBBV040438680 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-188 |a DE-12 |a DE-945 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 100 | 1 | |a Bosma, Jakob |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Credit risk connectivity in the financial industry and stabilization effects of government bailouts |c Jakob Bosma ; Michael Koetter ; Michael Wedow |
| 264 | 1 | |a Frankfurt, M. |b Dt. Bundesbank |c 2012 | |
| 300 | |a 48 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Deutsche Bundesbank |v Eurosystem |v 2012,16 | |
| 500 | |a Zsfassungen in dt. und engl. Sprache. - Online-Ausg. im Internet | ||
| 700 | 1 | |a Koetter, Michael |d 1974- |e Verfasser |0 (DE-588)131582054 |4 aut | |
| 700 | 1 | |a Wedow, Michael |d 1977- |e Verfasser |0 (DE-588)130462438 |4 aut | |
| 810 | 2 | |a Deutsche Bundesbank |t Discussion paper |v Eurosystem ; 2012,16 |w (DE-604)BV040156046 |9 2012,16 | |
| 856 | 4 | 1 | |u http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_07_25_dkp_16.pdf?__blob=publicationFile |x Verlag |z kostenfrei |3 Volltext |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025286564&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 912 | |a ebook | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-025286564 | |
Datensatz im Suchindex
| DE-BY-UBR_call_number | 00/QB 910 D486 B9-2012,16 |
|---|---|
| DE-BY-UBR_katkey | 5019393 |
| DE-BY-UBR_location | UB Magazin |
| DE-BY-UBR_media_number | 069036603798 |
| _version_ | 1835103654706675713 |
| adam_text | Titel: Credit risk connectivity in the financial industry and stabilization effects of government bailouts
Autor: Bosma, Jakob
Jahr: 2012
Contents
I. Introduction 1
II. Credit default swaps and co-crash probabilities 6
A. Data........................................ 6
B. Tail dependence index estimation....................... 8
C. Co-crash probability.............................. 12
D. Test for significance of CCPs.......................... 14
E. Explaining CCPs ................................ 17
III. Connectivity 19
A. Measurement method ............................. 19
IV. Bailout events and return effects 20
A. Bailout events.................................. 20
B. Event study method .............................. 21
C. Bailout effects.................................. 22
V. Conclusion 24
A Event study methodology 31
B Tables 33
|
| any_adam_object | 1 |
| author | Bosma, Jakob Koetter, Michael 1974- Wedow, Michael 1977- |
| author_GND | (DE-588)131582054 (DE-588)130462438 |
| author_facet | Bosma, Jakob Koetter, Michael 1974- Wedow, Michael 1977- |
| author_role | aut aut aut |
| author_sort | Bosma, Jakob |
| author_variant | j b jb m k mk m w mw |
| building | Verbundindex |
| bvnumber | BV040438680 |
| classification_rvk | QB 910 |
| collection | ebook |
| ctrlnum | (OCoLC)806210417 (DE-599)BVBBV040438680 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01790nam a2200373 cb4500</leader><controlfield tag="001">BV040438680</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20121219 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">120924s2012 xx |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783865588265</subfield><subfield code="c">(Internetversion)</subfield><subfield code="9">978-3-86558-826-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783865588258</subfield><subfield code="c">(Printversion)</subfield><subfield code="9">978-3-86558-825-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)806210417</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV040438680</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-945</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bosma, Jakob</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Credit risk connectivity in the financial industry and stabilization effects of government bailouts</subfield><subfield code="c">Jakob Bosma ; Michael Koetter ; Michael Wedow</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt, M.</subfield><subfield code="b">Dt. Bundesbank</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">48 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / Deutsche Bundesbank</subfield><subfield code="v">Eurosystem</subfield><subfield code="v">2012,16</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Zsfassungen in dt. und engl. Sprache. - Online-Ausg. im Internet</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Koetter, Michael</subfield><subfield code="d">1974-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)131582054</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Wedow, Michael</subfield><subfield code="d">1977-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)130462438</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Deutsche Bundesbank</subfield><subfield code="t">Discussion paper</subfield><subfield code="v">Eurosystem ; 2012,16</subfield><subfield code="w">(DE-604)BV040156046</subfield><subfield code="9">2012,16</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_07_25_dkp_16.pdf?__blob=publicationFile</subfield><subfield code="x">Verlag</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025286564&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ebook</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-025286564</subfield></datafield></record></collection> |
| id | DE-604.BV040438680 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T16:14:59Z |
| institution | BVB |
| isbn | 9783865588265 9783865588258 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025286564 |
| oclc_num | 806210417 |
| open_access_boolean | 1 |
| owner | DE-355 DE-BY-UBR DE-188 DE-12 DE-945 |
| owner_facet | DE-355 DE-BY-UBR DE-188 DE-12 DE-945 |
| physical | 48 S. |
| psigel | ebook |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank |
| spellingShingle | Bosma, Jakob Koetter, Michael 1974- Wedow, Michael 1977- Credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| title | Credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| title_auth | Credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| title_exact_search | Credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| title_full | Credit risk connectivity in the financial industry and stabilization effects of government bailouts Jakob Bosma ; Michael Koetter ; Michael Wedow |
| title_fullStr | Credit risk connectivity in the financial industry and stabilization effects of government bailouts Jakob Bosma ; Michael Koetter ; Michael Wedow |
| title_full_unstemmed | Credit risk connectivity in the financial industry and stabilization effects of government bailouts Jakob Bosma ; Michael Koetter ; Michael Wedow |
| title_short | Credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| title_sort | credit risk connectivity in the financial industry and stabilization effects of government bailouts |
| url | http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_07_25_dkp_16.pdf?__blob=publicationFile http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025286564&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV040156046 |
| work_keys_str_mv | AT bosmajakob creditriskconnectivityinthefinancialindustryandstabilizationeffectsofgovernmentbailouts AT koettermichael creditriskconnectivityinthefinancialindustryandstabilizationeffectsofgovernmentbailouts AT wedowmichael creditriskconnectivityinthefinancialindustryandstabilizationeffectsofgovernmentbailouts |