The financial crisis and the shadow price of bank capital
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Publication:2288929
DOI10.1007/S10479-018-2886-ZzbMATH Open1430.91125OpenAlexW2800188947WikidataQ129835034 ScholiaQ129835034MaRDI QIDQ2288929FDOQ2288929
Authors: Maryam Hasannasab, Dimitris Margaritis, Christos Staikouras
Publication date: 20 January 2020
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-018-2886-z
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Cited In (8)
- Hands in the cookie jar: exploiting loan loss provisions under bank financial distress
- Shadow banking and financial regulation: a small-scale DSGE perspective
- Bank capital, fire sales, and the social value of deposits
- A two-stage call-put-pricing framework for a ``bad bank solution and bank profitability
- A discussion on the robust vector autoregressive models: novel evidence from safe haven assets
- The shadow costs of repos and bank liability structure
- Japanese banking inefficiency and shadow pricing
- Bank Capital Redux: Solvency, Liquidity, and Crisis
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