Bail-in regulation and stock market reaction

DOI10.1016/J.ECONLET.2019.108801zbMATH Open1429.91339OpenAlexW2984967144WikidataQ126845929 ScholiaQ126845929MaRDI QIDQ2292782FDOQ2292782

Authors: Franco Fiordelisi, Federica Minnucci, Daniele Previati, Ornella Ricci 

Publication date: 5 February 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://repository.essex.ac.uk/25737/1/FF_FM_DP_OR_Accepted_text.pdf

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zbMATH Keywords

event studybail-inbanking crises

Mathematics Subject Classification ID

Financial markets (91G15) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• A dual early warning model of bank distress

Cited In (3)

• Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing
• The Bank of Japan's equity purchases and stock price crash risk
• Can creditor bail-in trigger contagion? The experience of an emerging market

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