 | March Madness in Wall Street : (What) Does the Market Learn from Stress Tests? Author/Editor: Marcelo Fernandes, Deniz Igan, Marcelo Pinheiro. Release Date:December, 2015 Annual stress tests have become a regular part of the supervisors’ toolkit following the global financial crisis. We investigate their capital market implications in the United States by more...
| Price: $18.00
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| Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets Author/Editor: Deniz Igan, Marcelo Pinheiro. Release Date:September, 2015 We analyze the implications of linking the compensation of fund managers to the return
of their portfolio relative to that of a benchmark—a common solution to the agency
problem more...
| Price: $18.00
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| Credit Growth and Bank Soundness : Fast and Furious? Author/Editor: Deniz Igan, Marcelo Pinheiro. Release Date:December, 2011 We examine the risks to bank soundness associated with credit booms in a large set of countries. Using bank-level data in 90 countries between 1995 and 2005, we analyze the relationship between more...
| Price: $18.00
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| Three Cycles : Housing, Credit, and Real Activity Author/Editor: Natalia T. Tamirisa, Alain N. Kabundi, Deniz Igan, Francisco Nadal De Simone, Marcelo Pinheiro. Release Date:October, 2009 We examine the characteristics and comovement of cycles in house prices, credit, real activity and interest rates in advanced economies during the past 25 years, using a dynamic generalized factor more...
| Price: $18.00
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| Exposure to Real Estate Losses : Evidence from the US Banks Author/Editor: Marcelo Pinheiro, Deniz Igan. Release Date:April, 2009 We implement a three-step procedure to assess the extent of exposure to real estate in commercial banks. First, we demonstrate interest rates and income to be the major determinants of delinquency. more...
| Price: $18.00
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