메뉴 건너뛰기




Volumn 18, Issue 2, 2009, Pages 125-150

Credit derivatives and bank credit supply

Author keywords

Bank lending; Credit derivatives; Credit supply; Risk management

Indexed keywords


EID: 61449227492     PISSN: 10429573     EISSN: 10960473     Source Type: Journal    
DOI: 10.1016/j.jfi.2008.08.001     Document Type: Article
Times cited : (114)

References (20)
  • 1
    • 84881844837 scopus 로고
    • Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations
    • Arellano M., and Bond S. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Rev. Econom. Stud. 58 (1991) 277-297
    • (1991) Rev. Econom. Stud. , vol.58 , pp. 277-297
    • Arellano, M.1    Bond, S.2
  • 2
    • 61449259873 scopus 로고    scopus 로고
    • Ashcraft, A.B., Santos, J.A.C., 2007. Has the credit default swap market lowered the costs of corporate debt? Staff Report No. 290, Federal Reserve Bank of New York
    • Ashcraft, A.B., Santos, J.A.C., 2007. Has the credit default swap market lowered the costs of corporate debt? Staff Report No. 290, Federal Reserve Bank of New York
  • 5
    • 0242721057 scopus 로고    scopus 로고
    • Risk management, capital structure and lending at banks
    • Cebenoyan A.S., and Strahan P.E. Risk management, capital structure and lending at banks. J. Banking Finance 28 (2004) 19-43
    • (2004) J. Banking Finance , vol.28 , pp. 19-43
    • Cebenoyan, A.S.1    Strahan, P.E.2
  • 7
    • 0010630711 scopus 로고    scopus 로고
    • Credit derivatives in banking: Useful tools for managing risk?
    • Duffee G.R., and Zhou C. Credit derivatives in banking: Useful tools for managing risk?. J. Monet. Econ. 48 (2001) 25-54
    • (2001) J. Monet. Econ. , vol.48 , pp. 25-54
    • Duffee, G.R.1    Zhou, C.2
  • 9
    • 0031626506 scopus 로고    scopus 로고
    • Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach
    • Froot K.A., and Stein J.C. Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach. J. Finan. Econ. 47 (1998) 55-82
    • (1998) J. Finan. Econ. , vol.47 , pp. 55-82
    • Froot, K.A.1    Stein, J.C.2
  • 14
    • 10244225184 scopus 로고    scopus 로고
    • Risk and hedging: Do credit derivatives increase bank risk?
    • Instefjord N. Risk and hedging: Do credit derivatives increase bank risk?. J. Banking Finance 29 (2005) 333-345
    • (2005) J. Banking Finance , vol.29 , pp. 333-345
    • Instefjord, N.1
  • 15
    • 61449208868 scopus 로고    scopus 로고
    • International Swaps and Derivatives Association
    • International Swaps and Derivatives Association, 2007. ISDA Market Survey. http://www.isda.org/statistics/pdf/ISDA-market-survey-historical-data.pdf
    • (2007) ISDA Market Survey
  • 16
    • 34247889587 scopus 로고    scopus 로고
    • Bank for International Settlements, Basel March 2005
    • Joint Forum. Credit Risk Transfer (2005), Bank for International Settlements, Basel March 2005
    • (2005) Credit Risk Transfer
    • Joint Forum1
  • 17
    • 61449179163 scopus 로고    scopus 로고
    • Financial instruments of mitigating credit risk
    • Federal Reserve Bank of San Francisco
    • Lopez, J.A., 2001. Financial instruments of mitigating credit risk. Economic Letter No. 2001-34, Federal Reserve Bank of San Francisco
    • (2001) Economic Letter , Issue.2001-2034
    • Lopez, J.A.1
  • 19
    • 21144449364 scopus 로고    scopus 로고
    • Credit derivatives, disintermediation, and investment decisions
    • Morrison A.D. Credit derivatives, disintermediation, and investment decisions. J. Business 78 (2005) 621-647
    • (2005) J. Business , vol.78 , pp. 621-647
    • Morrison, A.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.