Questioning Equity Return Based Systemic Risk Measures for the Insurance Industry, Elia Berdin (Goethe University Frankfurt) and Matteo Sottocornola (Goethe University Frankfurt)
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| Bank Credit Risk Networks: Evidence from the Eurozone Crisis, Christian Brownlees (University Pompeu Fabra & Barcelona GSE), Christina Hans (Deutsche Bundesbank) and Eulalia Nualart (University Pompeu Fabra & Barcelona GSE) |
| Big Data Analysis for the Estimation of Systemic Risk, Paola Cerchiello (University of Pavia) and Paolo Giudici (University of Pavia) |
Asymmetric Information and Inventory Concerns in Over-the-Counter Markets, Julien Cujean (University of Maryland, College Park) and Rémy Praz (EPFL, Lausanne) |
| A Regime Switching Analysis of Contagion from the U.S. Subprime Mortgage-Backed Securities Market, Thomas Flavin (National University of Ireland, Maynooth) and Lisa Sheenan (Central Bank of Ireland) |
| Regulatory Competition in Capital Standards with Selection Effects among Banks, Andreas Haufler (University of Munich & CESifo) and Ulf Maier (University of Munich) |
Systemic Risk in the Financial Sector: What Can We Learn from Option Markets?, Holger Kraft (Goethe University Frankfurt) and Alexander Schmidt (Goethe University Frankfurt) |
CDS Momentum: Slow Moving Credit Ratings and Cross-Market Spillovers, Jongsub Lee (University of Florida, Gainesville), Andy Naranjo (University of Florida, Gainesville) and Stace Sirmans (University of Florida, Gainesville) |
How the Bank’s Capitalization and Environment Influence Its Interest and Liquidity Risk, Holger Nicklas (Technical University of Darmstadt) and Frederic Schweikhard (University of Oxford) |
Do Macro-Economic Factors Impact Firms’ Credit Risk?, Saha Rimpa (Indian Institute of Technology Madras) and Gopalaswamy Arunkumar (Indian Institute of Technology Madras) |
