Browsing International Finance by Author "1"
Now showing items 21-22 of 22
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Should cross-border banking benefit from the financial safety net?
Bertay, Ata Can; Demirgüç-Kunt, A.; Huizinga, H. (Elsevier, 2016)Using bank-level data from 84 countries, we find that a higher degree of bank internationalization is associated with higher interest expenses. Internationalization is proxied by a bank's share of foreign liabilities in ... -
Systematic risk and the cross section of hedge fund returns
Bali, T. G.; Brown, S. J.; Çağlayan, Mustafa Onur (Elsevier, 2012-10)This paper investigates the extent to which market risk, residual risk, and tail risk explain the cross-sectional dispersion in hedge fund returns. The paper introduces a comprehensive measure of systematic risk (SR) for ...
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