The link between the share of banks’ Level 3 assets and their default risk and default costs
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-018-0740-7.pdf
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3. Annaert J, de Ceuster M, van Roy P, Vespro C (2013) What determines Euro area bank CDS spreads? J Int Money Finance 32:444–461. https://doi.org/10.1016/j.jimonfin.2012.05.029
4. Arora N, Richardson S, Tuna İ (2014) Asset reliability and security prices: evidence from credit markets. Rev Account Stud 19:363–395. https://doi.org/10.1007/s11142-013-9254-7
5. Ball R, Jayaraman S, Shivakumar L (2012) The effect of mark-to-market accounting for financial assets and liabilities on financial reporting transparency and information asymmetry in banks. SSRN J. https://doi.org/10.2139/ssrn.1947832
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