The Relationship Between Bank Equity Returns And The Brazilian Interest Payments Moratorium
2011 ◽
Vol 5
(1)
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pp. 52
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Keyword(s):
The purpose of this study is to examine the effects of the Brazilian announcement to suspend interest payments on the equity return levels of several large U.S. commercial banks. Using event study methodology, the evidence suggests that the equity prices of the sample banks fully and immediately reflected the relevant information associated with the Brazilian announcement. Additionally, the patterns of portfolio excess returns revealed that the less exposed banks experienced less loss than ether the total bank sample or the more exposed group.
Keyword(s):
2021 ◽
Vol 5
(1)
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Keyword(s):
2016 ◽
Vol 17
(1)
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pp. 37-55
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Keyword(s):
2012 ◽
Vol 15
(04)
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pp. 1250020
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1990 ◽
Vol 25
(2)
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pp. 321-334
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2016 ◽
Vol 12
(1)
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pp. 54-68
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2007 ◽
Vol 101
(2)
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pp. 303-320
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1989 ◽
Vol 28
(4)
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pp. 239-249
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