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dc.contributor.authorPOGHOSYAN, Tigran
dc.contributor.authorWERGER, Charlotte
dc.contributor.authorDE HAAN, Jakob
dc.date.accessioned2019-03-01T14:53:33Z
dc.date.available2019-03-01T14:53:33Z
dc.date.issued2016
dc.identifier.citationNorth American journal of economics and finance, 2016, Vol. 37, pp. 236-247
dc.identifier.issn1062-9408
dc.identifier.issn1879-0860en
dc.identifier.urihttps://hdl.handle.net/1814/61479
dc.description.abstractWe examine whether Fitch support ratings of US banks depend on bank size. Using quarterly data for the period 2004:Q4 to 2012:Q4 and controlling for several factors that make large and small banks different, we find that bank size is positively related to support ratings. However, the effect is non-linear in line with the 'too-big-to-rescue' hypothesis. After the failure of Lehman Brothers and the passing of Dodd-Frank the relation between size and potential support has become stronger. (C) 2016 Elsevier Inc. All rights reserved.
dc.language.isoen
dc.publisherElsevieren
dc.relation.ispartofNorth American journal of economics and finance
dc.subjectSupport ratings
dc.subjectBank size
dc.subjectToo-big-too-fail
dc.subjectToo-big-to-rescue
dc.subjectGovernment Supporten
dc.subjectHolding Companiesen
dc.subjectToo Bigen
dc.subjectDiversificationen
dc.subjectReturnsen
dc.subjectRisken
dc.subjectFailen
dc.titleSize and support ratings of US banks
dc.typeArticle
dc.identifier.doi10.1016/j.najef.2016.05.006
dc.identifier.volume37
dc.identifier.startpage236
dc.identifier.endpage247
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