Cabrera, Matías; Dwyer, Gerald P.; Nieto Carol, María … - 2018
elements of the prudential regulatory framework proposed in the wake of the Great Financial Crisis. We measure risk by a market … measure, namely the volatility of banks’ stock returns. We also examine the effect of government support during the financial … crisis and of designation as a G-SIB. We find little support for an association with government support and none for a …