Jannic Cutura
Jannic Cutura
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Econometrics at Scale: Spark Up Big Data in Economics
This paper provides an overview of how to use “big data” for economic research. We document how to use the distributed techonology Spark to tackle standard problems such as data cleaning as well as micro-, macro- and panel econometric regressions.
Benjamin Bluhm
,
Jannic Alexander Cutura
Incentive Effects from Write-down CoCo Bonds - An Empirical Analysis
We document that equity-conversion CoCos bond carry a premium in the secondary bond market. We show that the premium is driven by moral hazard considerations.
Jannic Alexander Cutura
,
Henning Hesse
Debt-holder monitoring an implicit guarantess: Did the BRRD improve market discipline?
This paper argues that the European Union’s Banking Recovery and Resolution Directive (BRRD) has improved market discipline in the European bank market for unsecured debt.
Jannic Alexander Cutura
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