on a European level. Following De Nicolo and Kwast (2001), mean rolling-window correlations between bank stock returns …

Using U.S. quarterly data from 1960, the paper studies the interaction between bank stock returns and aggregate credit … fluctuations on a set of economic dimensions. First, I investigate the source of "Neglected Crash Risk" in U.S. bank returns using … bank stock returns by 5%, and their dividend growth by almost 6% over the following year. This variable embeds important …

irrational market-wide crisis sentiment leads investors to devalue bank stocks irrespective of idiosyncratic or macroeconomic …

We examine which traditional asset pricing variables together with bank-specific accounting variables explain the cross …-sectional variation of future bank stock returns, using a firm-level data of eight Asian countries. Our empirical evidence shows that … exchange rate risk, firm size, the book-to-market ratio, and the net income ratio are important in explaining future bank stock …

the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …

corporate governance factors on Indian bank's performance …

This article focuses on the study of the impact of prudential banking regulations on the risk of bank failures in the …