) and country-specific (disclosure requirements, concentration of the banking sector) variables. While most incentives are … substituted by liquidity regulation, a bank's disclosure requirement and size remain significant. A key takeaway from our analysis … is that the complementary nature of disclosure and liquidity requirements provides a strong rationale for considering …

direction, this paper focuses on the identification of expensive trades before actual trading takes place. However, forecasting …

This paper considers the problem of forecasting under continuous and discrete structural breaks and proposes weighting …. In practice, where information on structural breaks is uncertain a forecasting procedure based on robust weights is … performance of our approach relative to other forecasting methods. …

-term forecasting performance. …

This paper considers the issue of forecasting financial fragility of banks and insurances using a panel data set of …