Numerous studies have focused on foreign ownership of banks, but instead of linkages to financial stability, they typically analyzed other issues and used country-level data. This article fills the gap in the literature by applying the GMM techniques on dynamic panels using bank-level data for...

This article applies the Generalized Method of Moments technique for dynamic panels using bank-level data for 42 Asian countries over the period 1994 to 2008 to investigate the impacts of bank capital on profitability and risk. Ignoring influence factors, the extant literature presents an...

This paper applies the panel seemingly unrelated regressions augmented Dickey-Fuller (SURADF) test to re-investigate the stationarity properties of real life insurance premiums per capita and real gross domestic product (GDP) per capita for 41 countries within three levels of income covering...

This paper investigates the impact of country risks, including political, financial, and economic risks, on the income elasticity of insurance demand. Using the panel smooth transition regression model, we find that there is a significant regime-switching effect concerning the impact of country...