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Competition and financial stability in European cooperative banks

Fiordelisi, Franco; Mare, Davide Salvatore - In: Journal of international money and finance 45 (2014), pp. 1-16

Persistent link: https://www.econbiz.de/10010391053

Overleveraging in the banking sector : evidence from Europe

Schleer, Frauke; Semmler, Willi; Illner, Julian - 2014

Overleveraging of the banking sector has been considered as one of the main causes of the 2007-09 financial crisis and the subsequent great recession. It was also of major concern for the subsequent BIS regulatory policies resulting in Basel III and its request for higher capital requirements....

Persistent link: https://www.econbiz.de/10010416369

What drives the demand of monetary financial institutions for domestic government bonds? : empirical evidence on the impact of Basel II and Basel III

Lang, Michael; Schröder, Michael - 2014

This paper examines the treatment of sovereign debt exposure within the Basel framework and measures the impact of bank … regulation on the demand of Monetary Financial Institutions (MFI) for marketable sovereign debt. Our results suggest that bank …

Persistent link: https://www.econbiz.de/10010459905

Assessing cross-border interconnectedness between shadow banking systems

Fong, Tom; Sze, Kin Wan; Ho, Ho Cheung - In: Journal of international money and finance 110 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012795432

A new metric for banking integration in Europe

Gropp, Reint (contributor); Kashyap, Anil K. (contributor) - 2008

taking place for retail banking. Data on cross-border retail bank flows, cross-border bank mergers and the law of one price … reveal no evidence of integration in retail banking. This paper shows that the previous tests of bank integration are weak in … that they are not based on an equilibrium concept and are neither necessary nor sufficient statistics for bank integration …

Persistent link: https://www.econbiz.de/10003784658

Cross-country comparisons of competition and pricing power in European banking

Carbó Valverde, Santiago; Humphrey, David B.; Maudos, … - In: Journal of international money and finance 28 (2009) 1, pp. 115-134

Persistent link: https://www.econbiz.de/10003817179

The impacts of the EU ETS on efficiency : an empirical analyses for German manufacturing firms

Löschel, Andreas; Lutz, Benjamin Johannes; Managi, Shunsuke - 2016

We investigate the effect of the European Union Emissions Trading System (EU ETS) on the economic performance of manufacturing firms in Germany. Our difference-in-differences framework relies on several parametric conditioning strategies and nearest neighbor matching. As a measure of economic...

Persistent link: https://www.econbiz.de/10011574888

Marking-to-market government guarantees to financial systems : theory and evidence for Europe

Baglioni, Angelo; Cherubini, Umberto - In: Journal of international money and finance 32 (2013), pp. 990-1007

Persistent link: https://www.econbiz.de/10009733436

Financial sector-output dynamics in the euro area : non-linearities reconsidered

Schleer, Frauke; Semmler, Willi - 2014 - This version: January 2014

We analyze the feedback mechanisms between economic downturns and financial stress for several euro area countries. Our study employs newly constructed financial condition indices that incorporate banking variables extensively. We apply a non-linear Vector Smooth Transition Autoregressive...

Persistent link: https://www.econbiz.de/10010238376

Financial sector-output dynamics in the euro area : non-linearities reconsidered

Schleer, Frauke; Semmler, Willi - 2013

We analyze the feedback mechanisms between economic downturns and financial stress for euro area countries. Our study employs newly constructed financial condition indices that incorporate extensively banking variables. We apply a nonlinear Vector Smooth Transition Autoregressive (VSTAR) model...

Persistent link: https://www.econbiz.de/10009792964