Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - 2010
address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are … summarizing conditions in the banking sector. We use data of more than 1,500 commercial banks from the U.S. call reports to … the sources of bank heterogeneity, and what explains differences in individual banks’ responses to macroeconomic shocks …