Gulamhussen, Mohamed Azzim; Pinheiro, Carlos; Pozzolo, … - Money and Finance Research group (Mo.Fi.R.) - 2012
complex. Multinational banks can benefit from portfolio diversification, reducing their overall riskiness, but this effect can … crisis of 2007-2008. For a sample of 384 listed banks from 56 countries, we calculate two measures of risk for the period …