We aim to analyze how the cyclical patterns in state bank lending behavior diverge from other bank types throughout economic downturns. Exploiting the exogenous shock that occurred during the Global Financial Crisis, we use high-frequency spatial banking data belonging to a large emerging...

We examine the interactions of bank lending dynamics, ownership structures and crisis phenomena in the banking systems of Central and Eastern European (CEE) countries. Using a panel dataset of more than 400 banks for the period from 1994 to 2010, we show that the impact of ownership structure on...

We analyze the impact of foreign shareholdings on the performance of 28 Chinese commercial banks over a period of 2010-2019, capturing the period prior to and following the reforms of 2014. Using panel data GMM with instrumental variables, we consider bank performance from three perspectives:...