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six business model components and discuss how these adjust to post-crisis financial developments. Specifically, bank …
Persistent link: https://www.econbiz.de/10011586681
We propose a novel observation-driven finite mixture model for the study of banking data. The model accommodates time-varying component means and covariance matrices, normal and Student's t distributed mixtures, and economic determinants of time-varying parameters. Monte Carlo experiments...
Persistent link: https://www.econbiz.de/10011804399
We propose a dynamic clustering model for studying time-varying group structures in multivariate panel data. The model … dissimilarity and differences in bank profitability. …
Persistent link: https://www.econbiz.de/10012233971
We propose a dynamic clustering model for uncovering latent time-varying group structures in multivariate panel data … explained by differences in bank profitability, suggesting that low interest rates can lead to long-lasting changes in financial …
Persistent link: https://www.econbiz.de/10012605273
bank balance sheet data at the micro level as well as macroeconomic variables are used to capture these changes. The case …) and higher market concentration in the banking sector had a positive effect on bank profitability, while, surprisingly … banks did not have a clear-cut or significant impact on bank profits. …
Persistent link: https://www.econbiz.de/10013370097
Current research, especially after the financial crisis, highlights different key determinants of high risk bank … profiles. The main aim of this paper is to test, through an empirical model, the impact of various determinants of bank … business models on the bank risk with the purpose of enabling early identification of signals of risk and timely application of …
Persistent link: https://www.econbiz.de/10014558511
The Scale-Efficiency version of the Efficient-Structure Hypothesis and the Structure-Conduct-Performance Hypothesis find empirical support in German banking data from 1998 to 2002. Due to the acceptance of the two hypotheses and the existence of overall economies of scale, we conclude that...
Persistent link: https://www.econbiz.de/10010296340
expected return news component - as opposed to the bank-specific news, typically assumed to be incorporated in the cash …
Persistent link: https://www.econbiz.de/10011604723
This paper suggests a motive for bank mergers that goes beyond alleged and typically unverifiable scale economies … distress mergers. The data comprise 3640 banks and 1484 mergers. Our results suggest that bank mergers as a means of preemtive …
Persistent link: https://www.econbiz.de/10010263306
I will address in this study the future of banking. This will be done against the backdrop of revolutionary forces shaping an increasingly fast-moving banking landscape. The first part of the study focuses on the ultra-long drivers of banking structures and institutions. To that end, I will...
Persistent link: https://www.econbiz.de/10011689924