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How capital structure and bank liquidity affect bank performance : evidence from the Bayesian approach

Tran Thi Kim Oanh; Diep Van Nguyen; Hoi Le Vu; Khoa … - In: Cogent economics & finance 11 (2023) 2, pp. 1-20

This article analyzes the impact of capital structure and bank liquidity on the performance of commercial banks in … empowering EPS. Our findings also document the positive impacts of bank funding liquidity on the performance of commercial banks … are consistent with the Pecking Order Theory and and prior literature, they do not align with the trade-off theory …

Persistent link: https://www.econbiz.de/10014501259

Dynamic interbank network analysis using latent space models

Linardi, Fernando de Menezes; Diks, Cees G. H.; Leij, … - 2017

Longitudinal network data are increasingly available, allowing researchers to model how networks evolve over time and to make inference on their dependence structure. In this paper, a dynamic latent space approach is used to model directed networks of monthly interbank exposures. In this model,...

Persistent link: https://www.econbiz.de/10011739417

Locally Bayesian Learning in Networks

Li, Wei - 2019

Agents in a network want to learn the true state of the world from their own signals and their neighbors' reports. Agents know only their local networks, consisting of their neighbors and the links among them. Every agent is Bayesian with the (possibly misspecified) prior belief that her local...

Persistent link: https://www.econbiz.de/10012859161

Locally Bayesian learning in networks

Li, Wei; Xu Tan - In: Theoretical economics : TE ; an open access journal in … 15 (2020) 1, pp. 239-278

Persistent link: https://www.econbiz.de/10012159057

A dynamic network model to measure exposure diversification in the Austrian interbank market

Hledik, Juraj; Rastelli, Riccardo - 2020

We design a statistical model for measuring the homogeneity of a financial network that evolves over time. Our model focuses on the level of diversi- fication of financial institutions; that is, whether they are more inclined to distribute their assets equally among partners, or if they rather...

Persistent link: https://www.econbiz.de/10012200823

Liquidity from two lending facilities

Anbil, Sriya; Vossmeyer, Angela - In: Journal of financial intermediation 48 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012801676

Information sharing networks in oligopoly

Currarini, Sergio; Feri, Francesco - 2008

We study the incentives of oligoplistic firms to share private information on demand parameters. Differently from previous studies, we consider bilateral sharing agreements, by which firms commit at the ex-ante stage to truthfully share information. We show that if signals are i.i.d., then...

Persistent link: https://www.econbiz.de/10009731783

The network origins of economic growth

Duernecker, Georg; Meyer, Moritz; Vega-Redondo, Fernando - 2014

In this paper, we propose a new approach to represent a country's outward orientation. Prior work mostly uses indicators of aggregate trade intensity, trade policy or trade restrictiveness. Our approach offers a broader perspective as it measures a country's level of integration not only by its...

Persistent link: https://www.econbiz.de/10011490412

Information sharing in oligopoly : sharing groups and core-periphery architectures

Currarini, Sergio; Feri, Francesco - In: Games 12 (2021) 4, pp. 1-17

The trade-off between the costs and benefits of disclosing a firm's private information has been the object of a vast literature. The absence of incentives to share information on a common market demand prior to competition has been advocated to interpret information sharing as evidence of...

Persistent link: https://www.econbiz.de/10013171765

Information sharing networks in oligopoly

Currarini, Sergio; Feri, Francesco - 2008

Persistent link: https://www.econbiz.de/10003877150

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