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Default risk and equity prices in the US banking sector : regime switching effects of regulatory changes

Kanas, Angelos - In: Journal of international financial markets, … 33 (2014), pp. 244-258

Persistent link: https://www.econbiz.de/10011299832

Bank dividends, real GDP growth and default risk

Kanas, Angelos - In: International journal of finance & economics : IJFE 19 (2014) 3, pp. 212-224

Persistent link: https://www.econbiz.de/10010471951

The impact of prompt corrective action on the default risk of the US commercial banking sector

Kanas, Angelos - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 393-404

Persistent link: https://www.econbiz.de/10010490402

Bank dividends, risk, and regulatory regimes

Kanas, Angelos - In: Journal of banking & finance 37 (2013) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10009675560

Macro stress testing the U.S. banking system

Kanas, Angelos; Molyneux, Philip - In: Journal of international financial markets, … 54 (2018), pp. 204-227

Persistent link: https://www.econbiz.de/10011984051

Do measures of systemic risk predict U.S. corporate bond default rates?

Kanas, Angelos; Molyneux, Philip - In: International review of financial analysis 71 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012437165

U.S. prompt corrective action and bank risk

ap Gwilym, Rhys; Kanas, Angelos; Molyneux, Philip - In: Journal of International Financial Markets, … 26 (2013) C, pp. 239-257

This paper examines whether Prompt Corrective Action (PCA) was effective in reducing default and credit risk in U.S. banking. We employ parametric, non-parametric, nonlinear and switching cointegration tests and a general-to-specific testing procedure to examine if PCA-defined bank ratios and...

Persistent link: https://www.econbiz.de/10010702744