Similar Search Results

COVID 19 and bank profitability in low income countries : the case of Uganda

Katusiime, Lorna - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-19

This study investigates the impact of the COVID-19 pandemic on banking sector profitability in Uganda for the period … controlling for bank specific and macroeconomic determinants of bank profitability. Bank profitability is proxied by return on … significant negative effect on bank profitability only in the long run. Generally, the explanatory variables used in the study …

Persistent link: https://www.econbiz.de/10012799142

The impact of credit supply shocks and a new FCI based on a FAVAR approach

Hosszú, Zsuzsanna - 2016

In this paper, relying on a time-varying parameters FAVAR model, two credit supply factors are calculated, the first of which is identified as willingness to lend, while the second as lending capacity. The impact of these two types of credit supply shocks on macroeconomic variables and their...

Persistent link: https://www.econbiz.de/10011457124

Credit Spread Interdependencies of European States and Banks During the Financial Crisis

Alter, Adrian - 2012

We investigate the interdependence of the default risk of several Eurozone countries (France, Germany, Italy, Ireland, Netherlands, Portugal, and Spain) and their domestic banks during the period June 2007 - May 2010, using daily credit default swaps (CDS). Bank bailout programs changed the...

Persistent link: https://www.econbiz.de/10013114736

Efficiency and Integration in European Banking Markets

Ferreira, Candida - 2011

This paper seeks to contribute to the research on the relationship between bank efficiency and European integration in the wake of the recent financial crisis. Using Stochastic Frontier Analysis and Data Envelopment Analysis approaches, the study estimates bank efficiency for different panels of...

Persistent link: https://www.econbiz.de/10013120374

The Dynamics of Spillover Effects during the European Sovereign Debt Crisis

Alter, Adrian - 2013

In this paper we develop empirical measures for the strength of spillover effects. Modifying and extending the framework by Diebold and Yilmaz (2011), we quantify spillovers between sovereign credit markets and banks in the euro area. Spillovers are estimated recursively from a vector...

Persistent link: https://www.econbiz.de/10013081460

The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil

Alter, Adrian - 2013

Persistent link: https://www.econbiz.de/10013089792

Systemic Risk Rankings and Network Centrality in the European Banking Sector

Bruyckere, Valerie De - 2015

This paper presents a methodology to calculate the Systemic Risk Ranking of financial institutions in the European banking sector using publicly available information. The proposed model makes use of the network structure of financial institutions by including the stock return series of all...

Persistent link: https://www.econbiz.de/10013014960

Integration Among US Banks

Anand, Abhinav - 2017

We study integration among a large sample of 1109 US banks over a quarter-century from 1990–2014. We define a bank's level of integration (measured in percentages) as the degree of dependence of its stock returns on common national banking factors. We show that the median US bank's integration...

Persistent link: https://www.econbiz.de/10012961044

The Quest for Banking Stability in the Euro Area : The Role of Government Interventions

Kizys, Renatas - 2017

We build upon a Markov-Switching Bayesian Vector Autoregression (MSBVAR) model to study how the credit default swaps market in the euro area becomes an important chain in the propagation of shocks through the entire financial system. The study sheds light on the regime-dependent...

Persistent link: https://www.econbiz.de/10012972960

The Spillover Effects Following Brexit Announcements

Gifuni, Luigi - 2022

This work quantifies the financial and macroeconomic effects of the most significant Brexit events from 23 June 2016 up to 31 December 2019 for fifteen economies. The study uses high-frequency data and shows that following the referendum outcome, overall the 10-year government bond yield of the...

Persistent link: https://www.econbiz.de/10013289046

1
2
3
4
5
6
7
8
9
10
Next
Last