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The relevance of financial and economic factors for determining banking risk across Europe

Karkowska, Renata - 2017

macroeconomic environment, affect the risk profiles of the banking sector in Europe. Through a dataset that covers 3,399 European … heterogeneity of banking risk determinants. I examine the implications of bank leverage that manifest itself as spreading and … provides a causal link between risk in the banking sector and the growth of the financial market and macroeconomy. I apply four …

Persistent link: https://www.econbiz.de/10011760927

Financial Integration in Europe Through the Lens of Composite Indicators

Hoffmann, Peter - 2019

quantity-based indicators covering money, bond, equity and banking markets. Prior to aggregation, individual integration … composite indicators. This fragmentation trend reversed when the European banking union and the ECB's Outright Monetary …

Persistent link: https://www.econbiz.de/10012889336

Financial Integration in Europe Through the Lens of Composite Indicators

Hoffmann, Peter; Kremer, Manfred; Zaharia, Sonia - 2021

Persistent link: https://www.econbiz.de/10013315337

The Relevance of Financial and Economic Factors for Determining Banking Risk Across Europe

Karkowska, Renata - 2017

Persistent link: https://www.econbiz.de/10012942850

The Euro Area Crisis and Cross-Border Bank Lending to Emerging Markets

Avdjiev, Stefan - 2013

intensified. We use the BIS international banking statistics to identify the key drivers of this decline. Our results indicate …

Persistent link: https://www.econbiz.de/10013088016

Determinants of European Stock Market Integration

Büttner, David; Hayo, Bernd - 2009

We analyse the determinants of stock market integration among EU member states for the period 1999–2007. First, we apply bivariate DCC-MGARCH models to extract dynamic conditional correlations between European stock markets, which are then explained by interest rate spreads, exchange rate...

Persistent link: https://www.econbiz.de/10014206060

Determinants of European Stock Market Integration

Büttner, David - 2012

We analyze the determinants of stock market integration among EU member states for the period 1999–2007. First, we apply bivariate DCC-MGARCH models to extract dynamic conditional correlations between European stock markets, which are then explained by interest rate spreads, exchange rate...

Persistent link: https://www.econbiz.de/10013109295

Economic and Financial Integration in Europe

Bekaert, Geert - 2017

We use industry valuation differentials across European countries to study the impact of membership in the European Union as well as the Eurozone on economic and financial integration. In integrated markets, discount rates and expected growth opportunities should be similar within one industry,...

Persistent link: https://www.econbiz.de/10012958650

The evolution of financial integration on selected European stock markets : a dynamic principal component approach

Majewska, Elżbieta; Olbryś, Joanna - In: Comparative economic research : Central and Eastern Europe 20 (2017) 4, pp. 45-63

The goal of this paper is to recognize the dynamics of financial integration across the European stock markets over the last two decades. We investigate two groups of markets: (1) three developed European markets in the U.K., France, and Germany; and (2) three emerging Central and Eastern...

Persistent link: https://www.econbiz.de/10011877162

Deleveraging and Foreign Currency Loan Conversion Programs in Europe

Vidaházy, Viktória - 2020

This paper first reviews the developments in the size and composition of the European banking sectors' balance sheets …

Persistent link: https://www.econbiz.de/10012840025