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Integration in banking efficiency : a comparative analysis of the European Union, the Eurozone, and the United States banks

Kolia, Dimitra Loukia; Papadopoulos, Simeon - In: Journal of capital markets studies 6 (2022) 1, pp. 48-70

Purpose - This paper investigates the development of efficiency and the progress of banking integration in the European …, we apply a panel data model, in order to investigate the process of banking integration by testing for convergence and … for convergent clusters in banking efficiency. Findings - Our main findings show that the bank efficiency of the US is …

Persistent link: https://www.econbiz.de/10012887337

Country and sector-specific spillover effects in the euro area, the United States and Japan

Kaltenhaeuser, Bernd - 2003

Within a two-step GARCH framework we explore the linkages between equity returns of ten sectors in the euro area, the United States and Japan, respectively. Our estimation framework allows a distinction to be made between spillover effects originating from one of the three currency areas and...

Persistent link: https://www.econbiz.de/10009635881

Too big to fail : the transatlantic debate

Goldstein, Morris; Véron, Nicolas - 2011

Although the United States and the European Union were both seriously impacted by the financial crisis of 2007, the resulting policy debates and regulatory responses have differed considerably on the two sides of the Atlantic. In this paper the authors examine the debates on the problem posed by...

Persistent link: https://www.econbiz.de/10008907719

America First? : a US-centric view of global capital flows

McQuade, Peter; Schmitz, Martin - 2019

Both academic researchers and policymakers posit a unique role for the US in the inter-national financial system. This paper investigates the characteristics and determinants of US cross-border financial flows and examines how these contrast with those of the rest of the world. We analyse the...

Persistent link: https://www.econbiz.de/10011975553

Shocks from the Subprime Crisis to Bond Indices in the U.S., the EU and Emerging Markets Via CDS Indices

Fang, Hao - 2010

Persistent link: https://www.econbiz.de/10013138968

An Empirical Investigation of the Colombian Stock Market Reaction to the US Market : Evidence from a Casewise Bootstrap Approach

Hatemi-J, Abdulnasser - 2014

This paper empirically investigates the effect of returns in the US on the returns in Colombia during 1988-2007. Monthly data is used. A new method that is robust to non-normality and time-varying volatility is applied. Our empirical findings indicate that the Colombian financial market is...

Persistent link: https://www.econbiz.de/10013039863

Dependence Structures in Chinese and U.S. Financial Markets : A Time-Varying Conditional Copula Approach

Hu, Jian - 2008

In this paper, we use a Time-Varying Conditional Copula approach (TVCC) to model Chinese and U.S. stock markets, dependence structures with other financial markets. The AR-GARCH-t model is used to examine the marginals, while Normal and Generalized Joe-Clayton copula models are employed to...

Persistent link: https://www.econbiz.de/10014213182

A global lending channel unplugged? : does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?

Temesvary, Judit; Ongena, Steven; Owen, Ann L. - 2015

We examine how U.S. monetary policy affects the international activities of U.S. Banks. We access a rarely studied US bank-level dataset to assess at a quarterly frequency how changes in the U.S. Federal funds rate (before the crisis) and quantitative easing (after the onset of the crisis)...

Persistent link: https://www.econbiz.de/10011336667

International Banking and Cross-Border Effects of Regulation : Lessons from the United States

Berrospide, Jose M. - 2017

where banks operate globally. Using U.S. micro-banking data for the first quarter of 2000 through the third quarter of 2013 …

Persistent link: https://www.econbiz.de/10012968060

Foreign Currency Loans and Credit Risk : Evidence from U.S. Banks

Niepmann, Friederike - 2020

When firms borrow in foreign currency but collect revenues in local currency, exchange rate changes can affect their ability to repay their debt. Using loan-level data from U.S. banks' regulatory filings, this paper studies the effect of exchange rate changes on firms' loan payments. A 10...

Persistent link: https://www.econbiz.de/10012853395

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