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Structural determinants of the total loans volume in the Czech Republic
Řepková, Iveta - In: European financial and accounting journal : EFAJ 5 (2010) 3/4, pp. 75-83
model. The regression analysis showed that the concentration of the credit market and the profitability calculated as the … the share of classified loans to total loans is decreasing, total loans volume is rising and if concentration ratio of the …
Persistent link: https://www.econbiz.de/10011459836
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Riding the Yield Curve : Risk Taking Behavior in a Low Interest Rate Environment
Chami, Ralph - 2020
Investors seek to hedge against interest rate risk by taking long or short positions on bonds ofdifferent maturities. We study changes in risk taking behavior in a low interest rateenvironment by estimating a market stochastic discount factor that is non-linear and thereforeconsistent with the...
Persistent link: https://www.econbiz.de/10012836549
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Keep the Faith in Banking : New Evidence for the Effects of Negative Interest Rates Based on the Case of Finnish Cooperative Banks
Junttila, Juha-Pekka - 2020
following negative era for European interbank markets, has positively affected profitability of Finnish cooperative banks. We … bank profitability and analysing the role of increasing wholesale funding ratio, particularly during the period of negative … interest rates. Our results serve as a primer for more detailed analysis of factors affecting bank profitability during the …
Persistent link: https://www.econbiz.de/10012844966
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The laws of motion of the broker call rate in the United States
Garivaltis, Alex - In: International Journal of Financial Studies : open … 7 (2019) 4/56, pp. 1-23
In this paper, which is the third installment of the author´s trilogy on margin loan pricing, we analyze 1367 monthly observations of the U.S. broker call money rate, e.g., the interest rate at which stockbrokers can borrow to fund their margin loans to retail clients. We describe the basic...
Persistent link: https://www.econbiz.de/10012150532
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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
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The Japanese banks in the lasting low-, zero- and negative-interest rate environment
Schnabl, Gunther; Murai, Taiki - 2020
and merging into larger banks. The gradual concentration process has most recently cumulated in the relaxation of the …
Persistent link: https://www.econbiz.de/10012391096
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The firm size and leverage relationship and its implications for entry and concentration in a low interest rate world
Chatterjee, Satyajit; Eyigungor, Burcu - 2019
of the new varieties arriving into the economy. This leads to lower startup rates and greater concentration of sales …
Persistent link: https://www.econbiz.de/10012058912
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What drove the rise in bank lending rates in Lithuania during the low-rate era?
Karmelavičius, Jaunius; Mikaliūnaitė-Jouvanceau, Ieva; … - In: Baltic journal of economics 23 (2023) 2, pp. 162-199
bank margins, which moved largely in response to changes in market concentration. …
Persistent link: https://www.econbiz.de/10014443322
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Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound
Hayo, Bernd; Henseler, Kai; Rapp, Marc Steffen - 2019 - Version: 23-October-2018
Using an event-study design, we investigate monetary policy interest-rate-to-performance sensitivity of the European banking sector over the 07/2012-06/2017 period when interest rates were (close to) zero. We apply the Wordscores approach to introductory statements of ECB's Governing Council...
Persistent link: https://www.econbiz.de/10011959752
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Deposit market concentration and monetary transmission : evidence from the euro area
Kho, Stephen - 2024
of banking sector concentration. Using a local projections framework with 2003-2023 country-level and bank-level data for … the euro area. These results suggest that heterogeneity in the degree of banking sector concentration matters for the … transmission of monetary policy to deposit rates, which in turn may affect banking sector profitability. …
Persistent link: https://www.econbiz.de/10014484425