. Given the adoption of negative rates in January 2016 by the Bank of Japan, our study comes is timely and provides insightful … quantitative easing on bank level risk, while controlling for bank competition. We opt for a measure of bank specific risk … adopt dynamic panel threshold and panel vector autoregression analyses that address such criticism. Results demonstrate that …

Oil-macro-financial linkages in Saudi Arabia are analyzed by applying panel econometric frameworks (multivariate and … vector autoregression) to maceoeconomic and bank-level balance sheet data for 9 banks spanning 1999-2014. Lower growth of oil … feedback loops within bank balance sheets which in turn dampens economic activity. U.S. interest rates are not found to be a …

GCC. Using a range of multivariate panel approaches, including a panel vector autoregression approach, it finds strong … empirical evidence of feedback loops between oil price movements, bank balance sheets, and asset prices. Empirical evidence also … suggests that bank capital and provisioning have behaved countercyclically through the cycle …