The recent financial crisis has heightened the research interest worldwide in the relationship between various corporate governance (CG) mechanisms and firm performance. Nevertheless, few published papers focus on investigating this nexus for the case of the banking industry. This study is the...

The objective of this paper is to employ the generalized autoregressive conditionally heteroskedastic in the mean (GARCH-M) methodology to investigate the effect of interest rate and its volatility on the bank stock return generation process. This framework discards the restrictive assumptions...

This paper empirically analyzes the determinants of credit default swap (CDS) spreads from a sample of 45 listed European banks over the 2004-2010 period. We use variables related to accounting- and market-based data, an indicator of liquidity in the CDS market and several variables from the...

This study aims to investigate the significance of adequately accounting for heterogeneity in banking efficiency. It compares different specifications of stochastic cost frontier models which attempt to account for bank heterogeneity in various ways. This study compares the estimated parameters...

The author's study analyzes, loan valuation methods using discrete time model of contingent claims analysis. In the empirical test, the undiversifiable risk was measured by the correlation coefficient of one borrower with the average return of all borrowers. The results of the test supported the...

This study investigates the determinants of banking stability in Africa. We present four measures of banking stability embedding banks' loan loss coverage ratio, insolvency risk, asset quality ratio, and level of financial development, thereby allowing analysis of banking stability determinants...

This paper investigates the impact of a variety of corporate governance mechanisms on the performance of banks listed on the London Stock Exchange (LSE), by utilising data collected for 52 banking institutions for the period 2012 to 2017. Exhaustive results derived from multi-model applications...

While India is set to become the world's most populous country by 2050, it is also the home to the world's largest number of unbanked individuals. This paper aims to investigate the profitability issue with a focus on public banks. Using a new methodology based on comparisons tests and panel...

This study explores critical factors for quality improvement in the Taiwanese banking industry. The study examines eight measurement dimensions. In addition, a hierarchical framework for the Taiwanese banking industry is constructed based on the eight dimensions and various sub-factors. Fuzzy...

This paper examines the volatility of banks equity weekly returns for six banks (coded B1 to B6) using GARCH models. Results reveal the presence of ARCH effect in B2 and B3 equity returns. In addition, the estimated models could not find evidence of leverage effect. On evaluating the estimated...