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The interrelationships between bank risk and market discipline in Southeast Asia
Nguyen, Dat T.; Le, Tu D. Q. - In: Studies in economics and finance 40 (2023) 2, pp. 354-372
Persistent link: https://www.econbiz.de/10014227421
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Factors determining European bank risk
Haq, Mamiza; Heaney, Richard A. - In: Journal of international financial markets, … 22 (2012) 4, pp. 696-718
Persistent link: https://www.econbiz.de/10009582570
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Systemic risk, bank charter value, capital structure and international complexity : evidence from developed countries
Bakkar, Yassine - 2018
Persistent link: https://www.econbiz.de/10012064850
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Banks and negative interest rates
Heider, Florian; Saidi, Farzad; Schepens, Glenn - In: Annual review of financial economics 13 (2021), pp. 201-218
Persistent link: https://www.econbiz.de/10012612497
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Internal risk governance and external capital regulation affecting bank risk-taking and performance : evidence from P.R. China
Zhang, Xing; Li, Fengchao; Ortiz, Jaime - In: International review of economics & finance : IREF 74 (2021), pp. 276-292
Persistent link: https://www.econbiz.de/10012792961
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Negative interest rates, bank profitability and risk-taking
Boungou, Whelsy - 2019
Persistent link: https://www.econbiz.de/10012052896
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Chair-CEO generation gap and bank risk-taking
Zhou, Yifan; Kara, Alper; Molyneux, Philip - In: The British accounting review : the journal of the … 51 (2019) 4, pp. 352-372
Persistent link: https://www.econbiz.de/10012058768
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The mediating role of competition on deposit insurance and the risk-taking of banks in ASEAN countries
Noman, Abu Hanifa Md.; Hassan, M. Kabir; Pervin, Sajeda; … - In: Research in international business and finance 59 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013402165
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Analyzing the role of sustainable investor in global systemically important banks and less significant institutions
Porzio, Claudio; Battaglia, Francesca - In: Research in international business and finance 68 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014451819
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The time-spatial dimension of eurozone banking systemic risk
Foglia, Matteo; Angelini, Eliana - In: Risks : open access journal 7 (2019) 3/75, pp. 1-25
propose a new bank systemic risk measure to consider the two components of systemic risk: cross-sectional and time dimension …. The aim is to highlight the “time-space dynamics” of contagion, i.e., if the CDS spread of bank i depends on the CDS …. Moreover, we analyse the role of the European Central Bank in managing contagion risk. We find that monetary policy has been …
Persistent link: https://www.econbiz.de/10012127590