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Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events : a Quantile-VAR approach

Kyriazēs, Nikos K.; Corbet, Shaen - In: Energy economics 131 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015045837

Fragmented securities regulation, information-processing costs, and insider trading

Kim, Sehwa; Kim, Seil - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4407-4428

Persistent link: https://www.econbiz.de/10015045913

Volatility risk measures and banks' leverage

Anselmi, Giulio - 2024

Persistent link: https://www.econbiz.de/10015046722

The predictive ability of loan loss provisions in banks – effects of accounting standards, enforcement and incentives

Marton, Jan; Runesson, Emmeli - In: The British accounting review : the journal of the … 49 (2017) 2, pp. 162-180

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Financing practices of micro and small enterprises in West Oromia Region, Ethiopia

Lakew, Deresse Mersha; Birbirsa, Zerihun Ayenew - In: Journal of management research 10 (2018) 2, pp. 1-17

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Institutional ownership and the propagation of systemic risk among banks

George, Emmanuel T. de; Reiter, Nayana; Synn, Christina; … - 2019 - Current Draft: June 2019

We investigate whether institutional ownership (IO) plays a role in transmitting systemic risk through banks. We find … during economic downturns at the economy-wide level, as well as for banks demonstrating greater capital needs. Our results … systemic risk. We find the relationship exists when there is both overlapping and non-overlapping ownership of banks, and the …

Persistent link: https://www.econbiz.de/10012052535