Macro-financial nexus: a systematic review on the impact of macroeconomic factors on bank stock returns

A Joseph, GE, R Radhakrishnan… - Cogent Economics & …, 2024 - Taylor & Francis
The performance of bank stocks exhibits a country's overall financial health and signals
economic growth. Therefore, understanding the interaction of macroeconomic factors on …

Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve

D Foos, E Lütkebohmert, M Markovych… - European Financial …, 2022 - Wiley Online Library
We investigate the interest rate risk exposures of euro area banks during times of crises and
very low interest rates. First, we assess sensitivities of banks' stock prices to changes in the …

Essays on Financial Economics

J Keller - 2023 - epub.uni-bayreuth.de
The central research questions of this thesis are closely related to the shock absorption
capacity of banks and the financial system. Regulatory issues are discussed on the one …

[PDF][PDF] EUROPEAN BANK STOCK RETURNS AND ITS RELATION WITH INTEREST RATE RISK.

D Verslype - libstore.ugent.be
Firstly, I want to thank Prof. Dr. Rudi Vander Vennet for entrusting me with this captivating
topic and the necessary papers to get me started, as well as for his guidance along the way …