We evaluate multiple market-based measures for US and eurozone individual bank tail risk and bank systemic risk. We apply statistical extreme value analysis to the tails of bank equity …
J Fidrmuc, C Hainz - Journal of Banking & Finance, 2013 - Elsevier
Banking regulations often differ between countries: Some regulators require banks to document their evaluation of firms' creditworthiness, which determines the banks' choice of …
ALC Chan, YT Hsieh, E Lee, ML Yueh - Journal of Banking & Finance, 2024 - Elsevier
This study examines how financial information quality affects the participation and lending behavior of foreign banks in the loan syndicate of US borrowers. We utilize the …
Banks that straddle borders may not only do so via foreign subsidiaries; they can also conduct their cross-border banking activities via a branch or directly to customers. Existing …
AH LE, T KIM - The Journal of Asian Finance, Economics and …, 2021 - koreascience.kr
This paper investigates the effect of institutional quality on FDI inflows by using FDI outflows from Asian countries from 2009 to 2017. We used the FDI data from five major Asian …
Given the global growth of foreign capital flows, foreign investments hold significant potential for achieving sustainable development. Thus, this paper aims to highlight the key factors of …
C Li, Y Luo, G De Vita - Defence and Peace Economics, 2024 - Taylor & Francis
This study examines empirically the impact of civil conflict on cross-border lending. Our sample covers 165 countries over the period 1984-2019 with loan data disaggregated at the …
L Raguideau-Hannotin - International Economics, 2023 - Elsevier
The motivation of this article is to better understand the determinants of international banking integration of non-Euro CESEE EU Members. One stylized fact for these economies is the …
J Siwińska-Gorzelak - International Review of Financial Analysis, 2024 - Elsevier
Over the last 15 years, cross-border bank claims have become an important source of international liquidity, as well as a channel for cross-country risk propagation. Consequently …