Risk, uncertainty, and leverage

K Istiak, A Serletis - Economic modelling, 2020 - Elsevier
Using mostly theoretical models and traditional risk/uncertainty measures (VIX index, panic,
precaution, scary bad news, etc.), the current literature tries to clarify the risk/uncertainty …

[HTML][HTML] Macroprudential regulation and bank risk: The role of shareholders' and creditors' rights

TFA Matos, JCA Teixeira, TM Dutra - Global Finance Journal, 2024 - Elsevier
This paper analyzes whether the effect of macroprudential policies on bank risk is
channeled through investors' protection using panel data from a sample of 624 banks from …

Systemic risk: The coordination of macroprudential and monetary policies in China

A Zhang, M Pan, B Liu, YC Weng - Economic Modelling, 2020 - Elsevier
The literature documents the effects of monetary and macroprudential policies in controlling
systemic risk, but empirical evidence of a systemwide framework that effectively coordinates …

The contribution of macroprudential policies to banks' resilience: Lessons from the systemic crises and the COVID‐19 pandemic shock

TFA Matos, JCA Teixeira… - International Review of …, 2023 - Wiley Online Library
This study examines the effectiveness of macroprudential policies in reducing the banks' risk
during the COVID‐19 pandemic and compares these results with the systemic banking …

Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors

GP Kouretas, M Pawłowska, G Szafrański - Economic Modelling, 2020 - Elsevier
The aim of this paper is to investigate whether the market structure has an impact on
procyclicality in the European Union bank loan markets. The cyclical responses of three …

Democracy, regulation and competition in emerging banking systems

MEK Agoraki, GP Kouretas, C Triantopoulos - Economic Modelling, 2020 - Elsevier
This paper develops a political economy framework to analyse the relations among
democracy, financial regulation and banking competition in the emerging banking systems …

Regulatory arbitrage behavior of internationally active banks and global financial market conditions

S Avdjiev, U Aysun, MC Tseng - Economic Modelling, 2022 - Elsevier
Existing research has documented that tighter regulation tends to restrain banking activity.
Nevertheless, the extent to which this effect depends on global financial conditions is …

CEO experience and corporate financing decisions: Evidence from a natural experiment in China

Y Hao, Y Huang, X Cui, Q Liu, Y Zhang - China Economic Review, 2021 - Elsevier
Using the unique setting in China's economic transition and market reform, we investigate
whether CEOs' experience regarding an economic boom affect corporate financing …

[PDF][PDF] How banks adjust capital ratios: The most recent empirical facts

F Abbas, O Masood - Quantitative Finance and Economics, 2020 - aimspress.com
This paper aims to explore the behavior of major regulated commercial banks. The study is
aimed to examine that how these banks adjust their leverage and regulatory ratios by …

[HTML][HTML] Which banks' business operations are more risky? The impact of leverage on Brazilian financial institutions

D da Rosa München, H Kimura, EK Kayo - IIMB Management Review, 2024 - Elsevier
We analyse the effect of leverage components and banks''business model channels' on risk-
taking for Brazilian banks. Using a detailed dataset from the Brazilian financial system, the …