We explore the relationship between fintech, macroprudential policies, and commercial
bank risk-taking. Based on system generalized method of moment modeling on a panel data …

European banks became a source of risk to global financial markets during the financial
crisis and attention to the European banking sector increased during the sovereign debt …

This paper examines the impact of economic uncertainty on the risk of banks, which has only
been underexplored in extant literature so far. Using bank-level panel data of more than …

Finance is a vital ingredient for economic growth, but there can also be too much of it. This
study investigates what fifty years of data for OECD countries have to say about the role of …

We investigate whether the Troubled Assets Relief Program (TARP) gave recipients
competitive advantages. Using a difference-in-difference (DID) approach, we find that: i) …

This paper addresses the impact of corruption on banks' risk-taking behavior, using bank-
level data from more than 1200 banks in 35 emerging economies during the period 2000 …

We explore the joint effect of expected government support to banks and changes in
sovereign credit ratings on bank stock returns using data for banks in 37 countries between …

The view that the independent directors of large banks should contribute to safeguarding the
interests of bank creditors and taxpayers, by exercising a stringent risk oversight of bank …

The notion that some banks are “too big to fail” builds on the premise that governments will
offer support to avoid the adverse consequences of their disorderly failures. However, this …

We investigate whether saving Wall Street through TARP really saved Main Street during the
recent financial crisis. Our difference-in-difference analysis suggests that TARP statistically …