The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review
S Meier, MR Gonzalez, F Kunze - International Review of Law and …, 2021 - Elsevier
To ensure the safety and soundness of the global financial system as well as individual
financial institutions and to reduce systemic risk, numerous policy measures and regulatory …
financial institutions and to reduce systemic risk, numerous policy measures and regulatory …
Measuring bank risk: Forward-looking z-score
While the z-score has been widely used to evaluate bank risk, it is criticized as a backward-
looking measure. We propose a forward-looking method to construct the z-score by …
looking measure. We propose a forward-looking method to construct the z-score by …
National culture and bank risk-taking: Contradictory case of individualism
P Illiashenko, L Laidroo - Research in International Business and Finance, 2020 - Elsevier
Previous studies have reported a positive association between the cultural dimension of
individualism and bank risk-taking. We hypothesize that this association is likely to be …
individualism and bank risk-taking. We hypothesize that this association is likely to be …
On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods
This study investigates dynamic bank-return correlation and spillovers among G7 advanced
markets, employing an asymmetric multivariate GARCH approach and the forecast-error …
markets, employing an asymmetric multivariate GARCH approach and the forecast-error …
Risk and risk management of spillover effects: Evidence from the literature
C Eckert - Risk Management and Insurance Review, 2020 - Wiley Online Library
In this article, we provide a comprehensive review of the existing theoretical and empirical
literature regarding spillover effects (effects of a crisis event in an announcing firm on other …
literature regarding spillover effects (effects of a crisis event in an announcing firm on other …
Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness
O Polat - Financial Innovation, 2024 - Springer
This study examines the time-varying asymmetric interlinkages between nine US sectoral
returns from January 2020 to January 2023. To this end, we used the time-varying …
returns from January 2020 to January 2023. To this end, we used the time-varying …
Uncovering effects of hot potatoes in banking system: arresting die-hard issues
This study is aimed to conceptually engineer the effects of hot potatoes (bad loans) in the
banking system. The study's research design uses elementary concepts of graph theory …
banking system. The study's research design uses elementary concepts of graph theory …
Spatial dependence in the non-performing loans of small Italian cooperative banks
This paper investigates the presence of spatial dependence in the non-performing loans
(NPLs) ratio of small Italian cooperative banks. As these financial intermediaries operate in a …
(NPLs) ratio of small Italian cooperative banks. As these financial intermediaries operate in a …
Bank insolvency risk and Z-score measures: caveats and best practice
We highlight caveats arising in the application of traditional ROA-based Z-scores for the
measurement of bank insolvency risk, develop alternative Z-score measures to resolve …
measurement of bank insolvency risk, develop alternative Z-score measures to resolve …
Risk contagion in the banking network: New evidence from China
Based on data from 111 Chinese banks over the 2013–2016 period, this paper estimates
the interbank bilateral lending matrix using the maximum entropy method. The estimated …
the interbank bilateral lending matrix using the maximum entropy method. The estimated …