This article investigates the impact of global financial integration on liquidity risk. Using the
network approach and bank-level data for 95 countries, we find weak asymmetry in the …

Employing a panel dataset encompassing 4,412 banks from 87 countries from 1990 to 2020,
we apply the autoregressive distributed lag (ARDL) model to investigate the relationship …

This paper examines the relationship between bank capital inflows and financial stability.
Using a sample of publicly-traded commercial banks in Asia over the 2002-2008 period, our …

We study the relation between country financial connectedness and systemic risk for US
banking organizations with global exposures. Using supervisory data on US banks' foreign …

This paper builds a network model to study the relation between financial stability and
interconnectedness among banks. In the model, banks adopt a Value-at-Risk rule to …

Credit plays a significant role in the performance of the banking sector. This research relates
financial integration to the credit risk of banks. We compute a measure of financial …

This paper examines whether the changes seen at banks in Australia during the financial
crisis—specifically, slower growth in domestic and foreign lending, and less net borrowing …

We study how globalization impacts systemic risk in emerging markets. We extend a large
literature on systemic risk in the US, Europe, and other developed countries to emerging …

Existing empirical research shows that foreign-owned banks play a stabilizing role in
emerging economies' banking systems. Anecdotal evidence suggests that this stabilizing …

We investigate the effect of financial integration on a banking crisis. In contrast to existing
works, we allow for capital restrictions while studying the impact of financial integration on a …