The impact of gender diversity on shareholder wealth: Evidence from European bank M&A
We explore the association between board gender diversity and shareholder value creation.
Specifically, we investigate the impact of gender diversity on the economic impact of bank …
Specifically, we investigate the impact of gender diversity on the economic impact of bank …
Is income inequality a stumbling block to the global natural gas market?
The potential effect of narrowing income gap on natural gas use in the global dimension has
not received much attention; thus, the main research topic of this paper is whether the …
not received much attention; thus, the main research topic of this paper is whether the …
Financial stability, competitiveness and banks' innovation capacity: Evidence from the Global Financial Crisis
This paper provides nuanced evidence on the effect of competitiveness and financial
stability on banks' innovation-capacity (technological-change) levels during the Global …
stability on banks' innovation-capacity (technological-change) levels during the Global …
Exploring the mismatch between credit ratings and loss-given-default: a credit risk approach
B Shi, G Chi, W Li - Economic Modelling, 2020 - Elsevier
It is commonly observed that high grade loans with better ratings are often associated with
low recoveries if they default (ie with relatively high loss-given-default (LGD)). To address …
low recoveries if they default (ie with relatively high loss-given-default (LGD)). To address …
[HTML][HTML] Macroprudential measures and developments in bank funding costs
A Ćehajić, M Košak - International Review of Financial Analysis, 2021 - Elsevier
In this paper, we study how the use of macroprudential policy instruments is associated with
bank funding costs. To accomplish this, we develop several macroprudential indices based …
bank funding costs. To accomplish this, we develop several macroprudential indices based …
Bad or good neighbours: a spatial financial contagion study
Purpose The purpose of this paper is to study the evolution of financial contagion between
Eurozone banks, observing the credit default swaps (CDSs) market during the period 2009 …
Eurozone banks, observing the credit default swaps (CDSs) market during the period 2009 …
On the international co-movement of natural interest rates
L Agnello, V Castro, RM Sousa - Journal of International Financial Markets …, 2022 - Elsevier
Using quarterly data for 10 OECD countries and the Euro area and a Kalman filtering
technique, we investigate the international co-movement among natural interest rates. We …
technique, we investigate the international co-movement among natural interest rates. We …
The effects of prudential policies on bank leverage and insolvency risk in Central and Eastern Europe
This paper analyses the effects of prudential policies on leverage and insolvency risk in
eleven Central and Eastern Europe banking systems in the 2005–2014 period. It explores …
eleven Central and Eastern Europe banking systems in the 2005–2014 period. It explores …
[HTML][HTML] Can participation in IMF programs facilitate sovereign debt rescheduling? The role of program size
We develop a theoretical model to explain the possible inverted U-shaped relationship
between IMF loan size and the probability of sovereign debt rescheduling. Given that the …
between IMF loan size and the probability of sovereign debt rescheduling. Given that the …
Are cyclical patterns of international housing markets interdependent?
KL Chang - Economic Modelling, 2020 - Elsevier
This paper investigates the relationships among the US, UK, and Canadian housing markets
from two aspects: the driving forces of housing cycles and the structures of correlation …
from two aspects: the driving forces of housing cycles and the structures of correlation …