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New Evidence on the Determinants of Bank Risk
16 references·16 citing·45 second hopsampled
New Evidence on the Determinants of Bank Risk (2006)New Evidence on the Determinants of Bank …The dark side of diversification: The case of US financial holding companies (2005)The dark side of diversificat…Has Financial Development Made the World Riskier? (2005)Has Financial Development Mad…The Capital Asset Pricing Model: Theory and Evidence (2004)The Capital Asset Pricing Mod…Diversification in Banking: Is Noninterest Income the Answer? (2004)Diversification in Banking: I…Risk management, capital structure and lending at banks (2003)Risk management, capital stru…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…Stockholder gains from focusing versus diversifying bank mergers (2001)Stockholder gains from focusi…Product Mix and Earnings Volatility at Commercial Banks: Evidence from a Degree of Total Leverage Model (2001)Product Mix and Earnings Vola…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)Risk management, capital budg…Diversification, Size, and Risk at Bank Holding Companies (1997)Diversification, Size, and Ri…Capital market frictions and the role of internal capital markets in banking (1997)Capital market frictions and …The Value of Bank Durability: Borrowers as Bank Stakeholders (1993)The Value of Bank Durability:…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Optimal Hedging Policies (1984)Optimal Hedging PoliciesON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Systemic risk and bank business models (2018)Systemic risk and bank busine…Finance and the Earth system – Exploring the links between financial actors and non-linear changes in the climate system (2018)Finance and the Earth system …What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? (2016)What Drives Heterogeneity of …Business models and bank performance: A long-term perspective (2015)Business models and bank perf…Macroeconomic Factors and Microlevel Bank Behavior (2014)Macroeconomic Factors and Mic…Nontraditional Banking Activities and Bank Failures During the Financial Crisis (2012)Nontraditional Banking Activi…Factors determining European bank risk (2012)Factors determining European …Bank stability and managerial compensation (2012)Bank stability and managerial…The Impact of Corporate Reputation on Firm Risk: A Panel Data Analysis of S panish Quoted Firms (2011)The Impact of Corporate Reput…Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies (2011)Does securitization reduce cr…Bank Size, Market Concentration, and Bank Earnings Volatility in the US (2011)Bank Size, Market Concentrati…The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data (2010)The impact of off-balance-she…Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks? (2010)Market discipline of banks: W…Executive Compensation and Business Policy Choices at U.S. Commercial Banks (2010)Executive Compensation and Bu…The Effect of Employee Stock Options on Bank Investment Choice, Borrowing, and Capital (2007)The Effect of Employee Stock …Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions (2006)Managing Bank Liquidity Risk:…The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Determinants of Firms' Hedging Policies (1985)The theory of financial intermediation (1997)CEOs versus CFOs: Incentives and corporate policies (2010)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Political connections and the cost of equity capital (2012)Impact of ESG factors on firm risk in Europe (2016)Bank Runs, Deposit Insurance, and Liquidity (1983)The Limits of Arbitrage (1995)Structural causes of the global financial crisis: a critical assessment of the 'new financial architecture' (2009)Contagion in financial networks (2010)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Bank loan loss provisions: a reexamination of capital management, earnings management and signaling effects (1999)Output Fluctuations in the United States: What Has Changed Since the Early 1980s? (2006)Bank activity and funding strategies: The impact on risk and returns☆ (2010)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Rethinking Bank Regulation: Till Angels Govern (2005)Has Finance Made the World Riskier? (2006)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)The theory and practice of corporate finance: evidence from the field (2001)The Cash Flow Sensitivity of Cash (2004)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)Bank income structure and risk: An empirical analysis of European banks (2007)Back to the basics in banking? A micro-analysis of banking system stability (2009)Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland (2010)The profitability of european banks: a cross‐sectional and dynamic panel analysis (2004)
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2004The Capital Asset Pricing Model: Theory and Evidence2,057 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 2004Diversification in Banking: Is Noninterest Income the Answer?1,192 cited
  • 2005The dark side of diversification: The case of US financial holding companies1,149 cited
  • 2005Has Financial Development Made the World Riskier?1,112 cited
  • 1997Diversification, Size, and Risk at Bank Holding Companies1,092 cited
  • 1984Optimal Hedging Policies939 cited
  • 1998Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach858 cited
  • 2001Product Mix and Earnings Volatility at Commercial Banks: Evidence from a Degree of Total Leverage Model845 cited
  • 2001Stockholder gains from focusing versus diversifying bank mergers590 cited
  • 1997Capital market frictions and the role of internal capital markets in banking464 cited
  • 2003

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Risk management, capital structure and lending at banks
449 cited
  • 1993The Value of Bank Durability: Borrowers as Bank Stakeholders417 cited
  • Cited by

    • 2015Business models and bank performance: A long-term perspective201 cited
    • 2012Factors determining European bank risk192 cited
    • 2011Bank Size, Market Concentration, and Bank Earnings Volatility in the US155 cited
    • 2018Finance and the Earth system – Exploring the links between financial actors and non-linear changes in the climate system154 cited
    • 2012Bank stability and managerial compensation136 cited
    • 2010Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks?128 cited
    • 2010Executive Compensation and Business Policy Choices at U.S. Commercial Banks119 cited
    • 2014Macroeconomic Factors and Microlevel Bank Behavior107 cited
    • 2010The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data101 cited
    • 2006Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions98 cited
    • 2016What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU?97 cited
    • 2011Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies96 cited
    • 2012Nontraditional Banking Activities and Bank Failures During the Financial Crisis96 cited
    • 2011The Impact of Corporate Reputation on Firm Risk: A Panel Data Analysis of S panish Quoted Firms96 cited
    • 2018Systemic risk and bank business models95 cited
    • 2007The Effect of Employee Stock Options on Bank Investment Choice, Borrowing, and Capital92 cited