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Determinants of European banks’ default risk
16 references·3 citing·50 second hopsampled
Determinants of European banks’ default risk (2021)Determinants of European banks’ default r…Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register (2020)Negative Monetary Policy Rate…Negative interest rate policy and the yield curve (2020)Negative interest rate policy…Macroprudential policy and bank systemic risk (2020)Macroprudential policy and ba…Life below Zero: Bank Lending under Negative Policy Rates (2019)Life below Zero: Bank Lending…A Tale of Two Decades: The Ecb's Monetary Policy at 20 (2019)A Tale of Two Decades: The Ec…Monetary policy and bank profitability in a low interest rate environment (2018)Monetary policy and bank prof…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Business models and bank performance: A long-term perspective (2015)Business models and bank perf…Bank size, capital, and systemic risk: Some international evidence (2015)Bank size, capital, and syste…Bank funding structures and risk: Evidence from the global financial crisis (2015)Bank funding structures and r…The manipulation of basel risk-weights (2014)The manipulation of basel ris…How does capital affect bank performance during financial crises? (2013)How does capital affect bank …Bank/sovereign risk spillovers in the European debt crisis (2013)Bank/sovereign risk spillover…What determines Euro area bank CDS spreads? (2012)What determines Euro area ban…The determinants of bank CDS spreads: evidence from the financial crisis (2012)The determinants of bank CDS …Does the stock market value bank diversification? (2007)Does the stock market value b…Risk and performance of Islamic and conventional banks under COVID-19 pandemic: Evidence from MENA region (2024)Risk and performance of Islam…How do ESG challenges affect default risk? An empirical analysis from the global banking sector perspective (2024)How do ESG challenges affect …ECB monetary policy and bank default risk☆ (2021)ECB monetary policy and bank …ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)A Macroeconomic Model with a Financial Sector (2012)Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2012)Credit Default Swaps: A Survey (2014)Entrepreneurship and Bank Credit Availability (2002)Securitization without risk transfer (2012)Testing macroprudential stress tests: The risk of regulatory risk weights (2014)The Limits of Model‐Based Regulation (2022)Bank Runs, Deposit Insurance, and Liquidity (1983)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Liquidity risk management and credit supply in the financial crisis (2011)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)Systemic risk in European sovereign debt markets: A CoVaR-copula approach (2014)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Financial Intermediation, Loanable Funds, and The Real Sector (1997)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Carbon emissions and the cost of debt in the eurozone: The role of public policies, climate‐related disclosure and corporate governance (2020)Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation (2022)Bank governance, regulation and risk taking (2008)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies (2018)MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS (2019)Bank Systemic Risk around COVID-19: A Cross-Country Analysis (2020)Biases in Dynamic Models with Fixed Effects (1981)The federal funds rate and the channels of monetary transmission (1989)Bank margins and profits in a world of negative rates (2019)Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence (2020)Expansionary yet different: Credit supply and real effects of negative interest rate policy (2021)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A model for technical inefficiency effects in a stochastic frontier production function for panel data (1995)Diversification's effect on firm value (1995)Mergers and Acquisitions of Financial Institutions: A Review of the Post-2000 Literature (2009)Banks’ Non-Interest Income and Systemic Risk (2012)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Bank Liquidity Risk and Performance (2017)The effects of liquidity risk and credit risk on bank stability: Evidence from the MENA region (2017)Economic policy uncertainty and financial stability–Is there a relation? (2020)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)
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References

  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2013How does capital affect bank performance during financial crises?1,690 cited
  • 2007Does the stock market value bank diversification?631 cited
  • 2015Bank size, capital, and systemic risk: Some international evidence591 cited
  • 2019Life below Zero: Bank Lending under Negative Policy Rates363 cited
  • 2015Bank funding structures and risk: Evidence from the global financial crisis318 cited
  • 2013Bank/sovereign risk spillovers in the European debt crisis289 cited
  • 2014The manipulation of basel risk-weights255 cited
  • 2012What determines Euro area bank CDS spreads?236 cited
  • 2018Monetary policy and bank profitability in a low interest rate environment222 cited
  • 2015Business models and bank performance: A long-term perspective201 cited
  • 2020Macroprudential policy and bank systemic risk192 cited
  • 2020Negative interest rate policy and the yield curve106 cited
  • 2012The determinants of bank CDS spreads: evidence from the financial crisis106 cited
  • 2019A Tale of Two Decades: The Ecb's Monetary Policy at 2091 cited

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  • 2020Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register84 cited
  • Cited by

    • 2024How do ESG challenges affect default risk? An empirical analysis from the global banking sector perspective32 cited
    • 2021ECB monetary policy and bank default risk☆27 cited
    • 2024Risk and performance of Islamic and conventional banks under COVID-19 pandemic: Evidence from MENA region20 cited