Artikel
Determinants of European bank risk during financial crisis
This paper examines the determinants of European bank risk-taking during major financial crisis. Using a sample of banks from 26 countries over the period 2005-2015, we examine the nature of the relationship between bank risk, bank characteristics, regulatory, institutional and macroeconomic variables. We use a dynamic panel data modeling structure to capture the potential discrepancies in risk-taking behavior. We subdivide our sample into two sub-samples (East Europe and West Europe countries). We show that macroeconomic and regulatory variables seem to have non-negligible impact on bank risk-taking attitudes. We document that the relationship between bank risk, internal and external factors differs across samples.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Cogent Economics & Finance ; ISSN: 2332-2039 ; Volume: 5 ; Year: 2017 ; Issue: 1 ; Pages: 1-20 ; Abingdon: Taylor & Francis
- Klassifikation
-
Wirtschaft
International Financial Markets
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financial Institutions and Services: Government Policy and Regulation
- Thema
-
credit risk
insolvency risk
financial crisis
dynamic panel data
GMM
East Europe
West Europe
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Jabra, Wiem Ben
Mighri, Zouheir
Mansouri, Faysal
- Ereignis
-
Veröffentlichung
- (wer)
-
Taylor & Francis
- (wo)
-
Abingdon
- (wann)
-
2017
- DOI
-
doi:10.1080/23322039.2017.1298420
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Jabra, Wiem Ben
- Mighri, Zouheir
- Mansouri, Faysal
- Taylor & Francis
Entstanden
- 2017