bank as leader operating according to the rule by Orphanides and Wieland (2013) implies smaller potential costs due to …

impact of bank competition on corporate socially responsible (CSR) activities. We find strong and robust evidence that bank …

central bank rates in the United States and the euro area. Furthermore, the paper includes a large-scale comparison of the … effects in investment financing, credit and house price booms and a role for bank capital. A final exercise illustrates how …

central bank rates in the United States and the euro area. Furthermore, the paper includes a large-scale comparison of the … effects in investment financing, credit and house price booms and a role for bank capital. A final exercise illustrates how …

is modified to include regulator, non-regulatory/bank-specific factors and macroeconomic factors. The results reveal that … credibility of the bank will reduce derivatives activities. While derivatives are more likely to be an innovation, they are also …

systematic risk and standard deviation of a bank’s equity return, we apply Ronn-Verma option pricing model to assess whether … derivatives and bank risks. In order to capture the differences in marginal propensity to risk (MPR) across banks, we divide our … bank holding company (BHC) sample into three groups: big, medium, and small. The conclusions are as follows. First, among …

systematic risk and standard deviation of a bank's equity return, we apply Ronn-Verma option pricing model to assess whether … derivatives and bank risks. In order to capture the differences in marginal propensity to risk (MPR) across banks, we divide our … bank holding company (BHC) sample into three groups: big, medium, and small. The conclusions are as follows. First, among …