Bertay, Ata Can; Demirgüç-Kunt, Asli; Huizinga, Harry - In: Journal of Financial Intermediation 22 (2013) 4, pp. 532-558
For an international sample of banks, we construct measures of a bank’s absolute size and its systemic size defined as size relative to the national economy. We then examine how a bank’s risk and return on equity, its activity mix and funding strategy, and the extent to which it faces market...