The aim of the present study is to investigate the loan portfolio quality of the Greek banking system. In our days, loan quality threatens the financial well-being and the soundness of banking institutions globally. However, Greece is under surveillance due to its severe ongoing sovereign debt...

We investigate the impact of 2008 global financial crisis due to Lehman Brothers collapse on tail dependence structure of the largest systemic banks in euro in a pairwise comparison using bivariate extreme value theory. The dataset includes banks equity prices from area core (Austria, Belgium,...

The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period 5 January 2001-30 December 2020. This period...