banks spanning the period 1996-2011, and the methodology of panel regression, the empirical findings document the … heterogeneity of banking risk determinants. I examine the implications of bank leverage that manifest itself as spreading and …

conditional correlations between European bank stock indices. These correlations are used as an indication for the …

We show that negative monetary policy rates induce systemic banks to reach-for-yield. For identification, we exploit … the introduction of negative deposit rates by the European Central Bank in June 2014 and a novel securities register for … the 26 largest euro area banking groups. Banks with more customer deposits are negatively affected by negative rates, as …

The aim of this paper is twofold: first, to study the determinants of banks' net interest margin with a particular … for banks of the relaxation of a binding prudential limit on maturity mismatch, in place in Italy until the mid-2000s. The …