Journal ArticleDOI
The impact of bank capital on profitability and risk in Asian banking
Chien-Chiang Lee,Meng-Fen Hsieh +1 more
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TLDR
In this paper, the authors apply the generalized method of moments technique for dynamic panels using bank-level data for 42 Asian countries over the period 1994 to 2008 to investigate the impacts of bank capital on profitability and risk.About:
This article is published in Journal of International Money and Finance.The article was published on 2013-02-01. It has received 349 citations till now. The article focuses on the topics: Economic capital & Risk-adjusted return on capital.read more
Citations
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The determinants of bank profitability: empirical evidence from European banking sector
Elisa Menicucci,Guido Paolucci +1 more
TL;DR: In this paper, a regression analysis is built on an unbalanced panel data set comprising 175 observations of 35 top European banks over the period 2009-2013, and the results provide interesting insights into the characteristics and practices of profitable banks in Europe.
Journal ArticleDOI
Funding liquidity and bank risk taking
TL;DR: This paper examined the relationship between funding liquidity and bank risk taking and found that banks with lower funding liquidity risk, as proxied by higher deposit ratios, take more risk than banks with higher liquidity risk.
Journal ArticleDOI
The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries
TL;DR: In this paper, the authors examined whether the imposition of higher capital ratios is effective in reducing risk and improving the efficiency and profitability of banking institutions using a sample of 1992 banks from 39 OECD countries during the 1999-2013 period.
Journal ArticleDOI
Economic policy uncertainty and financial stability–Is there a relation?
TL;DR: In this paper, the impact of economic policy uncertainty on financial stability was investigated using bank-level data and different constructions of global panel portfolios, and controlling for Z-score skewness, the Global Financial Crisis, and for endogeneity.
Journal ArticleDOI
The relationship between revenue diversification and bank performance: Do financial structures and financial reforms matter?
TL;DR: In this paper, the authors investigated the impact of revenue diversification on bank performance through a broad array of financial reforms, including credit controls, interest rate controls, entry barriers, banking supervision, privatization, and financial account restrictions.
References
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Journal ArticleDOI
Another look at the instrumental variable estimation of error-components models
Manuel Arellano,Olympia Bover +1 more
TL;DR: In this paper, a framework for efficient IV estimators of random effects models with information in levels which can accommodate predetermined variables is presented. But the authors do not consider models with predetermined variables that have constant correlation with the effects.
Posted Content
Law and Finance
Rafael La Porta,Rafael La Porta,Florencio Lopez de Silanes,Florencio Lopez de Silanes,Andrei Shleifer,Andrei Shleifer,Robert W. Vishny,Robert W. Vishny +7 more
TL;DR: This paper examined legal rules covering protection of corporate shareholders and creditors, the origin of these rules, and the quality of their enforcement in 49 countries and found that common law countries generally have the best, and French civil law countries the worst, legal protections of investors.
Journal ArticleDOI
Law and Finance
TL;DR: In this article, the authors examined legal rules covering protection of corporate shareholders and creditors, the origin of these rules, and the quality of their enforcement in 49 countries and found that common-law countries generally have the strongest, and French civil law countries the weakest, legal protections of investors, with German- and Scandinavian-civil law countries located in the middle.
Book
A Guide to Econometrics
TL;DR: The fourth edition of "A Guide to Econometrics" provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail often characteristic of econometric textbooks.
Journal ArticleDOI
A finite sample correction for the variance of linear efficient two-step GMM estimators
TL;DR: The authors showed that the extra variation due to the presence of these estimated parameters in the weight matrix accounts for much of the difference between the finite sample and the usual asymptotic variance of the two-step generalized method of moments estimator, when the moment conditions used are linear in the parameters.
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