... equity markets Event study FTX bankruptcy Abnormal returns Cryptocurrency Cryptocurrency exchanges Diversification Financial markets Investment Investment decisions Financial markets and institutions Financial risk and risk management We collect daily closing prices for leading...

... and their policies Financial economics Financial institutions and services Financial risk and risk management Computational techniques CECL Spline Hazard rate model FASB Financial institutions To allow readers a broader perspective on the new CECL standard, to place the current study in the right...

... be contacted at: mgubareva@iscal.ipl.pt 02 07 2020 27 09 2020 16 10 2020 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Monetary policy Financial risk and risk management Determination of interest rates Policy designs...

... 2020 01 07 2020 12 07 2020 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Banks Acquisitions Financial institutions and services Financial risk and risk management Mergers Bank mergers Systemic risk Consolidation strategic...

... risk and risk management Capital and ownership structure O10 D04 K31 O14 F01 M16 Suranjan Bhattacheryay can be contacted at: bhattacheryays@yahoo.co.in 08 01 2019 25 07 2019 28 10 2019 The author believes that while investing in a particular emerging...

... risk and risk management Macroeconomic policy Credit risk Non-performing loans Systemic banks Systemic risk Impaired loans Asset quality European banks Europe Bank profitability C33 E44 G21 In addition to these issues, the credit risk of a systemic financial institution...

... © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Bankruptcy Banks Financial risk and risk management G21 G32 G33 It is nowadays largely acknowledged that a troubled single institution can disturb the entire financial sector...

... ε_jt = a disturbance term; and dj = the DFL estimate for firm j. Financial risk and risk management Econometric and statistical methods Mandelker and Rhee (1984) suggest that firms actively balance (tradeoff) their operating and financial leverage...

...-use rights only Banks Systemic risk Financial markets and institutions Financial risk and risk management Regulation and industrial policy Allocative efficiency Macroprudential regulation Leverage ratio D61 D62 D82 G21 G28 This paper studies the design of bank regulation...

... 27 11 2017 29 11 2017 © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Systemic risk Banks Financial risk and risk management Insurance sector Economics of regulation Capital shortfall Interconnectedness between banks and insurance...

... Systemic risk Financial markets and institutions Capital Financial Risk and risk management Insolvency C36 G21 G32 The Indonesian banking sector plays a central role in the country’s financial system and the economy as a whole. Currently, the Indonesian banking sector’s assets account...

... yield, we consider the country-specific risk, the development of local financial markets and the structural break of capital flows in predicting EM bond returns. Figure 2. Some emerging market bond yields Financial risk and risk management Emerging market Spillover effect...

... Ownership concentration Financial risk and risk management Corporate finance and governance State-owned enterprises G30 Chief executive officer (CEO) is the top executive of a firm, who is responsible for running the business and reducing the uncertainty in corporate environment. However...

... that has not been studied previously. G21 E44 C33 financial risk and risk management Financial markets and the macroeconomy Financial institutions and services Non-performing loans Time-series models VAR Instrumental variables estimations US banking industry Macrofinancial linkages...

... risk and risk management Forecasting and simulation G1 C6 Gordon Rausser can be contacted at: rausser@berkeley.edu 19 10 2015 14 01 2016 22 01 2016 25 01 2016 © Emerald Group Publishing Limited 2016 Emerald Group Publishing Limited Licensed re-use rights...

... support, see Klingebiel, 2000). Michal Skorepa can be contacted at: michal.skorepa@cnb.cz © Emerald Group Publishing Limited 2015 Banks Regulatory change Capital Financial risk and risk management G21, G28 The fact that bank regulation may need to be sensitive to a bank’s...

... is considered as a relevant variable in this study. © Emerald Group Publishing Limited 2015 Banks Credit Government policy and regulation Capital Financial risk and risk management Multiple or simultaneous equation models G20, G28, G32 Regulatory capital has gained considerable...

... Group Publishing Limited 2015 Estimation Financial risk and risk management Corporate finance and governance Capital budgeting A large body of theoretical and empirical research has identified a firm’s operating leverage as one of the real determinants of a common stock’s systematic...