Matches in SemOpenAlex for { <https://semopenalex.org/work/W2028618486> ?p ?o ?g. }
- W2028618486 endingPage "402" @default.
- W2028618486 startingPage "388" @default.
- W2028618486 abstract "This paper investigates how banks, as a group, react to macroeconomic risk and uncertainty; more specifically, it examines the relationship between bank systemic risk and changes and disruptions in economic conditions. Adopting the methodology of Beaudry et al. (2001), we introduce a new estimation procedure based on EGARCH to refine the framework developed by Baum et al., 2002, Baum et al., 2004, Baum et al., 2009 and Quagliariello, 2007, Quagliariello, 2009, and we analyze the relationship in the current industry context—i.e., in the context of market-based banking. Our results confirm that banks tend to behave more homogeneously vis-à-vis macroeconomic uncertainty. In particular, we find that both the cross-sectional dispersion of loans-to-assets and the cross-sectional dispersion of non-interest income share shrink during slow growth episodes, and particularly during financial crises, when the resilience of the banking system is at its lowest. More importantly, our main findings indicate that the cross-sectional dispersion of loans-to-assets has increased in the last decade, whereas the cross-sectional dispersion of non-interest income share appears to be more volatile and sensitive to macroeconomic shocks." @default.
- W2028618486 created "2016-06-24" @default.
- W2028618486 creator A5051264278 @default.
- W2028618486 creator A5060846070 @default.
- W2028618486 date "2014-03-01" @default.
- W2028618486 modified "2023-10-07" @default.
- W2028618486 title "Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence" @default.
- W2028618486 cites W1761222640 @default.
- W2028618486 cites W1969057781 @default.
- W2028618486 cites W1969981733 @default.
- W2028618486 cites W1970556287 @default.
- W2028618486 cites W1982921329 @default.
- W2028618486 cites W1987454816 @default.
- W2028618486 cites W1999814123 @default.
- W2028618486 cites W1999955566 @default.
- W2028618486 cites W1999996900 @default.
- W2028618486 cites W2007729257 @default.
- W2028618486 cites W2017035776 @default.
- W2028618486 cites W2024173182 @default.
- W2028618486 cites W2034309299 @default.
- W2028618486 cites W2044661602 @default.
- W2028618486 cites W2064360179 @default.
- W2028618486 cites W2072183341 @default.
- W2028618486 cites W2077173670 @default.
- W2028618486 cites W2077987765 @default.
- W2028618486 cites W2084460659 @default.
- W2028618486 cites W2086045333 @default.
- W2028618486 cites W2086914048 @default.
- W2028618486 cites W2108641612 @default.
- W2028618486 cites W2112005113 @default.
- W2028618486 cites W2113966200 @default.
- W2028618486 cites W2120299459 @default.
- W2028618486 cites W2132201771 @default.
- W2028618486 cites W2134443358 @default.
- W2028618486 cites W2136513790 @default.
- W2028618486 cites W2141980273 @default.
- W2028618486 cites W2142440376 @default.
- W2028618486 cites W2144836007 @default.
- W2028618486 cites W2154035618 @default.
- W2028618486 cites W2155986724 @default.
- W2028618486 cites W2168158876 @default.
- W2028618486 cites W2743665365 @default.
- W2028618486 cites W3121182108 @default.
- W2028618486 cites W3121342599 @default.
- W2028618486 cites W3121935849 @default.
- W2028618486 cites W3122079652 @default.
- W2028618486 cites W3122327767 @default.
- W2028618486 cites W3122486879 @default.
- W2028618486 cites W3123111709 @default.
- W2028618486 cites W3123118666 @default.
- W2028618486 cites W3123367477 @default.
- W2028618486 cites W3124204452 @default.
- W2028618486 cites W3124293590 @default.
- W2028618486 cites W3124400993 @default.
- W2028618486 cites W3124780179 @default.
- W2028618486 cites W3124883329 @default.
- W2028618486 cites W3125772013 @default.
- W2028618486 cites W3125881078 @default.
- W2028618486 cites W3126113144 @default.
- W2028618486 cites W4236529855 @default.
- W2028618486 cites W4236584637 @default.
- W2028618486 cites W4243213881 @default.
- W2028618486 cites W4244841900 @default.
- W2028618486 doi "https://doi.org/10.1016/j.jbankfin.2013.11.039" @default.
- W2028618486 hasPublicationYear "2014" @default.
- W2028618486 type Work @default.
- W2028618486 sameAs 2028618486 @default.
- W2028618486 citedByCount "55" @default.
- W2028618486 countsByYear W20286184862014 @default.
- W2028618486 countsByYear W20286184862015 @default.
- W2028618486 countsByYear W20286184862016 @default.
- W2028618486 countsByYear W20286184862017 @default.
- W2028618486 countsByYear W20286184862018 @default.
- W2028618486 countsByYear W20286184862019 @default.
- W2028618486 countsByYear W20286184862020 @default.
- W2028618486 countsByYear W20286184862021 @default.
- W2028618486 countsByYear W20286184862022 @default.
- W2028618486 countsByYear W20286184862023 @default.
- W2028618486 crossrefType "journal-article" @default.
- W2028618486 hasAuthorship W2028618486A5051264278 @default.
- W2028618486 hasAuthorship W2028618486A5060846070 @default.
- W2028618486 hasConcept C120665830 @default.
- W2028618486 hasConcept C121332964 @default.
- W2028618486 hasConcept C137176749 @default.
- W2028618486 hasConcept C139719470 @default.
- W2028618486 hasConcept C144587487 @default.
- W2028618486 hasConcept C151730666 @default.
- W2028618486 hasConcept C15744967 @default.
- W2028618486 hasConcept C162324750 @default.
- W2028618486 hasConcept C177562468 @default.
- W2028618486 hasConcept C187736073 @default.
- W2028618486 hasConcept C2778300220 @default.
- W2028618486 hasConcept C2779343474 @default.
- W2028618486 hasConcept C542102704 @default.
- W2028618486 hasConcept C556758197 @default.
- W2028618486 hasConcept C73283319 @default.
- W2028618486 hasConcept C86803240 @default.
- W2028618486 hasConcept C96250715 @default.