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- W5550822 abstract "This paper examines how the impact of financial crises on bank earnings volatility (proxied by the volatility of return on assets) varies with bank size and market concentration. Using fixed effects panel regression analysis for more than 1800 banks from OECD and non-OECD economies for the period 1998-2008, we find that large banks face lower earnings volatility in the wake of financial crises than small banks. Moreover, earnings volatility is lower in less concentrated banking systems. These results are robust to the use of absolute and relative bank size definitions, different types of banks, and various types of financial crisis." @default.
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- W5550822 date "2009-01-01" @default.
- W5550822 modified "2023-09-23" @default.
- W5550822 title "Financial Crises and Bank Earnings Volatility: The Role of Bank Size and Market Concentration" @default.
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- W5550822 doi "https://doi.org/10.2139/ssrn.1470727" @default.
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