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Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks 金融地震与余震:从英国脱欧到俄乌冲突，再到欧洲银行的稳定
Journal of International Financial Markets, Institutions and Money Pub Date : 2023-08-01 DOI: 10.2139/ssrn.4474469
P. Vu, Nhan H. Huynh, Hoa Phan, Ha Hai Hoang
{"title":"Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks","authors":"P. Vu, Nhan H. Huynh, Hoa Phan, Ha Hai Hoang","doi":"10.2139/ssrn.4474469","DOIUrl":"https://doi.org/10.2139/ssrn.4474469","url":null,"abstract":"This study examines the impacts of recent turbulent events (Brexit, COVID-19 pandemic, and the Russia – Ukraine conflict) on the European banks’ resilience. Using the quarterly data of 251 commercial banks in 33 European economies from 2014 to 2022, we find that uncertainties significantly reduce bank’s overall performance and stability. The comparisons of each event reveal the differential impacts in nature on specific indicators of performance and stability. The additional analyses highlight the roles of bank size, age, holding capital, and business models in attenuating the destabilizing effect of unexpected shocks. The disparity effects are also visible across affiliations to income-generation levels and European Union. The results are robust across alternative performance proxies and econometric approaches. From the starting point of this study, valuable implications are proposed for stakeholders, regulators, and policymakers in the challenges of unprecedented uncertainties.","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"157 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86342977","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Escape from pollution: Mass media, air quality, and management turnover 远离污染:大众传媒，空气质量，管理人员更替
Journal of International Financial Markets, Institutions and Money Pub Date : 2022-11-01 DOI: 10.1016/j.intfin.2022.101688
Jian Xu, Jiaxing Zheng
{"title":"Escape from pollution: Mass media, air quality, and management turnover","authors":"Jian Xu, Jiaxing Zheng","doi":"10.1016/j.intfin.2022.101688","DOIUrl":"https://doi.org/10.1016/j.intfin.2022.101688","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"36 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90558025","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
International tests of the ZCAPM asset pricing model ZCAPM资产定价模型的国际检验
Journal of International Financial Markets, Institutions and Money Pub Date : 2022-07-01 DOI: 10.1016/j.intfin.2022.101607
J. Kolari, Jianhua Z. Huang, Hilal Anwar Butt, Huiling Liao
{"title":"International tests of the ZCAPM asset pricing model","authors":"J. Kolari, Jianhua Z. Huang, Hilal Anwar Butt, Huiling Liao","doi":"10.1016/j.intfin.2022.101607","DOIUrl":"https://doi.org/10.1016/j.intfin.2022.101607","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"107 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89305078","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Assessing the impact of COVID-19 on price Co-movements in China 评估2019冠状病毒病对中国价格走势的影响
Journal of International Financial Markets, Institutions and Money Pub Date : 2022-06-11 DOI: 10.1016/j.intfin.2022.101602
Yingying Xu, D. Lien
{"title":"Assessing the impact of COVID-19 on price Co-movements in China","authors":"Yingying Xu, D. Lien","doi":"10.1016/j.intfin.2022.101602","DOIUrl":"https://doi.org/10.1016/j.intfin.2022.101602","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"27 1","pages":"101602 - 101602"},"PeriodicalIF":0.0,"publicationDate":"2022-06-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90363880","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic 2019冠状病毒病大流行期间非关键业务和远程办公倾向在国际股票市场中的作用
Journal of International Financial Markets, Institutions and Money Pub Date : 2022-06-01 DOI: 10.1016/j.intfin.2022.101598
Thiago Christiano Silva, Paulo Victor Berri Wilhelm, B. Tabak
{"title":"The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic","authors":"Thiago Christiano Silva, Paulo Victor Berri Wilhelm, B. Tabak","doi":"10.1016/j.intfin.2022.101598","DOIUrl":"https://doi.org/10.1016/j.intfin.2022.101598","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"9 1","pages":"101598 - 101598"},"PeriodicalIF":0.0,"publicationDate":"2022-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79982900","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Commodity Return Predictability: Evidence from Implied Variance, Skewness, and their Risk Premia 商品回报可预测性:隐含方差、偏度及其风险溢价的证据
Journal of International Financial Markets, Institutions and Money Pub Date : 2022-05-01 DOI: 10.1016/j.intfin.2022.101569
Marinela Adriana Finta, José Renato Haas Ornelas
{"title":"Commodity Return Predictability: Evidence from Implied Variance, Skewness, and their Risk Premia","authors":"Marinela Adriana Finta, José Renato Haas Ornelas","doi":"10.1016/j.intfin.2022.101569","DOIUrl":"https://doi.org/10.1016/j.intfin.2022.101569","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"4 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81892514","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Exchange rate and balance of payment crisis risks in the global development finance architecture 全球发展金融架构中的汇率和国际收支危机风险
Journal of International Financial Markets, Institutions and Money Pub Date : 2022-05-01 DOI: 10.1016/j.intfin.2022.101574
Alfredo Schclarek, Jiajun Xu
{"title":"Exchange rate and balance of payment crisis risks in the global development finance architecture","authors":"Alfredo Schclarek, Jiajun Xu","doi":"10.1016/j.intfin.2022.101574","DOIUrl":"https://doi.org/10.1016/j.intfin.2022.101574","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"118 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79521474","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Corporate social activities and stock price crash risk in the banking industry: International evidence 企业社会活动与银行业股价崩盘风险:国际证据
Journal of International Financial Markets, Institutions and Money Pub Date : 2021-09-01 DOI: 10.1016/J.INTFIN.2021.101416
K. Wang, Simeng Liu, Yue Wu
{"title":"Corporate social activities and stock price crash risk in the banking industry: International evidence","authors":"K. Wang, Simeng Liu, Yue Wu","doi":"10.1016/J.INTFIN.2021.101416","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2021.101416","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"1 1","pages":"101416"},"PeriodicalIF":0.0,"publicationDate":"2021-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83006363","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
QE in the euro area: Has the PSPP benefited peripheral bonds? 欧元区的量化宽松:PSPP对外围国家债券有利吗?
Journal of International Financial Markets, Institutions and Money Pub Date : 2021-05-06 DOI: 10.4419/86788931
A. Belke, D. Gros
{"title":"QE in the euro area: Has the PSPP benefited peripheral bonds?","authors":"A. Belke, D. Gros","doi":"10.4419/86788931","DOIUrl":"https://doi.org/10.4419/86788931","url":null,"abstract":"The asset purchase programme of the euro area, active between 2015 and 2018, constitutes an interesting special case of Quantitative Easing (QE) because the ECB's Public Sector Purchase Programme (PSPP) involved the purchase of peripheral euro area government bonds, which were clearly not riskless. Moreover, these purchases were undertaken by national central banks at their own risk. Intuition suggests, and a simple model confirms, that, ceteris paribus, large purchases by a national central bank of the bonds of their own sovereign should increase the risk for the remaining private bond holders. This might seem incompatible with the observation that risk spreads on peripheral bonds fell when QE in the euro area was announced. However, the initial fall in risk premiums may have been due to expectations of the bond purchases proving effective in lowering risk-free rates. When these expectations were disappointed, risk premiums returned to their initial level. Formal statistical tests confirm that indeed risk premiums on peripheral bonds did not follow a random walk (contrary to what is assumed in event studies). Nor did the announcements of bond buying change the stochastics of these premiums. There is thus no reason to consider the impact effect to have been permanent.","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"179 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88875195","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
The Impact of Investor Sentiment on Catering Incentives around the World 投资者情绪对全球餐饮激励的影响
Journal of International Financial Markets, Institutions and Money Pub Date : 2021-03-01 DOI: 10.1016/J.INTFIN.2021.101285
Jinho Byun, Kihun Kim, Rose C. Liao, Carrie Pan
{"title":"The Impact of Investor Sentiment on Catering Incentives around the World","authors":"Jinho Byun, Kihun Kim, Rose C. Liao, Carrie Pan","doi":"10.1016/J.INTFIN.2021.101285","DOIUrl":"https://doi.org/10.1016/J.INTFIN.2021.101285","url":null,"abstract":"","PeriodicalId":16244,"journal":{"name":"Journal of International Financial Markets, Institutions and Money","volume":"143 1","pages":"101285"},"PeriodicalIF":0.0,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77522065","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
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