新冠肺炎对银行业的影响。我们正走向下一次银行业危机吗？

IF 1.9 Q2 BUSINESS, FINANCE

Qualitative Research in financial Markets Pub Date : 2023-02-14 DOI:10.1108/qrfm-09-2021-0157

K. Tomczak

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引用次数: 0

摘要

本研究旨在检验COVID-19大流行对银行业的影响，并评估COVID-19是否引发了银行业危机。设计/方法/途径为了实现主要目标，对银行业的贝塔系数进行了计算和分析。此外，在2019年12月30日至2021年9月24日期间，采用固定面板回归模型。研究结果表明，疫情加剧了银行业的波动性和风险，但并未证实存在系统性银行危机。原创性/价值本文通过分析COVID-19大流行作为银行危机的潜在触发因素，为文献做出了贡献。本文还研究了2019冠状病毒病对银行业的影响，特别是银行业的风险。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The impact of COVID-19 on the banking sector. Are we heading for the next banking crisis?

Purpose This study aims to examine the effect of the COVID-19 pandemic on the banking sector and to assess if COVID-19 was a trigger for the banking crisis. Design/methodology/approach To achieve the main objective, the beta of the banking sector was calculated and analysed. In addition, a fixed panel regression model was applied over the period from the 30th of December 2019 until the 24th of September 2021. Findings The results suggest that the pandemic contributed to higher volatility and risk in banking sector but did not confirm a systematic banking crisis. Originality/value This paper contributes to the literature by analysing the COVID-19 pandemic as a potential trigger for a banking crisis. This paper also contributed by studying the effects of COVID-19 on the banking sector, especially the risk in the banking sector.

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来源期刊

Qualitative Research in financial Markets BUSINESS, FINANCE-

CiteScore

4.60

自引率

10.50%

发文量

期刊介绍： Qualitative Research in Financial Markets is the only peer-reviewed journal dedicated to exploring the rapidly-growing area of research activity in finance that uses qualitative methods. Building on a long pedigree of finance research, the journal publishes international and innovative analyses and novel insights into financial markets worldwide