Frank Strobel
Personal Details
First Name: | Frank |
Middle Name: | |
Last Name: | Strobel |
Suffix: | |
RePEc Short-ID: | pst144 |
[This author has chosen not to make the email address public] | |
https://www.birmingham.ac.uk/schools/business/departments/economics/staff/profile.aspx?ReferenceId=6 | |
Terminal Degree: | Economics Department; Queen's University (from RePEc Genealogy) |
Affiliation
Department of Economics
University of Birmingham
Birmingham, United Kingdomhttp://www.bham.ac.uk/economics/
RePEc:edi:debhauk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Laetitia Lepetit & Frank Strobel & Laurent Weill, 2024. "Do risky banks pay their employees more?," Working Papers of LaRGE Research Center 2024-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Vincent Bouvatier & Laetitia Lepetit & Pierre-Nicolas Rehault & Frank Strobel, 2023.
"Time-varying Z-score measures for bank insolvency risk: Best practice,"
Post-Print
hal-04285763, HAL.
- Bouvatier, Vincent & Lepetit, Laetitia & Rehault, Pierre-Nicolas & Strobel, Frank, 2023. "Time-varying Z-score measures for bank insolvency risk: Best practice," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 170-179.
- Mathieu Mercadier & Frank Strobel, 2021.
"A one-sided Vysochanskii-Petunin inequality with financial applications,"
Post-Print
hal-03241628, HAL.
- Mercadier, Mathieu & Strobel, Frank, 2021. "A one-sided Vysochanskii-Petunin inequality with financial applications," European Journal of Operational Research, Elsevier, vol. 295(1), pages 374-377.
- Laetitia Lepetit & Frank Strobel & Thu Ha Tran, 2020.
"An alternative Z-score measure for downside bank insolvency risk,"
Post-Print
hal-02519029, HAL.
- Laetitia Lepetit & Frank Strobel & Thu Ha Tran, 2021. "An alternative Z-score measure for downside bank insolvency risk," Applied Economics Letters, Taylor & Francis Journals, vol. 28(2), pages 137-142, January.
- Thierno Barry & Laetitia Lepetit & Frank Strobel & Thu Tran, 2020. "Examining the impact on risk when directors are related to minority shareholders in closely-held banks," Working Papers hal-02512450, HAL.
- Thierno Barry & Laetitia Lepetit & Frank Strobel & Thu Tran, 2018. "Better than independent: the role of minority directors on bank boards," Working Papers hal-01937927, HAL.
- Vincent Bouvatier & Laetitia Lepetit & Pierre-Nicolas Rehault & Frank Strobel, 2018. "Bank insolvency risk and Z-score measures: caveats and best practice," Working Papers hal-01937929, HAL.
- L Lepetit & Céline Meslier-Crouzille & F Strobel & Leo Indra Wardhana, 2018.
"Bank dividends, agency costs and shareholder and creditor rights,"
Post-Print
hal-03566491, HAL.
- Lepetit, L. & Meslier, C. & Strobel, F. & Wardhana, L., 2018. "Bank dividends, agency costs and shareholder and creditor rights," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 93-111.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2017.
"Bank capital regulation: are local or central regulators better?,"
Post-Print
hal-01486546, HAL.
- Haritchabalet, Carole & Lepetit, Laetitia & Spinassou, Kévin & Strobel, Frank, 2017. "Bank capital regulation: Are local or central regulators better?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 103-114.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2015. "Bank capital regulation: are local or central regulators better?," Post-Print hal-02440532, HAL.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2016. "Bank capital regulation: are local or central regulators better?," Working Papers hal-02939054, HAL.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2016. "Bank capital regulation: are local or central regulators better?," Working papers of CATT hal-02939054, HAL.
- Thierno Amadou Barry & Laetitia Lepetit & Frank Strobel, 2016.
"Bank ownership structure, lending corruption and the regulatory environment,"
Post-Print
hal-01204938, HAL.
- Barry, Thierno Amadou & Lepetit, Laetitia & Strobel, Frank, 2016. "Bank ownership structure, lending corruption and the regulatory environment," Journal of Comparative Economics, Elsevier, vol. 44(3), pages 732-751.
- Laetitia Lepetit & Frank Strobel, 2015.
"Bank Insolvency Risk and Z-Score Measures: A Refinement,"
Post-Print
hal-01204881, HAL.
- Lepetit, Laetitia & Strobel, Frank, 2015. "Bank insolvency risk and Z-score measures: A refinement," Finance Research Letters, Elsevier, vol. 13(C), pages 214-224.
- Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2015.
"Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?,"
Post-Print
hal-01134835, HAL.
- Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2015. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," The World Economy, Wiley Blackwell, vol. 38(8), pages 1179-1204, August.
- Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2012. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," Working Papers hal-00916699, HAL.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2015.
"Bank capital regulation: a role for a supranational regulator?,"
Post-Print
hal-02440145, HAL.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2015. "Bank capital regulation: A role for a supranational regulator ?," Post-Print hal-02440576, HAL.
- Vincent Bouvatier & Laetitia Lepetit & Frank Strobel, 2014.
"Bank Income Smoothing, Ownership Concentration and the Regulatory Environment,"
Post-Print
hal-00916674, HAL.
- Bouvatier, Vincent & Lepetit, Laetitia & Strobel, Frank, 2014. "Bank income smoothing, ownership concentration and the regulatory environment," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 253-270.
- Laetitia Lepetit & Frank Strobel, 2013.
"Bank insolvency risk and time-varying Z-score measures,"
Post-Print
hal-01098721, HAL.
- Lepetit, Laetitia & Strobel, Frank, 2013. "Bank insolvency risk and time-varying Z-score measures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 73-87.
- Laetitia Lepetit & Frank Strobel & David G. Dickinson, 2012.
"Does uncertainty matter for loan charge-offs ?,"
Post-Print
hal-00785626, HAL.
- Lepetit, Laetitia & Strobel, Frank & Dickinson, David G., 2012. "Does uncertainty matter for loan charge-offs?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 264-277.
- Laetitia Lepetit & Frank Strobel & David G. Dickinson, 2012. "Does uncertainty matter for loan charge-offs?," Post-Print hal-01098926, HAL.
- Laetitia Lepetit & Frank Strobel, 2012. "Bank equity Involvement in Industrial Firms and Bank Risk," Working Papers hal-00916709, HAL.
- Frank Strobel, 2004.
"Leaving EMU: a real options perspective,"
Discussion Papers
04-16, Department of Economics, University of Birmingham.
- Frank Strobel, 2005. "Leaving EMU: a real options perspective," Applied Economics, Taylor & Francis Journals, vol. 37(13), pages 1449-1453.
- Frank Strobel, 2004. "Leaving EMU: a real options perspective," Money Macro and Finance (MMF) Research Group Conference 2004 83, Money Macro and Finance Research Group.
- Frank Strobel, 2004.
"Monetary integration and inflation preferences: a real options analysis,"
Money Macro and Finance (MMF) Research Group Conference 2003
95, Money Macro and Finance Research Group.
- Strobel, Frank, 2005. "Monetary integration and inflation preferences: A real options analysis," European Economic Review, Elsevier, vol. 49(4), pages 845-860, May.
- Frank Strobel, 2000.
"When to Leave a Monetary Union: Now or Later?,"
Econometric Society World Congress 2000 Contributed Papers
0961, Econometric Society.
repec:tac:wpaper:2015-2016_6 is not listed on IDEAS
Articles
- Isabelle Distinguin & Laetitia Lepetit & Frank Strobel & Phan Huy Hieu Tran, 2023. "Bondholder representatives on bank boards: A device for market discipline," Economic Inquiry, Western Economic Association International, vol. 61(3), pages 738-765, July.
- Bouvatier, Vincent & Lepetit, Laetitia & Rehault, Pierre-Nicolas & Strobel, Frank, 2023.
"Time-varying Z-score measures for bank insolvency risk: Best practice,"
Journal of Empirical Finance, Elsevier, vol. 73(C), pages 170-179.
- Vincent Bouvatier & Laetitia Lepetit & Pierre-Nicolas Rehault & Frank Strobel, 2023. "Time-varying Z-score measures for bank insolvency risk: Best practice," Post-Print hal-04285763, HAL.
- Mathieu Mercadier & Frank Strobel, 2023. "(Simple) ΔCoVaR bounds," Applied Economics Letters, Taylor & Francis Journals, vol. 30(14), pages 1874-1881, August.
- Thierno Amadou Barry & Laetitia Lepetit & Frank Strobel & Thu Ha Tran, 2022. "Implications for Bank Risk when Directors are Related to Minority Shareholders," Journal of Financial Services Research, Springer;Western Finance Association, vol. 62(3), pages 233-265, December.
- Mercadier, Mathieu & Strobel, Frank, 2021.
"A one-sided Vysochanskii-Petunin inequality with financial applications,"
European Journal of Operational Research, Elsevier, vol. 295(1), pages 374-377.
- Mathieu Mercadier & Frank Strobel, 2021. "A one-sided Vysochanskii-Petunin inequality with financial applications," Post-Print hal-03241628, HAL.
- Laetitia Lepetit & Frank Strobel & Thu Ha Tran, 2021.
"An alternative Z-score measure for downside bank insolvency risk,"
Applied Economics Letters, Taylor & Francis Journals, vol. 28(2), pages 137-142, January.
- Laetitia Lepetit & Frank Strobel & Thu Ha Tran, 2020. "An alternative Z-score measure for downside bank insolvency risk," Post-Print hal-02519029, HAL.
- Lepetit, L. & Meslier, C. & Strobel, F. & Wardhana, L., 2018.
"Bank dividends, agency costs and shareholder and creditor rights,"
International Review of Financial Analysis, Elsevier, vol. 56(C), pages 93-111.
- L Lepetit & Céline Meslier-Crouzille & F Strobel & Leo Indra Wardhana, 2018. "Bank dividends, agency costs and shareholder and creditor rights," Post-Print hal-03566491, HAL.
- Haritchabalet, Carole & Lepetit, Laetitia & Spinassou, Kévin & Strobel, Frank, 2017.
"Bank capital regulation: Are local or central regulators better?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 103-114.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2017. "Bank capital regulation: are local or central regulators better?," Post-Print hal-01486546, HAL.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2015. "Bank capital regulation: are local or central regulators better?," Post-Print hal-02440532, HAL.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2016. "Bank capital regulation: are local or central regulators better?," Working Papers hal-02939054, HAL.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2016. "Bank capital regulation: are local or central regulators better?," Working papers of CATT hal-02939054, HAL.
- Dawood, Mary & Horsewood, Nicholas & Strobel, Frank, 2017. "Predicting sovereign debt crises: An Early Warning System approach," Journal of Financial Stability, Elsevier, vol. 28(C), pages 16-28.
- Barry, Thierno Amadou & Lepetit, Laetitia & Strobel, Frank, 2016.
"Bank ownership structure, lending corruption and the regulatory environment,"
Journal of Comparative Economics, Elsevier, vol. 44(3), pages 732-751.
- Thierno Amadou Barry & Laetitia Lepetit & Frank Strobel, 2016. "Bank ownership structure, lending corruption and the regulatory environment," Post-Print hal-01204938, HAL.
- Lepetit, Laetitia & Strobel, Frank, 2015.
"Bank insolvency risk and Z-score measures: A refinement,"
Finance Research Letters, Elsevier, vol. 13(C), pages 214-224.
- Laetitia Lepetit & Frank Strobel, 2015. "Bank Insolvency Risk and Z-Score Measures: A Refinement," Post-Print hal-01204881, HAL.
- Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2015.
"Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?,"
The World Economy, Wiley Blackwell, vol. 38(8), pages 1179-1204, August.
- Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2015. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," Post-Print hal-01134835, HAL.
- Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2012. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," Working Papers hal-00916699, HAL.
- Bouvatier, Vincent & Lepetit, Laetitia & Strobel, Frank, 2014.
"Bank income smoothing, ownership concentration and the regulatory environment,"
Journal of Banking & Finance, Elsevier, vol. 41(C), pages 253-270.
- Vincent Bouvatier & Laetitia Lepetit & Frank Strobel, 2014. "Bank Income Smoothing, Ownership Concentration and the Regulatory Environment," Post-Print hal-00916674, HAL.
- Lepetit, Laetitia & Strobel, Frank, 2013.
"Bank insolvency risk and time-varying Z-score measures,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 73-87.
- Laetitia Lepetit & Frank Strobel, 2013. "Bank insolvency risk and time-varying Z-score measures," Post-Print hal-01098721, HAL.
- C鬩ne Gondat-Larralde & Frank Strobel, 2013. "Uncertainty and switching in the mortgage market," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3068-3073, July.
- Strobel, Frank, 2012. "International tax arbitrage and residence vs. source-based capital income taxation," Research in Economics, Elsevier, vol. 66(4), pages 391-397.
- Lepetit, Laetitia & Strobel, Frank & Dickinson, David G., 2012.
"Does uncertainty matter for loan charge-offs?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 264-277.
- Laetitia Lepetit & Frank Strobel & David G. Dickinson, 2012. "Does uncertainty matter for loan charge-offs?," Post-Print hal-01098926, HAL.
- Laetitia Lepetit & Frank Strobel & David G. Dickinson, 2012. "Does uncertainty matter for loan charge-offs ?," Post-Print hal-00785626, HAL.
- Strobel, Frank, 2012. "International tax arbitrage, currency options and put-call parity conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 473-486.
- Frank Strobel, 2011. "Bank insolvency risk and different approaches to aggregate Z-score measures: a note," Applied Economics Letters, Taylor & Francis Journals, vol. 18(16), pages 1541-1543.
- Frank Strobel, 2011. "Bank insolvency risk and Z-score measures with unimodal returns," Applied Economics Letters, Taylor & Francis Journals, vol. 18(17), pages 1683-1685.
- Frank Strobel, 2011. "The dividend puzzle and tax: a note," Economics Bulletin, AccessEcon, vol. 31(3), pages 2736-2743.
- Frank Strobel, 2010. "Bank insolvency risk and aggregate Z-score measures: a caveat," Economics Bulletin, AccessEcon, vol. 30(4), pages 2576-2578.
- Strobel Frank, 2009. "Financial Fragility and Crisis Union in the Asia-Pacific Region," Global Economy Journal, De Gruyter, vol. 9(2), pages 1-12, June.
- Frank Strobel, 2007. "Southeast Asian monetary integration: a real options perspective," Applied Economics, Taylor & Francis Journals, vol. 39(6), pages 759-763.
- Frank Strobel, 2007. "Joining European Monetary Union: A Real Options Perspective," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(1), pages 105-115, February.
- Strobel, Frank, 2005.
"Monetary integration and inflation preferences: A real options analysis,"
European Economic Review, Elsevier, vol. 49(4), pages 845-860, May.
- Frank Strobel, 2004. "Monetary integration and inflation preferences: a real options analysis," Money Macro and Finance (MMF) Research Group Conference 2003 95, Money Macro and Finance Research Group.
- Frank Strobel, 2005. "International tax arbitrage, financial parity conditions and preferential capital gains taxation," Quantitative Finance, Taylor & Francis Journals, vol. 5(2), pages 219-226.
- Frank Strobel, 2005.
"Leaving EMU: a real options perspective,"
Applied Economics, Taylor & Francis Journals, vol. 37(13), pages 1449-1453.
- Frank Strobel, 2004. "Leaving EMU: a real options perspective," Discussion Papers 04-16, Department of Economics, University of Birmingham.
- Frank Strobel, 2004. "Leaving EMU: a real options perspective," Money Macro and Finance (MMF) Research Group Conference 2004 83, Money Macro and Finance Research Group.
- Frank Strobel, 2003. "Marriage and the value of waiting," Journal of Population Economics, Springer;European Society for Population Economics, vol. 16(3), pages 423-430, August.
- Frank Strobel, 2001.
"When to Leave a Monetary Union ?,"
Revue économique, Presses de Sciences-Po, vol. 52(2), pages 389-397.
- Frank Strobel, 2001. "When to Leave a Monetary Union?," Revue Économique, Programme National Persée, vol. 52(2), pages 389-397.
- Strobel, Frank, 2001. "International tax arbitrage, tax evasion and interest parity conditions," Research in Economics, Elsevier, vol. 55(4), pages 413-427, December.
More information
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (3) 2014-03-15 2019-01-07 2020-04-06
- NEP-RMG: Risk Management (3) 2016-02-04 2019-01-07 2021-06-21
- NEP-CBA: Central Banking (1) 2016-02-04
- NEP-CFN: Corporate Finance (1) 2019-01-07
- NEP-IFN: International Finance (1) 2004-09-30
- NEP-MON: Monetary Economics (1) 2004-09-30
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