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The cost of equity for global banks: a CAPM perspective from 1990 to 2009
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- Baranova, Yuliya & Douglas, Graeme & Silvestri, Laura, 2019. "Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales," Bank of England working papers 803, Bank of England.
- Luis Fernández Lafuerza & Javier Mencía, 2021. "Estimating the cost of equity for financial institutions," Revista de Estabilidad Financiera, Banco de España, issue Primavera.
- Mamatzakis, Emmanuel & matousek, roman & vu, anh, 2019. "The interplay between problem loans and Japanese bank productivity," MPRA Paper 92960, University Library of Munich, Germany.
- Matilde Pulido & Victor Barros, 2017. "Corporate Tax Avoidance And Ex Ante Equity Cost Of Capital In Europe," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 22(1), pages 51-74.
- Urbański, Stanisław & Zarzecki, Dariusz, 2022. "The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects," Economic Systems, Elsevier, vol. 46(1).
- Emmanuel Mamatzakis & Roman Matousek & Anh Nguyet Vu, 2019. "What is the impact of problem loans on Japanese bank productivity growth?," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(2), pages 213-240, May.
- repec:prg:jnlpep:v:preprint:id:661:p:1-13 is not listed on IDEAS
- repec:zbw:bofrdp:2018_016 is not listed on IDEAS
- Berger, Allen N. & El Ghoul, Sadok & Guedhami, Omrane & Roman, Raluca A., 2022. "Geographic deregulation and banks’ cost of equity capital," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Persakis, Anthony & Iatridis, George Emmanuel, 2015. "Cost of capital, audit and earnings quality under financial crisis: A global empirical investigation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 3-24.
- Mahmoud Fatouh & Robert Bock & Jamal Ouenniche, 2023. "Impact of IFRS 9 on the cost of funding of banks in Europe," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(2), pages 115-145, June.
- Belkhir, Mohamed & Ben Naceur, Sami & Chami, Ralph & Samet, Anis, 2021.
"Bank capital and the cost of equity,"
Journal of Financial Stability, Elsevier, vol. 53(C).
- Mohamed Belkhir & Sami Ben Naceur & Mr. Ralph Chami & Anis Semet, 2019. "Bank Capital and the Cost of Equity," IMF Working Papers 2019/265, International Monetary Fund.
- Tomas Adam & Sona Benecka & Ivo Jansky, 2012.
"Time-Varying Betas of Banking Sectors,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(6), pages 485-504, December.
- Tomáš Adam & Sona Benecká & Ivo Jánský, 2012. "Time-varying Betas of the Banking Sector," Working Papers IES 2012/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2012.
- Dia, Enzo & VanHoose, David, 2023. "Macroprudential regulatory policies with a dominant-bank oligopoly and fringe banks," Journal of Economics and Business, Elsevier, vol. 124(C).
- Kohlscheen, Emanuel & Takáts, Előd, 2021.
"What can commercial property performance reveal about bank valuations?,"
Journal of International Money and Finance, Elsevier, vol. 113(C).
- Emanuel Kohlscheen & Előd Takáts, 2020. "What can commercial property performance reveal about bank valuations?," BIS Working Papers 900, Bank for International Settlements.
- Sudipta Das, 2019. "Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(3), pages 339-354, September.
- Milan Hrdý & Markéta Pláničková, 2019. "Meaning and Problems of Identification of Beta Coefficient When Valuing Financial Institutions," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(4), pages 479-495.
- Maryam Hasannasab & Dimitris Margaritis & Christos Staikouras, 2019. "The financial crisis and the shadow price of bank capital," Annals of Operations Research, Springer, vol. 282(1), pages 131-154, November.
- Gehrig, Thomas & Iannino, Maria Chiara, 2021.
"Did the Basel Process of capital regulation enhance the resiliency of European banks?,"
Journal of Financial Stability, Elsevier, vol. 55(C).
- Gehrig, Thomas Paul & Iannino, Maria Chiara, 2016. "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," VfS Annual Conference 2016 (Augsburg): Demographic Change 145743, Verein für Socialpolitik / German Economic Association.
- Gehrig, Thomas & Iannino, Maria Chiara, 2018. "Did the Basel process of capital regulation enhance the resiliency of European Banks?," Bank of Finland Research Discussion Papers 16/2018, Bank of Finland.
- Gehrig, Thomas, 2017. "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," CEPR Discussion Papers 11920, C.E.P.R. Discussion Papers.
- Anna Kovner & Peter Van Tassel, 2022.
"Evaluating Regulatory Reform: Banks' Cost of Capital and Lending,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1313-1367, August.
- Anna Kovner & Peter Van Tassel, 2018. "Evaluating regulatory reform: banks’ cost of capital and lending," Staff Reports 854, Federal Reserve Bank of New York.
- Fatouh, Mahmoud & Bock, Robert & Ouenniche, Jamal, 2020. "Impact of IFRS 9 on the cost of funding of banks in Europe," Bank of England working papers 851, Bank of England.
- Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020.
"A financial stress index for a highly dollarized developing country : The case of Lebanon,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
- Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2019. "A Financial Stress Index for a Highly Dollarized Developing Country: The Case of Lebanon," MPRA Paper 116083, University Library of Munich, Germany.
- Gabriella CHIESA & José Manuel MANSILLA-FERNÁNDEZ, 2018.
"Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisis,"
Departmental Working Papers
2018-05, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- G. Chiesa & J. M. Mansilla-Fern ndez, 2018. "Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi," Working Papers wp1124, Dipartimento Scienze Economiche, Universita' di Bologna.
- Ana Kundid Novokmet, 2015. "Cyclicality of bank capital buffers in South-Eastern Europe: endogenous and exogenous aspects," Financial Theory and Practice, Institute of Public Finance, vol. 39(2), pages 139-169.
- 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.
- Franz R. Hahn & Werner Hölzl, 2012. "Effects of the New Capital Requirements of Basel III on the Financing of Small and Medium-sized Enterprises in Austria," Austrian Economic Quarterly, WIFO, vol. 17(3), pages 168-186, August.
- Yong Tan & Christos Floros, 2012. "Stock market volatility and bank performance in China," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 29(3), pages 211-228, July.
- Sophia Kassidova, 2016. "Capital Change and the Cost of Equity: Evidence from Bulgarian Banks. Is there a Modigliani-Miller offset?," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 47-59.
- John Goddard & Hong Liu & Phil Molyneux & John O.S. Wilson, 2013.
"Do Bank Profits Converge?,"
European Financial Management, European Financial Management Association, vol. 19(2), pages 345-365, March.
- John Goddard & Hong Liu & Phil Molyneux & John O.S. Wilson, 2010. "Do Bank Profits Converge?," Working Papers 10004, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Jing Yang & Kostas Tsatsaronis, 2012. "Bank stock returns, leverage and the business cycle," BIS Quarterly Review, Bank for International Settlements, March.
- Mao, Hong & Cheng, Jiang, 2020. "Optimal capitalization and deposit insurance strategies with regard to moral hazard," Journal of Economics and Business, Elsevier, vol. 108(C).
- repec:prg:jnlpep:v:preprint:id:704:p:1-17 is not listed on IDEAS
- William R. Cline, 2015. "Testing the Modigliani-Miller Theorem of Capital Structure Irrelevance for Banks," Working Paper Series WP15-8, Peterson Institute for International Economics.
- Killins, Robert N. & Egly, Peter V. & Batabyal, Sourav, 2021. "The impact of the yield curve on bank equity returns: Evidence from Canada," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 319-329.
- Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
- Isakin, Maksim & Serletis, Apostolos, 2019.
"Banking technology in a Markov switching economy,"
Journal of Macroeconomics, Elsevier, vol. 59(C), pages 154-168.
- Apostolos Serletis & Maksim Isakin, "undated". "Banking Technology in a Markov Switching Economy," Working Papers 2018-18, Department of Economics, University of Calgary, revised 15 Nov 2018.
- Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia, 2023.
"Financial stability and monetary policy reaction: Evidence from the GCC countries,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 396-405.
- Ahmed H. Elsayed & Nader Naifar & Ahmed H. Elsayed, 2021. "Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries," Working Papers 1474, Economic Research Forum, revised 20 Aug 2021.
- Gabriella Chiesa & José Manuel Mansilla-Fernández, 2021. "The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 397-427, May.
- repec:ipf:finteo:v:39:y:2015:i:3:p:139-169 is not listed on IDEAS
- Luis Fernández Lafuerza & Javier Mencía, 2021. "Estimating the cost of equity for financial institutions," Financial Stability Review, Banco de España, issue Spring.
- Jens Dick‐Nielsen & Jacob Gyntelberg & Christoffer Thimsen, 2022. "The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts," Journal of Finance, American Finance Association, vol. 77(5), pages 2577-2611, October.
- Urbański Stanisław, 2021. "The Cost of Capital for Investment in the Warsaw Stock Exchange Indexes – Versus Djia," Folia Oeconomica Stetinensia, Sciendo, vol. 21(1), pages 122-143, June.
- Dia, Enzo & VanHoose, David, 2022. "Differentiated attributes and service-quality competition as sources of portfolio interdependence and diverging scales in banking," Economics Letters, Elsevier, vol. 219(C).
- Gehrig, Thomas & Iannino, Maria Chiara, 2021.
"Did the Basel Process of capital regulation enhance the resiliency of European banks?,"
Journal of Financial Stability, Elsevier, vol. 55(C).
- Gehrig, Thomas Paul & Iannino, Maria Chiara, 2016. "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," VfS Annual Conference 2016 (Augsburg): Demographic Change 145743, Verein für Socialpolitik / German Economic Association.
- Gehrig, Thomas & Iannino, Maria Chiara, 2018. "Did the Basel process of capital regulation enhance the resiliency of European Banks?," Research Discussion Papers 16/2018, Bank of Finland.
- Gehrig, Thomas & Iannino, Maria Chiara, 2018. "Did the Basel process of capital regulation enhance the resiliency of European Banks?," Bank of Finland Research Discussion Papers 16/2018, Bank of Finland.
- Gehrig, Thomas & Iannino, Maria Chiara, 2017. "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," CEPR Discussion Papers 11920, C.E.P.R. Discussion Papers.
- Chowdhury, Biplob & Jeyasreedharan, Nagaratnam, 2019. "An empirical examination of the jump and diffusion aspects of asset pricing: Japanese evidence," Working Papers 2019-02, University of Tasmania, Tasmanian School of Business and Economics.
- Milan Hrdý, 2018. "Valuation Standards for Commercial Banks in the Financial Theory and their Analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(5), pages 541-553.
- Krebs, Martin & Nippel, Peter, 2021. "Unexpected loss, expected profit, and economic capital: A note on economic capital for credit risk incorporating interest income, expenses, losses, and ROE target," Finance Research Letters, Elsevier, vol. 38(C).
- Mazet-Sonilhac, C. & Mésonnier, J.-S., 2016. "Le coût des capitaux propres des grandes entreprises non financières en zone euro : une évaluation sur la dernière décennie," Bulletin de la Banque de France, Banque de France, issue 207, pages 33-45.
- Dia, Enzo & VanHoose, David, 2018. "Fixed costs and capital regulation: Impacts on the structure of banking markets and aggregate loan quality," Journal of Financial Stability, Elsevier, vol. 36(C), pages 53-65.
- Gimber, Andrew & Rajan, Aniruddha, 2019. "Bank funding costs and capital structure," Bank of England working papers 805, Bank of England.
- Pasiouras, Fotios & Samet, Anis, 2022. "Social capital and the cost of bank equity: Cross-country evidence," Journal of Banking & Finance, Elsevier, vol. 141(C).
- Luis Fernández Lafuerza & Javier Mencía, 2021. "Estimating the cost of equity for financial institutions," Financial Stability Review, Banco de España, issue Spring.