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http://bura.brunel.ac.uk/handle/2438/16063
Title: | Exploring Short- and Long-Run Links from Bank Competition to Risk |
Authors: | Karim, D |
Issue Date: | 2018 |
Citation: | European Financial Management |
Abstract: | The current literature offers diverse findings on the bank competition-risk relation. We seek to advance understanding by looking at both short- and long-run relations for banks from 27 EU countries, using a six-year period before and since 2007 and employing both the H-statistic and the Lerner index as measures of competition. We thus highlight further nuances in the competition–risk relation that are absent from the current literature. Both measures have a positive short-run relation with risk, while long-run effects differ. Underlying this, the competition measures differ in their relation to the volatility of profits, with important policy implications. |
URI: | http://bura.brunel.ac.uk/handle/2438/16063 |
ISSN: | 1354-7798 |
Appears in Collections: | Dept of Economics and Finance Research Papers |
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