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DC Field | Value | Language |
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dc.contributor.author | Davis, EP | - |
dc.contributor.author | Karim, D | - |
dc.date.accessioned | 2018-04-06T09:42:04Z | - |
dc.date.available | 2018-04-06T09:42:04Z | - |
dc.date.issued | 2018-03-25 | - |
dc.identifier | ORCiD IDs: E Philip Davis: https://orcid.org/0000-0002-3241-8626; Dilruba Karim: https://orcid.org/0000-0001-8018-8071. | - |
dc.identifier.citation | Davis, E.P. and Karin, D. (2018) 'Exploring short- and long-run links from bank competition to risk', European Financial Management, 25 (3), pp. 462 - 488. doi: 10.1111/eufm.12176. | en_US |
dc.identifier.issn | 1354-7798 | - |
dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/16063 | - |
dc.description.abstract | Copyright © 2018 The Authors. The current literature offers diverse findings on the bank competition-risk relationship. We seek to advance understanding by looking at both short- and long-run relationships 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 relationship that are absent from the current literature. Both measures have a positive short-run relationship with risk, while long-run effects differ. Underlying this, the competition measures differ in their relationship to the volatility of profits, with important policy implications. | en_US |
dc.description.sponsorship | ESRC Project No. ES/K008056/1, titled‘TheFuture of Banking’. | - |
dc.format.extent | 462 - 488 | - |
dc.format.medium | Print-Electronic | - |
dc.language.iso | en | en_US |
dc.rights | Copyright © 2018 The Authors. European Financial Management Published by John Wiley & Sons Ltd. This is an open access article under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/), which permits use, distribution and reproduction in any medium, provided the original work is properly cited. | - |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | - |
dc.title | Exploring Short- and Long-Run Links from Bank Competition to Risk | en_US |
dc.type | Article | en_US |
dc.identifier.doi | https://doi.org/10.1111/eufm.12176 | - |
dc.relation.isPartOf | European Financial Management | - |
pubs.issue | 3 | - |
pubs.publication-status | Published | - |
pubs.volume | 25 | - |
dc.identifier.eissn | 1468-036X | - |
dc.rights.holder | The Authors. | - |
Appears in Collections: | Dept of Economics and Finance Research Papers |
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FullText.pdf | Copyright © 2018 The Authors. European Financial Management Published by John Wiley & Sons Ltd. This is an open access article under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/), which permits use, distribution and reproduction in any medium, provided the original work is properly cited. | 229.92 kB | Adobe PDF | View/Open |
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