Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/16063
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dc.contributor.authorDavis, EP-
dc.contributor.authorKarim, D-
dc.date.accessioned2018-04-06T09:42:04Z-
dc.date.available2018-04-06T09:42:04Z-
dc.date.issued2018-03-25-
dc.identifierORCiD IDs: E Philip Davis: https://orcid.org/0000-0002-3241-8626; Dilruba Karim: https://orcid.org/0000-0001-8018-8071.-
dc.identifier.citationDavis, 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.issn1354-7798-
dc.identifier.urihttps://bura.brunel.ac.uk/handle/2438/16063-
dc.description.abstractCopyright © 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.sponsorshipESRC Project No. ES/K008056/1, titled‘TheFuture of Banking’.-
dc.format.extent462 - 488-
dc.format.mediumPrint-Electronic-
dc.language.isoenen_US
dc.rightsCopyright © 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.urihttps://creativecommons.org/licenses/by/4.0/-
dc.titleExploring Short- and Long-Run Links from Bank Competition to Risken_US
dc.typeArticleen_US
dc.identifier.doihttps://doi.org/10.1111/eufm.12176-
dc.relation.isPartOfEuropean Financial Management-
pubs.issue3-
pubs.publication-statusPublished-
pubs.volume25-
dc.identifier.eissn1468-036X-
dc.rights.holderThe Authors.-
Appears in Collections:Dept of Economics and Finance Research Papers

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