Alzugaiby, Basim, Gupta, Jairaj, Mullineux, Andrew et al. (1 more author) (2021) Relevance of size in predicting bank failures. International Journal of Finance and Economics. pp. 3504-3543. ISSN 1099-1158
Abstract
Employing a statistical model-building strategy, this study aims to analyse the United States' bank failures across different size categories (small, medium, and large). Our results suggest that factors associated with bank failures vary across respective size categories, and the average marginal effects (AMEs) of mutually significant covariates also exhibit significant variability across different size classes of banks. The results are robust to up-to 3 years of lagged regression estimates, various control variables, interaction between bank size and bank charter, alternative bank size classifications, and macroeconomic crisis periods.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | Funding Information: We thank the editor and anonymous referees for helpful comments and suggestions that have improved this paper significantly. We also acknowledge useful suggestions and comments of participants at the 17th Annual Conference of the European Economics and Finance Society (London, 2018), and 50th Money Macro and Finance Annual Conference (Edinburgh, 2018). An earlier version of this paper was circulated under the title ?Bank size and bank failure?. Publisher Copyright: © 2020 The Authors. International Journal of Finance & Economics published by John Wiley & Sons Ltd. |
Keywords: | bank failures,bank size,banking,default risk,systemic risk |
Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Social Sciences (York) > The York Management School |
Depositing User: | Pure (York) |
Date Deposited: | 05 Oct 2021 13:50 |
Last Modified: | 21 Jan 2025 17:57 |
Published Version: | https://doi.org/10.1002/ijfe.1973 |
Status: | Published |
Refereed: | Yes |
Identification Number: | 10.1002/ijfe.1973 |
Related URLs: | |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:178879 |