Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Christian Calmès"'
Autor:
Christian Calmès, Raymond Théoret
Publikováno v:
Borsa Istanbul Review, Vol 20, Iss 2, Pp 153-171 (2020)
We analyze the impact of universal banking on the real economy, by comparing the performance of a benchmark linear VAR model with a nonlinear projection process (Jordà, 2005) which tracks shocks asymmetries. We divide bank shocks into two categories
Externí odkaz:
https://doaj.org/article/54d21960f1b84421b1afac124be08b27
Autor:
Christian Calmès, Raymond Théoret
Publikováno v:
Journal of Economics and Finance. 47:472-516
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e740f0d23c7c05d53fa4e1508dea1e25
https://doi.org/10.1007/s12197-023-09618-x
https://doi.org/10.1007/s12197-023-09618-x
Autor:
Christian Calmès, Raymond Théoret
Publikováno v:
Managerial Finance, 2015, Vol. 41, Issue 8, pp. 773-805.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/MF-10-2014-0266
Autor:
Raymond Théoret, Christian Calmès
Publikováno v:
Journal of Banking Regulation. 22:112-132
Fee business lines are often considered more volatile than loan business and characterized by an unfavourable risk–return trade-off. However, using FDIC samples from 2001 to 2016, we find that non-interest income still contributes positively to the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58eaa9e54d07462b20da0584c4c0a7a7
https://doi.org/10.1057/s41261-020-00131-3
https://doi.org/10.1057/s41261-020-00131-3
Autor:
Raymond Théoret, Christian Calmès
Publikováno v:
Borsa Istanbul Review, Vol 20, Iss 2, Pp 153-171 (2020)
We analyze the impact of universal banking on the real economy, by comparing the performance of a benchmark linear VAR model with a nonlinear projection process (Jorda, 2005) which tracks shocks asymmetries. We divide bank shocks into two categories
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ff8aa34d6a389736e9709fa6cf68ba18
http://www.sciencedirect.com/science/article/pii/S2214845019302819
http://www.sciencedirect.com/science/article/pii/S2214845019302819
Autor:
Raymond Théoret, Christian Calmès
Publikováno v:
Managerial Finance. 41:773-805
Purpose– The purpose of this paper is to analyse the link between product-mix and bank performance with a comprehensive look at the contribution of each component of banking activities.Design/methodology/approach– The generalized method of moment
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::531cf092f952bc55a782b8468d4d2f11
https://doi.org/10.1108/mf-10-2014-0266
https://doi.org/10.1108/mf-10-2014-0266
Autor:
Christian Calmès, Raymond Théoret
Publikováno v:
The North American Journal of Economics and Finance. 51:100844
Efficient liquidity matching requires from banks to track external shocks (e.g., GDP growth shocks, stock market shocks and monetary policy shocks) in order to optimally allocate their assets between loans and other business lines. Profit maximizing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e0e48224f8325c76e0d2938cbbe18d6
https://doi.org/10.1016/j.najef.2018.09.002
https://doi.org/10.1016/j.najef.2018.09.002
Autor:
Raymond Théoret, Christian Calmès
Publikováno v:
Journal of Banking & Finance. 40:388-402
This paper investigates how banks, as a group, react to macroeconomic risk and uncertainty; more specifically, it examines the relationship between bank systemic risk and changes and disruptions in economic conditions. Adopting the methodology of Bea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e75457a50aad113cc90a75249d18ef2
https://doi.org/10.1016/j.jbankfin.2013.11.039
https://doi.org/10.1016/j.jbankfin.2013.11.039
Autor:
Raymond Théoret, Christian Calmès
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 27:13-34
In order to complement the macro-prudential framework introduced in Basel III, we propose a new breed of indicators based on the degree of leverage which helps track the time-varying dimension of bank systemic risk—a key aspect of financial stabili
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::633e8194ae1c61003845f30693d19eb3
https://doi.org/10.1016/j.intfin.2013.07.004
https://doi.org/10.1016/j.intfin.2013.07.004
Publikováno v:
International Advances in Economic Research. 19:233-247
Why did the conventional leverage indicators not pick up any meaningful signal of the mounting systemic risk before the subprime crisis? They remained almost unchanged in recent decades, whereas the banking landscape underwent a tremendous metamorpho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9e148c1b40f8e4a7c1dddf64de1e14e
https://doi.org/10.1007/s11294-013-9411-6
https://doi.org/10.1007/s11294-013-9411-6