Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Ion Lapteacru"'
Autor:
Cristina Badarau, Ion Lapteacru
Publikováno v:
Research in International Business and Finance
Research in International Business and Finance, Elsevier, 2020, 51, pp.101017-. ⟨10.1016/j.ribaf.2019.03.004⟩
Research in International Business and Finance, Elsevier, 2020, 51, pp.101017-. ⟨10.1016/j.ribaf.2019.03.004⟩
The outbreak of the 2007–2009 financial crisis and of the European sovereign debt crisis again raised questions about the vulnerability and the behaviour of banking institutions. The unconventional monetary policies that followed have flattened the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::635c679d20b4f26081bd0cacd5124c2d
https://hal.archives-ouvertes.fr/hal-03488697
https://hal.archives-ouvertes.fr/hal-03488697
Autor:
Ion Lapteacru
Publikováno v:
Post-Communist Economies. :1-29
Following the massive entry of foreign banks into the Central and Eastern European (CEE) banking markets, one may wonder whether their competitive behaviour differs from that of their domestic coun...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9222ec842e58ce9ff055416b94d077bc
https://doi.org/10.1080/14631377.2018.1443242
https://doi.org/10.1080/14631377.2018.1443242
Autor:
Ion Lapteacru
Publikováno v:
Economic Modelling. 63:46-59
As understanding the market power–risk relationship in CEE banking systems is of the utmost importance to policy-makers in these countries, we investigate whether CEE banks must have greater market power to be safer. Our results suggest that more m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4793fb07ffcac6ac0bc010005e90466b
https://doi.org/10.1016/j.econmod.2017.01.022
https://doi.org/10.1016/j.econmod.2017.01.022
Publikováno v:
Economic Modelling
Economic Modelling, Elsevier, 2019, pp.576-593. ⟨10.1016/j.econmod.2018.07.005⟩
Economic Modelling, Elsevier, 2019, pp.576-593. ⟨10.1016/j.econmod.2018.07.005⟩
This paper investigates the effect of monetary policy - especially unconventional monetary policy - on bank risk-taking behavior in Europe over the period 2000–2015. Using a dynamic panel model with a threshold effect, we estimate this effect on tw
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::089718a32d1dd127e450397c5538bf19
https://hal.archives-ouvertes.fr/hal-03285116
https://hal.archives-ouvertes.fr/hal-03285116
Autor:
Ion Lapteacru
Publikováno v:
SSRN Electronic Journal.
This paper raises questions about the consistency of the Z-score, which is the most applied accounting-based measure of bank risk. In spite of its main advantage, namely the concept of risk on which it relies, the traditional formula is precisely inc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::74edc70fec714178dff4aac7bb7df3a5
https://doi.org/10.2139/ssrn.2963525
https://doi.org/10.2139/ssrn.2963525
Autor:
Ion Lapteacru
Publikováno v:
Journal of International Money and Finance. 46:41-60
Studies that have explored the competitive behaviour of banks frequently arrive at divergent conclusions because they use different measures of competition. This study first discusses these various measures of competition and their divergence from a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e45431af1ff3a5d0bad84625c61ad0d
https://doi.org/10.1016/j.jimonfin.2014.03.005
https://doi.org/10.1016/j.jimonfin.2014.03.005
Autor:
Ion Lapteacru
We develop the Murphy-Topel adjustment of the variance-covariance matrix for two-step panel data models. We apply it on the competition-fragility nexus in banking with different samples for two equations. Indeed, this issue is often observed in this
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76a1c5e578b185ff54d741b83a0d1d0b
https://hal.archives-ouvertes.fr/hal-01337726/file/CR16-EFI08.pdf
https://hal.archives-ouvertes.fr/hal-01337726/file/CR16-EFI08.pdf
Autor:
Ion Lapteacru
This paper raises questions about the consistency of the Z-score, which is the most applied accounting-based measure of bank risk. In spite of its advantage, namely the concept of risk on which it relies, the traditional formula is precisely inconsis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1a61ab3e01b0f8378b0def726758e822
https://hal.archives-ouvertes.fr/hal-01301846
https://hal.archives-ouvertes.fr/hal-01301846
Autor:
Ion Lapteacru
Our main objectives are to estimate the risk of Central and Eastern European banks and determine its factors focussing on the role of ownership structures. We apply market-based risk measures and an improved Z-score and conclude that foreign and priv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2250215e9c6103df0a5331c7fe20bb79
https://hal.archives-ouvertes.fr/hal-01338767
https://hal.archives-ouvertes.fr/hal-01338767
Autor:
Ion Lapteacru
Many reforms of banking market liberalization in CEE countries raised the question on the convergence of banks’ competitive behaviour, particularly because of the presence of foreign banks from same European regions. We find within-country converge
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8730bb6d06f044aa840e5a9247006ec2
https://hal.archives-ouvertes.fr/hal-01301853/file/CR16-EFI06.pdf
https://hal.archives-ouvertes.fr/hal-01301853/file/CR16-EFI06.pdf