Zobrazeno 1 - 10
of 154
pro vyhledávání: '"Sherrill Shaffer"'
Autor:
Paolo Coccorese, Sherrill Shaffer
In this paper we study the impact of cooperative banks on local economic development. Working on Italian municipality data in the period 2001-2011, we find that this type of banks plays a distinct role in enhanced local economic performance – parti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::64f13ad08ed5667e6eb17a1214de6458
http://hdl.handle.net/11386/4749746
http://hdl.handle.net/11386/4749746
In this study we explore market power in 13 euro area banking sectors for the years 2007 to 2019 by means of a structural model framework with demand and supply equations, where the mark-up of price over marginal cost is parameterized as a measure of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c91910dbc2b895b47593789450ffdd38
http://hdl.handle.net/11386/4766707
http://hdl.handle.net/11386/4766707
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9fab3b77784570c0a0f5d2b0c541f75b
https://doi.org/10.2139/ssrn.3811952
https://doi.org/10.2139/ssrn.3811952
Publikováno v:
SSRN Electronic Journal.
In this study we explore market power in 13 EU banking sectors for the years 2007 to 2019 by estimating a structural model with demand and supply equations, where the mark-up of price over marginal cost is parameterized as a measure of banks’ condu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94bccc7874a8fe98504e595a36be66f8
https://doi.org/10.2139/ssrn.3773920
https://doi.org/10.2139/ssrn.3773920
Publikováno v:
Journal of Banking & Finance, 85, 1-14. ELSEVIER SCIENCE BV
The 2000–2013 period was characterized by substantial regulatory, monetary and technological change, especially after the onset of the global financial crisis. This study assesses the total impact of these policy shifts and technological changes on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::98da54465c5e3cd466f51f4e995efc55
https://doi.org/10.1016/j.jbankfin.2017.07.012
https://doi.org/10.1016/j.jbankfin.2017.07.012
Autor:
Sherrill Shaffer, Laura Spierdijk
Publikováno v:
Journal of banking & finance, 117:105859. Elsevier
Journal of Banking & Finance, 117:105859. ELSEVIER SCIENCE BV
Journal of Banking & Finance, 117:105859. ELSEVIER SCIENCE BV
The aggregate Lerner index is a popular composite measure of multi-product banks’ market power, based on total assets as the single aggregate output factor. We show that the aggregate Lerner index only qualifies as a consistently aggregated Lerner
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a438c3894f16402d621d769810c7ae59
https://doi.org/10.2139/ssrn.3333506
https://doi.org/10.2139/ssrn.3333506
Autor:
Sherrill Shaffer, Chandana Shahi
Publikováno v:
Applied Economics Letters. 24:639-642
Three statistical tests reject the capital asset pricing model (CAPM) assumption of a constant distribution of returns over time, for three different aggregate stock indices over various holding periods since 1950. These findings further undermine th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a04bcfebdf5af76393637f1e7b5785e6
https://doi.org/10.1080/13504851.2016.1217304
https://doi.org/10.1080/13504851.2016.1217304
Autor:
Gerhard Hambusch, Sherrill Shaffer
Publikováno v:
Journal of Regulatory Economics. 50:38-69
Bank regulators have worked to develop statistical models predicting bank failures, but such models cannot be estimated during periods of few failures. We address this problem using an alternative approach, forecasting the leverage ratio as a continu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d0865a4277277436404bcd42cd16dd16
https://doi.org/10.1007/s11149-016-9306-6
https://doi.org/10.1007/s11149-016-9306-6
Autor:
Sherrill Shaffer, David Aadland
Publikováno v:
Journal of Neuroscience, Psychology, and Economics. 8:217-240
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c07ce527ee18e5d7e8753ce95702974
https://doi.org/10.1037/npe0000044
https://doi.org/10.1037/npe0000044