Does IRS monitoring matter for the cost of bank loans?

Autor: Theodora Bermpei, Antonios Nikolaos Kalyvas, Simon Wolfe

We show that IRS monitoring exerts a significantly negative effect on the cost of syndicated loans. A one standard deviation increase in the probability of an IRS audit decreases loan spreads by around nine basis points. We also find that this effect

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2ebec4f5079d7a38b26033af3b9d7be2
https://eprints.soton.ac.uk/476571/

Cross-Border Banking, Bank Pricing and Financial Inclusion in Africa

Autor: Mohammed Amidu, Aisha Mohammed Sissy, Joshua Yindenaba Abor, Simon Wolfe

Publikováno v: The Economics of Banking and Finance in Africa ISBN: 9783031041617

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::1d03e4fd897ba3c0d393dbc901d62c62
https://doi.org/10.1007/978-3-031-04162-4_16

Credit composition and housing price dynamics: a disaggregation approach

Autor: Simon Wolfe, Mamata Parhi, Kun Duan

While credit plays an instrumental role in housing price dynamics, existing work has produced conflicting evidence of its real impact. This paper reconciles various inconclusive findings via a disaggregation strategy to decompose aggregate credit int

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ff428c50c93cede8dc866eff7e77855a
https://eprints.soton.ac.uk/450752/

Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets

Autor: Andrew Urquhart, Andrea Eross, Simon Wolfe

Publikováno v: The European Journal of Finance. 25:35-53

This paper investigates liquidity spillovers between the US and European interbank markets during turbulent and tranquil periods. We show that an endogenous model with time-varying transition probabilities is effective in describing the propagation o

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b7c3c720127f40c8b7cc6188fd0ec3d6
https://doi.org/10.1080/1351847x.2018.1462840

Future directions in international financial integration research - A crowdsourced perspective

Autor: Nebojsa Dimic, Charles James Larkin, Simon Wolfe, Laura Ballester, Larisa Yarovaya, Brian M. Lucey, Richard McGee, Viviana Fernandez, Frank McGroarty, Leonidas G. Barbopoulos, Conor Neville, Anh N. Vu, Vanja Piljak, Pia Helbing, Fearghal Kearney, Roald J. Versteeg, Igor Loncarski, Aleksandar Šević, Andrea Zaghini, Samuel A. Vigne, Annika Lindblad, Riste Ichev, Janusz Brzeszczyński, Fabian Gogolin, Martha O'Hagan-Luff, Dimitrios Stafylas, Ana González-Urteaga, Matej Marinč, Andrew Urquhart, Elaine Laing, Xin Sheng, Kim Cuong Ly, Oscar Carchano, John W. Goodell

Publikováno v: Lucey, B M, Vigne, S, Ballester, L, Barbopoulos, L, Brzeszczynski, J, Carchano, O, Dimic, N, Fernandez, V, Gogolin, F, González-Urteaga, A, Goodell, J W, Helbing, P, Ichev, R, Kearney, F, Laing, E, Larkin, C J, Lindblad, A, Loncarski, I, Ly, K C, Marinc, M, McGee, R J, McGroarty, F, Neville, C, O’Hagan-Luff, M, Piljak, V, Sevic, A, Sheng, X, Stafylas, D, Urquhart, A, Versteeg, R, Vu, A N, Wolfe, S, Yarovaya, L & Zaghini, A 2018, ' Future directions in International Financial Integration Research-A Crowdsourced Perspective ', International Review of Financial Analysis, vol. 55, pp. 35-49 . https://doi.org/10.1016/j.irfa.2017.10.008
Academica-e: Repositorio Institucional de la Universidad Pública de Navarra
Universidad Pública de Navarra
Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
instname

This paper is the result of a crowdsourced effort to surface perspectives on the present and future direction of international finance. The authors are researchers in financial economics who attended the INFINITI 2017 conference in the University of

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::14e5bbe451f5f1b859c2e4f5ecb55d33
https://doi.org/10.1016/j.irfa.2017.10.008