Did diversified and less risky banks perform better amid the pandemic?

DOI10.1016/J.ECONLET.2021.110251MaRDI QIDQ2126167zbMATH OpenOpenAlexFDO

Authors Daniel J. Taylor

Publication date 14 April 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2021.110251

zbMATH Keywords

credit riskEuropebank performanceCovid-19income diversification

Mathematics Subject Classification ID

Credit risk (91G40)

Recommendations

• Does diversification promote risk reduction and profitability raise? Estimation of dynamic impacts using the pooled mean group model
• The effects of nonperforming loans on dynamic network bank performance
• Banks' business strategies on the edge of distress
• Diversification and bank stability
• Monetary policy, macroprudential policy, institutional quality and bank risk: evidence from eagle group

Cited in

(2)

• Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?†
• Banks' business strategies on the edge of distress

This page was built for publication: Did diversified and less risky banks perform better amid the pandemic?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2126167)