International diversification puzzle: optimal bank interest margin and risk aversion

DOI10.1080/09720510.2005.10701166MaRDI QIDQ3374831zbMATH OpenOpenAlexFDO

Authors Ming-Xin Jiang, Jyh-Horng Lin, Yeh-Jui Fey

Publication date 22 February 2006

Published in Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720510.2005.10701166

zbMATH Keywords

exchange-rate riskinternational loan portfolio

Mathematics Subject Classification ID

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• International lending bank risk and capital regulation: focus versus diversification
• What drives variation in the international diversification benefits? A cross-country analysis
• Interbank borrowing and lending between financially constrained banks

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