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The International Debt Crisis and Bank Loan-Loss-Reserve Decisions: The Signaling Content of Partially Anticipated Events

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  • Musumeci, James J
  • Sinkey, Joseph F, Jr

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  • Musumeci, James J & Sinkey, Joseph F, Jr, 1990. "The International Debt Crisis and Bank Loan-Loss-Reserve Decisions: The Signaling Content of Partially Anticipated Events," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(3), pages 370-387, August.
    • Handle: RePEc:mcb:jmoncb:v:22:y:1990:i:3:p:370-87
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    Cited by:

    1. Kilic, Osman & Hassan, M. Kabir & Tufte, David, 2000. "Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method," Global Finance Journal, Elsevier, vol. 11(1-2), pages 73-86.
    2. Gunther, Jeffery W. & Moore, Robert R., 2003. "Loss underreporting and the auditing role of bank exams," Journal of Financial Intermediation, Elsevier, vol. 12(2), pages 153-177, April.
    3. Gunther, Jeffery W. & Moore, Robert R., 2003. "Early warning models in real time," Journal of Banking & Finance, Elsevier, vol. 27(10), pages 1979-2001, October.
    4. Timothy W. Koch & Larry D. Wall, 2000. "The use of accruals to manage reported earnings: theory and evidence," FRB Atlanta Working Paper 2000-23, Federal Reserve Bank of Atlanta.
    5. Panagiotis Staikouras & Christos Staikouras & Maria-Eleni Agoraki, 2007. "The effect of board size and composition on European bank performance," European Journal of Law and Economics, Springer, vol. 23(1), pages 1-27, February.
    6. Kaen, Fred R. & Michalsen, Dag, 1997. "The effects of the Norwegian banking crisis on Norwegian equities," Journal of Multinational Financial Management, Elsevier, vol. 7(2), pages 83-111, June.
    7. Diwan, Ishac & Demirguc-Kunt, Asli, 1990. "The menu approach to developing country external debt : an analysis of commercial banks'choice behavior," Policy Research Working Paper Series 530, The World Bank.
    8. Bessler, Wolfgang & Kurmann, Philipp & Nohel, Tom, 2015. "Time-varying systematic and idiosyncratic risk exposures of US bank holding companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 45-68.
    9. Drobetz, Wolfgang & Erdmann, Thomas & Zimmermann, Heinz, 2007. "Predictability in the cross-section of European bank stock returns," Working papers 2007/21, Faculty of Business and Economics - University of Basel.
    10. Stergios Leventis & Panagiotis E. Dimitropoulos & Asokan Anandarajan, 2012. "Signalling by banks using loan loss provisions: the case of the European Union," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 39(5), pages 604-618, September.
    11. Maria Eleni Agoraki & Anastasios Tsamis, 2017. "Bank Profitability and Regulation in Emerging European Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 21(3), pages 177-210, September.
    12. Bessler, Wolfgang & Kurmann, Philipp, 2014. "Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis," Journal of Financial Stability, Elsevier, vol. 13(C), pages 151-166.
    13. Sawada, Yasuyuki, 2001. "Secondary market efficiency for LDC bank loans and international private lending, 1985-1993," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 549-562, August.
    14. Shrieves, Ronald E. & Dahl, Drew, 2003. "Discretionary accounting and the behavior of Japanese banks under financial duress," Journal of Banking & Finance, Elsevier, vol. 27(7), pages 1219-1243, July.
    15. Joseph G. Haubrich & James B. Thomson, 1998. "Large shareholders and market discipline in a regulated industry: a clinical study of Mellon Bank," Working Papers (Old Series) 9803, Federal Reserve Bank of Cleveland.
    16. Cooper, Michael J. & Jackson, William III & Patterson, Gary A., 2003. "Evidence of predictability in the cross-section of bank stock returns," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 817-850, May.
    17. Dermine, J. & Neto de Carvalho, C., 2008. "Bank loan-loss provisioning, central bank rules vs. estimation: The case of Portugal," Journal of Financial Stability, Elsevier, vol. 4(1), pages 1-22, April.
    18. Kanagaretnam, Kiridaran & Lobo, Gerald J. & Yang, Dong-Hoon, 2005. "Determinants of signaling by banks through loan loss provisions," Journal of Business Research, Elsevier, vol. 58(3), pages 312-320, March.

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