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Karlo Kauko

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kauko, Karlo, 2020. "The vanishing interest income of Chinese banks," BOFIT Discussion Papers 2/2020, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Yuan, Mengyi & Zhang, Lin & Lian, Yonghui, 2022. "Economic policy uncertainty and stock price crash risk of commercial banks: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 587-605.

  2. Kauko, Karlo, 2020. "The vanishing interest income of Chinese banks," BOFIT Discussion Papers 2/2020, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Yuan, Mengyi & Zhang, Lin & Lian, Yonghui, 2022. "Economic policy uncertainty and stock price crash risk of commercial banks: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 587-605.

  3. Grym, Aleksi & Heikkinen, Päivi & Kauko, Karlo & Takala, Kari, 2017. "Central bank digital currency," BoF Economics Review 5/2017, Bank of Finland.

    Cited by:

    1. Grym, Aleksi, 2018. "The great illusion of digital currencies," BoF Economics Review 1/2018, Bank of Finland.
    2. Allen, Sarah & Capkun, Srdjan & Eyal, Ittay & Fanti, Giulia & Ford, Bryan & Grimmelmann, James & Juels, Ari & Kostiainen, Kari & Meiklejohn, Sarah & Miller, Andrew & Prasad, Eswar & Wüst, Karl & Zhang, 2020. "Design Choices for Central Bank Digital Currency: Policy and Technical Considerations," IZA Discussion Papers 13535, Institute of Labor Economics (IZA).
    3. Paolo Fegatelli, 2019. "Central bank digital currencies: The case of universal central bank reserves," BCL working papers 130, Central Bank of Luxembourg.
    4. Toshiko Matsui & Daniel Perez, 2021. "Data-driven analysis of central bank digital currency (CBDC) projects drivers," Papers 2102.11807, arXiv.org.
    5. Sergio Luis Náñez Alonso & Miguel Ángel Echarte Fernández & David Sanz Bas & Jarosław Kaczmarek, 2020. "Reasons Fostering or Discouraging the Implementation of Central Bank-Backed Digital Currency: A Review," Economies, MDPI, vol. 8(2), pages 1-27, May.
    6. Ansgar Belke & Edoardo Beretta, 2020. "From cash to central bank digital currencies and cryptocurrencies: a balancing act between modernity and monetary stability," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(4), pages 911-938, June.
    7. Grym, Aleksi, 2020. "Lessons learned from the world's first CBDC," BoF Economics Review 8/2020, Bank of Finland.
    8. Bibi, Samuele, 2023. "Money in the time of crypto," Research in International Business and Finance, Elsevier, vol. 65(C).
    9. Ozili, Peterson K, 2021. "Central bank digital currency can lead to the collapse of cryptocurrency," MPRA Paper 111218, University Library of Munich, Germany.
    10. Ozili, Peterson K, 2021. "Central bank digital currency in Nigeria: opportunities and risks," MPRA Paper 110152, University Library of Munich, Germany.

  4. Maria Teresa Punzi & Karlo Kauko, 2015. "Testing the Global Banking Glut Hypothesis," Department of Economics Working Papers wuwp194, Vienna University of Economics and Business, Department of Economics.

    Cited by:

    1. Florian Huber & Maria Teresa Punzi, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Papers wuwp216, Vienna University of Economics and Business, Department of Economics.
    2. Pietro Cova & Filippo Natoli, 2017. "International financial flows and the risk-taking channel," GRU Working Paper Series GRU_2017_005, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    3. Sariye Belgin Akcay, 2023. "Current Account Imbalances, House Prices, and Institutions," International Real Estate Review, Global Social Science Institute, vol. 26(3), pages 342-391.
    4. Pietro Cova & Filippo Natoli, 2019. "The risk-taking channel of international financial flows," GRU Working Paper Series GRU_2019_015, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    5. Florian Huber & Maria Teresa Punzi, 2017. "The shortage of safe assets in the US investment portfolio: Some international evidence," Department of Economics Working Papers wuwp243, Vienna University of Economics and Business, Department of Economics.
    6. Fratianni, Michele & Giri, Federico, 2017. "The tale of two great crises," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 5-31.
    7. Punzi, Maria Teresa & Chantapacdepong, Pornpinun, 2017. "Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific," ADBI Working Papers 630, Asian Development Bank Institute.

  5. Kauko, Karlo, 2015. "The net stable funding ratio requirement when money is endogenous," Bank of Finland Research Discussion Papers 1/2015, Bank of Finland.

    Cited by:

    1. Harrison, Andre & Reed, Robert R., 2023. "International capital flows, liquidity risk, and monetary policy," Journal of Macroeconomics, Elsevier, vol. 77(C).
    2. Alexey Ponomarenko, 2017. "A note on money creation in emerging market economies," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 9(1), pages 70-85, April.

  6. Kauko, Karlo, 2015. "The net stable funding ratio requirement when money is endogenous," Bank of Finland Research Discussion Papers 1/2015, Bank of Finland.

    Cited by:

    1. Harrison, Andre & Reed, Robert R., 2023. "International capital flows, liquidity risk, and monetary policy," Journal of Macroeconomics, Elsevier, vol. 77(C).
    2. Alexey Ponomarenko, 2017. "A note on money creation in emerging market economies," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 9(1), pages 70-85, April.

  7. Alessi, Lucia & Antunes, Antonio & Babecky, Jan & Baltussen, Simon & Behn, Markus & Bonfim, Diana & Bush, Oliver & Detken, Carsten & Frost, Jon & Guimaraes, Rodrigo & Havranek, Tomas & Joy, Mark & Kau, 2015. "Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network," MPRA Paper 62194, University Library of Munich, Germany.

    Cited by:

    1. Mathonnat, Clément & Minea, Alexandru, 2018. "Financial development and the occurrence of banking crises," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 344-354.
    2. Fisher, Jack & Rachel, Lukasz, 2017. "Assessing vulnerabilities to financial shocks in some key global economies," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 10(1), pages 12-35, February.
    3. Piotr Bańbuła & Marcin Pietrzak, 2021. "Early Warning Models of Banking Crises: VIX and High Profits," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 381-403, December.
    4. Niall Conroy & Eddie Casey, 2019. "The Current Account, a Real-Time Signal of Economic Imbalances or 20/20 Hindsight?," The Economic and Social Review, Economic and Social Studies, vol. 50(1), pages 77-102.
    5. Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
    6. Markus Behn & Carsten Detken & Tuomas Peltonen & Willem Schudel, 2017. "Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 147-189, December.
    7. Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022. "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, vol. 61(C).
    8. Berlinger, Edina, 2017. "Implicit rating: A potential new method to alert crisis on the interbank lending market," Finance Research Letters, Elsevier, vol. 21(C), pages 277-283.
    9. Mr. Jorge A Chan-Lau, 2020. "UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification," IMF Working Papers 2020/262, International Monetary Fund.
    10. Alessandro Bitetto & Paola Cerchiello & Charilaos Mertzanis, 2021. "A data-driven approach to measuring financial soundness throughout the world," DEM Working Papers Series 199, University of Pavia, Department of Economics and Management.
    11. Ons Jedidi & Jean-Sébastien Pentecôte, 2015. "Prédire les crises bancaires : un système d’alerte robuste," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 189-225.
    12. Martin Bruns & Tigran Poghosyan, 2018. "Leading indicators of fiscal distress: evidence from extreme bounds analysis," Applied Economics, Taylor & Francis Journals, vol. 50(13), pages 1454-1478, March.
    13. Markus Holopainen & Peter Sarlin, 2015. "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Papers 1501.04682, arXiv.org, revised Apr 2016.
    14. Tomáš, Domonkos & Filip, Ostrihoň & Ivana, Šikulová & Mária, Širaňová, 2017. "Analysing the Relevance of the MIP Scoreboard's Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 239, pages 32-52, February.
    15. Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.
    16. du Plessis, Emile & Fritsche, Ulrich, 2022. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series 67, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    17. Caggiano, Giovanni & Calice, Pietro & Leonida, Leone & Kapetanios, George, 2016. "Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 104-116.
    18. Elias Aptus & Volker Britz & Hans Gersbach, 2020. "Crisis Contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(1), pages 121-164, July.
    19. Gernát, Peter & Košťálová, Zuzana & Lyócsa, Štefan, 2020. "What drives U.S. financial sector volatility? A Bayesian model averaging perspective," Research in International Business and Finance, Elsevier, vol. 51(C).
    20. Figini, Silvia & Maggi, Mario & Uberti, Pierpaolo, 2020. "The market rank indicator to detect financial distress," Econometrics and Statistics, Elsevier, vol. 14(C), pages 63-73.
    21. Kollar, Miroslav & Schmieder, Christian, 2019. "Macro-based asset allocation: An empirical analysis," EIB Working Papers 2019/11, European Investment Bank (EIB).
    22. Fabrizio Ferriani & Wanda Cornacchia & Paolo Farroni & Eliana Ferrara & Francesco Guarino & Francesco Pisanti, 2019. "An early warning system for less significant Italian banks," Questioni di Economia e Finanza (Occasional Papers) 480, Bank of Italy, Economic Research and International Relations Area.
    23. Mathias Drehmann & Anamaria Illes & Mikael Juselius & Marjorie Santos, 2015. "How much income is used for debt payments? A new database for debt service ratios," BIS Quarterly Review, Bank for International Settlements, September.
    24. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.
    25. Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.
    26. du Plessis, Emile, 2022. "Multinomial modeling methods: Predicting four decades of international banking crises," Economic Systems, Elsevier, vol. 46(2).

  8. Kauko, Karlo, 2012. "Triggers for countercyclical capital buffers," MPRA Paper 85692, University Library of Munich, Germany.

    Cited by:

    1. Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Bank of Finland Research Discussion Papers 8/2015, Bank of Finland.
    2. Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España.
    3. Karlo Kauko & Eero Tölö, 2019. "Banking Crisis Prediction with Differenced Relative Credit," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 65(4), pages 277-297.
    4. Christian Castro & Ángel Estrada & Jorge Martínez, 2016. "The countercyclical capital buffer in spain: an analysis of key guiding indicators," Working Papers 1601, Banco de España.
    5. Detken, Carsten & Alessi, Lucia, 2014. "Identifying excessive credit growth and leverage," Working Paper Series 1723, European Central Bank.
    6. Mathias Drehmann & Kostas Tsatsaronis, 2014. "The credit-to-GDP gap and countercyclical capital buffers: questions and answers," BIS Quarterly Review, Bank for International Settlements, March.
    7. Torsten Wezel, 2019. "Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer," IMF Working Papers 2019/086, International Monetary Fund.
    8. Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
    9. Eero Tölö & Helinä Laakkonen & Simo Kalatie, 2018. "Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 51-112, March.

  9. Kauko, Karlo, 2012. "Why is equity capital expensive for opaque banks?," Bank of Finland Research Discussion Papers 4/2012, Bank of Finland.

    Cited by:

    1. Gambacorta, Leonardo & Dautović, Ernest & Reghezza, Alessio, 2023. "Supervisory Policy Stimulus: Evidence from the Euro Area Dividend Recommendation," CEPR Discussion Papers 18175, C.E.P.R. Discussion Papers.
    2. Salvatore Cardillo & Jacopo Raponi, 2023. "EU banks' dividend policies: main determinants and the role of capital ratios," Temi di discussione (Economic working papers) 1403, Bank of Italy, Economic Research and International Relations Area.

  10. Kauko, Karlo, 2007. "Managers and efficiency in banking," Bank of Finland Research Discussion Papers 11/2007, Bank of Finland.

    Cited by:

    1. Feng, Guohua & Serletis, Apostolos, 2010. "Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 127-138, January.
    2. Ruey-Ching Hwang & Jhao-Siang Siao & Huimin Chung & C. Chu, 2011. "Assessing bankruptcy prediction models via information content of technical inefficiency," Journal of Productivity Analysis, Springer, vol. 36(3), pages 263-273, December.
    3. Tai-Hsin Huang & Yi-Huang Chiu & Chih-Ying Mao, 2021. "Imposing Regularity Conditions to Measure Banks’ Productivity Changes in Taiwan Using a Stochastic Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(2), pages 273-303, June.
    4. Paolo Coccorese & Giovanni Ferri & Fabiola Spiniello, 2017. "Are mergers among cooperative banks worth a dime? Evidence on post-M&A efficiency in Italy," CERBE Working Papers wpC18, CERBE Center for Relationship Banking and Economics.
    5. Johann Burgstaller, 2020. "Retail‐bank efficiency: Nonstandard goals and environmental determinants," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 91(2), pages 269-301, June.
    6. Koetter, Michael & Poghosyan, Tigran, 2009. "The identification of technology regimes in banking: Implications for the market power-fragility nexus," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1413-1422, August.
    7. De Jonghe, O.G. & Disli, M. & Schoors, K., 2011. "Corporate Governance, Opaque Bank Activities, and Risk/Return Efficiency : Pre- and Post-Crisis Evidence from Turkey," Discussion Paper 2011-129, Tilburg University, Center for Economic Research.
    8. Abul Shamsuddin & Dong Xiang, 2012. "Does bank efficiency matter? Market value relevance of bank efficiency in Australia," Applied Economics, Taylor & Francis Journals, vol. 44(27), pages 3563-3572, September.
    9. Kutlu, Levent & Mamatzakis, Emmanuel & Tsionas, Mike G., 2022. "A principal–agent approach for estimating firm efficiency: Revealing bank managerial behavior," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    10. Mike G. Tsionas & Konstantinos N. Baltas, 2022. "On identifying risk-adjusted efficiency gains or losses of prospective mergers and acquisitions," Annals of Operations Research, Springer, vol. 318(1), pages 619-683, November.
    11. Coccorese, Paolo & Ferri, Giovanni, 2020. "Are mergers among cooperative banks worth a dime? Evidence on efficiency effects of M&As in Italy," Economic Modelling, Elsevier, vol. 84(C), pages 147-164.
    12. George Assaf, A. & Barros, Carlos P. & Matousek, Roman, 2011. "Productivity and efficiency analysis of Shinkin banks: Evidence from bootstrap and Bayesian approaches," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 331-342, February.
    13. Papadimitri, Panagiota & Pasiouras, Fotios & Tasiou, Menelaos & Ventouri, Alexia, 2020. "The effects of board of directors’ education on firms’ credit ratings," Journal of Business Research, Elsevier, vol. 116(C), pages 294-313.
    14. Canan Yildirim & Adnan Kasman & Fazelina Sahul Hamid, 2021. "Impact of foreign ownership on market power: Do regional banks behave differently in ASEAN countries?," Post-Print hal-03419478, HAL.
    15. Ikram Ullah Khan & Sadaqat Ali & Habib Nawaz Khan, 2018. "Market Concentration, Risk-taking, and Efficiency of Commercial Banks in Pakistan: An Application of the Two-Stage Double Bootstrap DEA," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 10(2), pages 65-96, June.
    16. George Assaf, A. & Matousek, Roman & Tsionas, Efthymios G., 2013. "Turkish bank efficiency: Bayesian estimation with undesirable outputs," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 506-517.
    17. Dong Xiang & Abul Shamsuddin & Andrew C Worthington, 2011. "A comparative technical, cost and profit efficiency analysis of Australian, Canadian and UK banks: Feasible efficiency improvements in the context of controllable and uncontrollable factors," Discussion Papers in Finance finance:201119, Griffith University, Department of Accounting, Finance and Economics.
    18. Kontolaimou, Alexandra & Tsekouras, Kostas, 2010. "Are cooperatives the weakest link in European banking? A non-parametric metafrontier approach," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1946-1957, August.
    19. V.M. Morais Pereira & J.A. Candeias Bonito Filipe, 2018. "Quality of Board Members’ Training and Bank Financial Performance: Evidence from Portugal," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 47-79.
    20. Hakan Güneş & Dilem Yıldırım, 2016. "Estimating Cost Efficiency of Turkish Commercial Banks under Unobserved Heterogeneity with Stochastic Frontier Models," ERC Working Papers 1603, ERC - Economic Research Center, Middle East Technical University, revised Mar 2016.
    21. Yildirim, Canan & Kasman, Adnan & Hamid, Fazelina Sahul, 2021. "Impact of foreign ownership on market power: Do regional banks behave differently in ASEAN countries?," Economic Modelling, Elsevier, vol. 105(C).
    22. Dincer, Hasan & Hacioglu, Umit & Tatoglu, Ekrem & Delen, Dursun, 2019. "Developing a hybrid analytics approach to measure the efficiency of deposit banks," Journal of Business Research, Elsevier, vol. 104(C), pages 131-145.
    23. Paolo Coccorese & Alfonso Pellecchia, 2010. "Testing the ‘Quiet Life’ Hypothesis in the Italian Banking Industry," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 39(3), pages 173-202, November.
    24. Liao, Hsien-Hsing & Chen, Tsung-Kang & Lu, Chia-Wu, 2009. "Bank credit risk and structural credit models: Agency and information asymmetry perspectives," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1520-1530, August.
    25. Fukuyama, Hirofumi & Matousek, Roman & Tzeremes, Nickolaos G., 2020. "A Nerlovian cost inefficiency two-stage DEA model for modeling banks’ production process: Evidence from the Turkish banking system," Omega, Elsevier, vol. 95(C).
    26. Drake, Leigh & Fleissig, Adrian R., 2010. "Substitution between monetary assets and consumer goods: New evidence on the monetary transmission mechanism," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2811-2821, November.
    27. Fukuyama, Hirofumi & Matousek, Roman, 2017. "Modelling bank performance: A network DEA approach," European Journal of Operational Research, Elsevier, vol. 259(2), pages 721-732.

  11. Herrala, Risto & Kauko, Karlo, 2007. "Household loan loss risk in Finland: estimations and simulations with micro data," Bank of Finland Research Discussion Papers 5/2007, Bank of Finland.

    Cited by:

    1. Herrala, Risto, 2009. "Credit crunch? An empirical test of cyclical credit policy," Bank of Finland Research Discussion Papers 10/2009, Bank of Finland.

  12. Herrala, Risto & Kauko, Karlo, 2007. "Household loan loss risk in Finland: estimations and simulations with micro data," Bank of Finland Research Discussion Papers 5/2007, Bank of Finland.

    Cited by:

    1. Herrala, Risto, 2009. "Credit crunch? An empirical test of cyclical credit policy," Bank of Finland Research Discussion Papers 10/2009, Bank of Finland.

  13. Karlo Kauko, 2005. "Bank interest rates in a small European economy: Some exploratory macro level analyses using Finnish data," Finance 0508020, University Library of Munich, Germany.

    Cited by:

    1. Gulan, Adam & Haavio, Markus & Kilponen, Juha, 2019. "Can large trade shocks cause crises? The case of the Finnish-Soviet trade collapse," Bank of Finland Research Discussion Papers 9/2019, Bank of Finland.
    2. Machava, Agostinho, 2017. "The Macroeconomic Determinants of the Pass-Through from the Market Interest Rate to the Bank Lending Rate in Mozambique," Umeå Economic Studies 954, Umeå University, Department of Economics.
    3. Putkuri, Hanna, 2010. "Housing loan rate margins in Finland," Bank of Finland Research Discussion Papers 10/2010, Bank of Finland.
    4. Silvo, Aino & Verona, Fabio, 2020. "The Aino 3.0 model," Bank of Finland Research Discussion Papers 9/2020, Bank of Finland.
    5. Kenneth J. Kopecky & David D. Van Hoose, 2012. "Imperfect Competition in Bank Retail Markets, Deposit and Loan Rate Dynamics, and Incomplete Pass Through," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1185-1205, September.
    6. Gulan, Adam & Haavio, Markus & Kilponen, Juha, 2014. "Kiss me deadly: From Finnish great depression to great recession," Bank of Finland Research Discussion Papers 24/2014, Bank of Finland.
    7. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Bank of Finland Research Discussion Papers 16/2016, Bank of Finland.

  14. Kauko, Karlo, 2005. "Interlinking securities settlement systems: a strategic commitment?," Working Paper Series 427, European Central Bank.

    Cited by:

    1. Holthausen, Cornelia & Tapking, Jens, 2007. "Raising rival's costs in the securities settlement industry," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 91-116, January.
    2. Antoine Martin & James J. McAndrews, 2008. "A study of competing designs for a liquidity-saving mechanism," Staff Reports 336, Federal Reserve Bank of New York.
    3. Li, Shaofang & Marinč, Matej, 2016. "Competition in the clearing and settlement industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 134-162.
    4. Droll, Thomas & Podlich, Natalia & Wedow, Michael, 2015. "Out of sight, out of mind? On the risk of sub-custodian structures," Discussion Papers 31/2015, Deutsche Bundesbank.
    5. Koppl, Thorsten V. & Monnet, Cyril, 2007. "Guess what: It's the settlements! Vertical integration as a barrier to efficient exchange consolidation," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3013-3033, October.
    6. Tapking, Jens & Yang, Jing, 2006. "Horizontal and Vertical Integration in Securities Trading and Settlement," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1765-1795, October.
    7. Ende, Bartholomäus & Lutat, Marco, 2010. "Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50," CFS Working Paper Series 2010/15, Center for Financial Studies (CFS).
    8. Gisèle Chanel-Reynaud & Dominique Chabert, 2006. "L’évolution des dépositaires centraux de titres en Europe : des fonctions stables dans un espace mouvant," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 221-239.
    9. Monnet, Cyril & Koeppl, Thorsten Volker, 2004. "Guess what: it's the settlements!," Working Paper Series 375, European Central Bank.
    10. Steffen Juranek & Uwe Walz, 2020. "Organizational Design, Competition, and Financial Exchanges," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 132-163, January.
    11. Li, Shaofang & Marinč, Matej, 2018. "Economies of scale and scope in financial market infrastructures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 17-49.
    12. Gisèle Chanel-Reynaud & Dominique Chabert, 2006. "The evolution of central securities depositaries in Europe : stable functions in a changing environment," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 203-220.
    13. Tapking, Jens, 2007. "Pricing of settlement link services and mergers of central securities depositories," Working Paper Series 710, European Central Bank.
    14. Sauer, Stephan & Mercier, Fabien, 2013. "Optimal CSD reshaping towards T2S," Working Paper Series 1549, European Central Bank.

  15. Karlo Kauko, 2004. "Links between securities settlement systems: An oligopoly theoretic approach," Industrial Organization 0405003, University Library of Munich, Germany.

    Cited by:

    1. Holthausen, Cornelia & Tapking, Jens, 2007. "Raising rival's costs in the securities settlement industry," Journal of Financial Intermediation, Elsevier, vol. 16(1), pages 91-116, January.
    2. Marie-Noëlle Calès & Dominique Chabert & Walid Hichri & Nadège Marchand, 2011. "The reform of European securities settlement systems: Towards an integrated financial market," Working Papers 1129, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    3. Juranek, Steffen & Walz, Uwe, 2010. "Vertical integration, competition, and financial exchanges: Is there grain in the silo?," CFS Working Paper Series 2010/22, Center for Financial Studies (CFS).
    4. Steffen Juranek & Uwe Walz, 2020. "Organizational Design, Competition, and Financial Exchanges," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 132-163, January.
    5. Seven Ipek & Cumhur Ekinci, 2022. "Cost efficiency in financial exchanges and post-trade infrastructures: a closer look at integration and product diversification," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 705-743, December.

Articles

  1. Karlo Kauko, 2021. "The Vanishing Interest Income of Chinese Banks," Asian Economic Papers, MIT Press, vol. 20(3), pages 94-113, Fall.
    See citations under working paper version above.
  2. Karlo Kauko, 2017. "A Short Note on the Net Stable Funding Ratio Requirement with Endogenous Money," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 46(1), pages 105-115, February.

    Cited by:

    1. Igan, Deniz & Mirzaei, Ali, 2020. "Does going tough on banks make the going get tough? Bank liquidity regulations, capital requirements, and sectoral activity," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 688-726.

  3. Punzi, Maria Teresa & Kauko, Karlo, 2015. "Testing the global banking glut hypothesis," Journal of Financial Stability, Elsevier, vol. 19(C), pages 128-151.
    See citations under working paper version above.
  4. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.

    Cited by:

    1. Tölö, Eero, 2019. "Predicting systemic financial crises with recurrent neural networks," Bank of Finland Research Discussion Papers 14/2019, Bank of Finland.
    2. Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Bank of Finland Research Discussion Papers 8/2015, Bank of Finland.
    3. Guarin, Alexander & Lozano, Ignacio, 2017. "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, vol. 32(C), pages 168-189.
    4. António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2016. "Forecasting banking crises with dynamic panel probit models," Working Papers w201613, Banco de Portugal, Economics and Research Department.
    5. Ragna Alstadheim & Ørjan Robstad & Nikka Husom Vonen, 2017. "Financial imbalances, crisis probability and monetary policy in Norway," Working Paper 2017/21, Norges Bank.
    6. Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 931, Banco de la Republica de Colombia.
    7. Nicoletta Batini, 2019. "Macroeconomic Gains from Reforming the Agri-Food Sector: The Case of France," IMF Working Papers 2019/041, International Monetary Fund.
    8. Belkhir, Mohamed & Naceur, Sami Ben & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential policies, economic growth and banking crises," Emerging Markets Review, Elsevier, vol. 53(C).
    9. Mathonnat, Clément & Minea, Alexandru, 2018. "Financial development and the occurrence of banking crises," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 344-354.
    10. Luca Papi & Andrea F Presbitero & Alberto Zazzaro, 2015. "IMF Lending and Banking Crises," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(3), pages 644-691, November.
    11. Zhang, Xun & He, Zongyue & Zhu, Jiali & Li, Jing, 2018. "Quantity of finance and financial crisis: A non-monotonic investigation☆," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 129-139.
    12. Maria Siranova & Karol Zelenak, 2023. "Every crisis does matter: Comparing the databases of financial crisis events," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 652-686, May.
    13. Guangdong Xu, 2022. "From financial structure to economic growth: Theory, evidence and challenges," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(1), February.
    14. Wee Chian Koh & M. Ayhan Kose & Peter S. Nagle & Franziska L. Ohnsorge & Naotaka Sugawara, 2020. "Debt and financial crises," CAMA Working Papers 2020-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    15. Robert Vermeulen & Marco Hoeberichts & Bořek Vašíček & Diana Žigraiová & Kateřina Šmídková & Jakob Haan, 2015. "Financial Stress Indices and Financial Crises," Open Economies Review, Springer, vol. 26(3), pages 383-406, July.
    16. Ponomarenko, Alexey & Tatarintsev, Stas, 2023. "Incorporating financial development indicators into early warning systems," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    17. Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
    18. CIMPOERU Smaranda, 2016. "European Economies Facing The Global Financial Crisis: Are Emerging Economies More Vulnerable Than Advanced Ones?," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(2), pages 69-85, September.
    19. Tran Huynh & Silke Uebelmesser, 2022. "Early warning models for systemic banking crises: can political indicators improve prediction?," Jena Economics Research Papers 2022-007, Friedrich-Schiller-University Jena.
    20. Alessi, Lucia & Antunes, Antonio & Babecky, Jan & Baltussen, Simon & Behn, Markus & Bonfim, Diana & Bush, Oliver & Detken, Carsten & Frost, Jon & Guimaraes, Rodrigo & Havranek, Tomas & Joy, Mark & Kau, 2015. "Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network," MPRA Paper 62194, University Library of Munich, Germany.
    21. Jacob M. Meyer, 2020. "Checks and Imbalances: Exploring the Links between Political Constraints and Banking Crises using Econometric Mediation," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 63(1), pages 71-96.
    22. Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
    23. Shabir, Mohsin & Jiang, Ping & Bakhsh, Satar & Zhao, Zhongxiu, 2021. "Economic policy uncertainty and bank stability: Threshold effect of institutional quality and competition," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    24. Mikko Makinen & Laura Solanko, 2018. "Determinants of Bank Closures: Do Levels or Changes of CAMEL Variables Matter?," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 3-21, June.
    25. Truong, Chi & Sheen, Jeffrey & Trück, Stefan & Villafuerte, James, 2022. "Early warning systems using dynamic factor models: An application to Asian economies," Journal of Financial Stability, Elsevier, vol. 58(C).
    26. Nikolaos I. Papanikolaou, 2017. "To Be Bailed Out or To Be Left to Fail? A Dynamic Competing Risks Hazard Analysis," BAFES Working Papers BAFES12, Department of Accounting, Finance & Economic, Bournemouth University.
    27. Mr. Markus Eberhardt & Mr. Andrea F Presbitero, 2018. "Commodity Price Movements and Banking Crises," IMF Working Papers 2018/153, International Monetary Fund.
    28. Joyce, Joseph, 2015. "External Balance Sheets as Countercyclical Crisis Buffers," MPRA Paper 66039, University Library of Munich, Germany.
    29. Puspa D. Amri & Thomas D. Willett, 2017. "Policy Inconsistencies and the Political Economy of Currency Crises," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-24, February.
    30. Rhee, Dong-Eun & Kim, Hyoungjong, 2018. "Does income inequality lead to banking crises in developing countries? Empirical evidence from cross-country panel data," Economic Systems, Elsevier, vol. 42(2), pages 206-218.
    31. Caggiano, Giovanni & Calice, Pietro & Leonida, Leone & Kapetanios, George, 2016. "Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 104-116.
    32. Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019. "Taming financial development to reduce crises," LIDAM Reprints LFIN 2019005, Université catholique de Louvain, Louvain Finance (LFIN).
    33. Berglund, Tom & Mäkinen, Mikko, 2016. "Learning from financial crisis: the experience of Nordic banks," Bank of Finland Research Discussion Papers 30/2016, Bank of Finland.
    34. Berglund, Tom & Mäkinen, Mikko, 2019. "Do banks learn from financial crisis? The experience of Nordic banks," Research in International Business and Finance, Elsevier, vol. 47(C), pages 428-440.
    35. Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
    36. Bošnjak Mile, 2019. "Determinants of Current Account in Cases of Serbia and Romania: Time-Varying Parameters Approach," South East European Journal of Economics and Business, Sciendo, vol. 14(1), pages 21-33, June.
    37. Presbitero, Andrea & Eberhardt, Markus, 2021. "Commodity Prices and Banking Crises," CEPR Discussion Papers 15959, C.E.P.R. Discussion Papers.
    38. Fabrizio Ferriani & Wanda Cornacchia & Paolo Farroni & Eliana Ferrara & Francesco Guarino & Francesco Pisanti, 2019. "An early warning system for less significant Italian banks," Questioni di Economia e Finanza (Occasional Papers) 480, Bank of Italy, Economic Research and International Relations Area.
    39. Smaranda CIMPOERU, 2015. "Models for evaluating financial crisis – what went wrong for developed and emerging economies?," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(602), S), pages 291-300, Spring.
    40. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.
    41. Mathonnat, Clément & Williams, Benjamin, 2020. "Does more finance mean more inequality in times of crisis?," Economic Systems, Elsevier, vol. 44(4).
    42. Ashraf, Badar Nadeem, 2018. "Do trade and financial openness matter for financial development? Bank-level evidence from emerging market economies," Research in International Business and Finance, Elsevier, vol. 44(C), pages 434-458.
    43. Mäkinen, Mikko & Solanko, Laura, 2017. "Determinants of bank closures: Do changes of CAMEL variables matter?," BOFIT Discussion Papers 16/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
    44. Tihana Skrinjaric, 2023. "Leading indicators of financial stress in Croatia: a regime switching approach," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 205-232.

  5. Kauko, Karlo & Palmroos, Peter, 2014. "The Delphi method in forecasting financial markets— An experimental study," International Journal of Forecasting, Elsevier, vol. 30(2), pages 313-327.

    Cited by:

    1. Vitalii Antoshchuk & Volodymyr Filippov & Varvara Kuvaieva, 2021. "Development of methodological support for improving the quality of expert assessment of business processes," Technology audit and production reserves, Socionet;Technology audit and production reserves, vol. 1(4(57)), pages 22-27.
    2. Reza Aghlmand & Mohammad Gheibi & Amir Takhtravan & Zahra Kian, 2022. "Implementation of green marketing frameworks based on conceptual system designing by integration of PESTLE, classical Delphi and MCDM modeling," SN Business & Economics, Springer, vol. 2(8), pages 1-33, August.
    3. Ingrid Allard & Thomas Olofsson & Gireesh Nair, 2017. "Energy Performance Indicators in the Swedish Building Procurement Process," Sustainability, MDPI, vol. 9(10), pages 1-23, October.
    4. Hsueh, Sung-Lin, 2015. "Assessing the effectiveness of community-promoted environmental protection policy by using a Delphi-fuzzy method: A case study on solar power and plain afforestation in Taiwan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 49(C), pages 1286-1295.
    5. Barrios, Maite & Guilera, Georgina & Nuño, Laura & Gómez-Benito, Juana, 2021. "Consensus in the delphi method: What makes a decision change?," Technological Forecasting and Social Change, Elsevier, vol. 163(C).
    6. Marcin Kozak & Olesia Iefremova, 2014. "Implementation Of The Delphi Technique In Finance," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 10(4), pages 36-45, May.
    7. Kawamoto, Carlos Tadao & Wright, James Terence Coulter & Spers, Renata Giovinazzo & de Carvalho, Daniel Estima, 2019. "Can we make use of perception of questions' easiness in Delphi-like studies? Some results from an experiment with an alternative feedback," Technological Forecasting and Social Change, Elsevier, vol. 140(C), pages 296-305.
    8. Jun Dong & Huijuan Huo, 2017. "Identification of Financing Barriers to Energy Efficiency in Small and Medium-Sized Enterprises by Integrating the Fuzzy Delphi and Fuzzy DEMATEL Approaches," Energies, MDPI, vol. 10(8), pages 1-26, August.
    9. Figini, Silvia & Maggi, Mario & Uberti, Pierpaolo, 2020. "The market rank indicator to detect financial distress," Econometrics and Statistics, Elsevier, vol. 14(C), pages 63-73.
    10. Winkler, Jens & Moser, Roger, 2016. "Biases in future-oriented Delphi studies: A cognitive perspective," Technological Forecasting and Social Change, Elsevier, vol. 105(C), pages 63-76.

  6. Karlo Kauko, 2014. "Do Bailouts Cause Moral Hazards or Franchise Value in Banking?," Kyklos, Wiley Blackwell, vol. 67(1), pages 82-92, February.

    Cited by:

    1. Chortareas, Georgios & Magkonis, Georgios & Zekente, Kalliopi-Maria, 2020. "Credit risk and the business cycle: What do we know?," International Review of Financial Analysis, Elsevier, vol. 67(C).
    2. Karlo Kauko, 2018. "Bailouts, Franchise Value And Moral Hazard In Banking," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(03), pages 691-699, June.
    3. Zhang, Dayong & Cai, Jing & Dickinson, David G. & Kutan, Ali M., 2016. "Non-performing loans, moral hazard and regulation of the Chinese commercial banking system," Journal of Banking & Finance, Elsevier, vol. 63(C), pages 48-60.

  7. Kauko, Karlo, 2012. "External deficits and non-performing loans in the recent financial crisis," Economics Letters, Elsevier, vol. 115(2), pages 196-199.

    Cited by:

    1. Tölö, Eero, 2019. "Predicting systemic financial crises with recurrent neural networks," Bank of Finland Research Discussion Papers 14/2019, Bank of Finland.
    2. Kauko, Karlo & Punzi, Maria Teresa, 2015. "Testing the global banking glut hypothesis," FinMaP-Working Papers 41, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    3. Saktinil Roy & David M. Kemme, 2022. "Are capital inflow bonanzas a common precursor to banking crises? A categorical data analysis," The World Economy, Wiley Blackwell, vol. 45(10), pages 3192-3223, October.
    4. MEMDANI Laila, 2017. "Macroeconomic And Bank Specific Determinants Of Non-Performing Loans (Npls) In The Indian Banking Sector," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 12(2), pages 125-135, August.
    5. Saktinil Roy, 2023. "Do Changes in Risk Perception Predict Systemic Banking Crises?," JRFM, MDPI, vol. 16(11), pages 1-15, October.
    6. Dimitrios Anastasiou & Helen Louri & Mike Tsionas, 2019. "Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 97-112, January.
    7. Demir, Müge & Önder, Zeynep, 2019. "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 203-221.
    8. Karlo Kauko, 2014. "Do Bailouts Cause Moral Hazards or Franchise Value in Banking?," Kyklos, Wiley Blackwell, vol. 67(1), pages 82-92, February.
    9. Jokivuolle, Esa & Pesola, Jarmo & Viren, Matti, 2015. "Why is credit-to-GDP a good measure for setting countercyclical capital buffers?," Journal of Financial Stability, Elsevier, vol. 18(C), pages 117-126.
    10. Andrea Bellucci & Gianluca Gucciardi, 2023. "A Turning Point for Banking: Unravelling the Changing Landscape of Banking Activity in Europe since the COVID-19 pandemic," Mo.Fi.R. Working Papers 183, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    11. Maria Karadima & Helen Louri, 2021. "Determinants of Non-Performing Loans in Greece: the intricate role of fiscal expansion," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 160, Hellenic Observatory, LSE.
    12. Michele Fabrizi & Elisabetta Ipino & Michel Magnan & Antonio Parbonetti, 2016. "Real Regulatory Capital Management and Dividend Payout: Evidence from Available-for-Sale Securities," CIRANO Working Papers 2016s-57, CIRANO.
    13. Juan Francisco Martínez & Daniel Oda, 2018. "Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies," Working Papers Central Bank of Chile 823, Central Bank of Chile.
    14. Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
    15. Anastasiou, Dimitrios, 2017. "Is ex-post credit risk affected by the cycles? The case of Italian banks," Research in International Business and Finance, Elsevier, vol. 42(C), pages 242-248.
    16. Ozili, Peterson K, 2021. "Bank non-performing loans in the Fintech era," MPRA Paper 113467, University Library of Munich, Germany.
    17. Pan, Huiran & Wang, Chun, 2013. "House prices, bank instability, and economic growth: Evidence from the threshold model," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1720-1732.
    18. Inès Abdelkafi & Manel Zribi & Rochdi Feki, 2018. "New Classification of Developed and Emerging Countries Based on the Effects of Subprime Crises: Kohonen Map Method," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(3), pages 908-927, September.
    19. Tomasz Korol, 2021. "Examining Statistical Methods in Forecasting Financial Energy of Households in Poland and Taiwan," Energies, MDPI, vol. 14(7), pages 1-14, March.
    20. Roy, Saktinil & Kemme, David M., 2020. "The run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles," International Review of Financial Analysis, Elsevier, vol. 69(C).
    21. Pop, Ionuț Daniel & Cepoi, Cosmin Octavian & Anghel, Dan Gabriel, 2018. "Liquidity-threshold effect in non-performing loans," Finance Research Letters, Elsevier, vol. 27(C), pages 124-128.
    22. Dimitrios Anastasiou & Zacharias Bragoudakis & Ioannis Malandrakis, 2019. "Non-performing loans, governance indicators and systemic liquidity risk: evidence from Greece," Working Papers 260, Bank of Greece.
    23. Özen Ercan & Hodžić Sabina & Yildirim Ahmet Eren, 2022. "The Linkage Between Fiscal Policy and Non-Performing Household Loans in Turkey," South East European Journal of Economics and Business, Sciendo, vol. 17(2), pages 113-124, December.
    24. Dhananjay Bapat, 2018. "Profitability drivers for Indian banks: a dynamic panel data analysis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(4), pages 437-451, December.
    25. Youngkyung Ok & Jungmu Kim & Yuen Jung Park, 2019. "The Effect of Housing Prices on Bank Performance in Korea," Sustainability, MDPI, vol. 11(22), pages 1-14, November.
    26. Roy, Saktinil, 2022. "What drives the systemic banking crises in advanced economies?," Global Finance Journal, Elsevier, vol. 54(C).
    27. Kamila Tomczak, 2023. "Transmission of the 2007–2008 financial crisis in advanced countries of the European Union," Bulletin of Economic Research, Wiley Blackwell, vol. 75(1), pages 40-64, January.
    28. Kauko, Karlo, 2012. "Triggers for countercyclical capital buffers," MPRA Paper 85692, University Library of Munich, Germany.
    29. Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2014. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Bank of Finland Research Discussion Papers 14/2014, Bank of Finland.
    30. Feng-Wen Chen & Yuan Feng & Wei Wang, 2018. "Impacts of Financial Inclusion on Non-Performing Loans of Commercial Banks: Evidence from China," Sustainability, MDPI, vol. 10(9), pages 1-28, August.
    31. Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
    32. Jokivuolle, Esa & Pesola, Jarmo & Virén, Matti, 2014. "What drives loan losses in Europe?," Bank of Finland Research Discussion Papers 6/2014, Bank of Finland.
    33. Chafic Saliba & Panteha Farmanesh & Seyed Alireza Athari, 2023. "Does country risk impact the banking sectors’ non-performing loans? Evidence from BRICS emerging economies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-30, December.
    34. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.
    35. Anju Goswami, 2023. "COVID-19: boon/disguise for Indian banks?," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(4), pages 381-402, December.
    36. Tsaubin Chen & Chiang Ku Fan, 2019. "Non-performing Loans and Housing Prices in Taiwan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(6), pages 1-4.
    37. Abdoulganiour Almame Tinta & Erdjouman Jean Sanou, 2021. "Les Déterminants des Prêts Non Performants du Système Bancaire de l'UMOA," African Development Review, African Development Bank, vol. 33(2), pages 276-287, June.
    38. Dimitrios, Anastasiou & Helen, Louri & Mike, Tsionas, 2016. "Determinants of non-performing loans: Evidence from Euro-area countries," Finance Research Letters, Elsevier, vol. 18(C), pages 116-119.
    39. Mariña Martínez-Malvar & Laura Baselga-Pascual, 2020. "Bank Risk Determinants in Latin America," Risks, MDPI, vol. 8(3), pages 1-20, September.
    40. Anastasiou, Dimitrios, 2017. "The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks," MPRA Paper 79470, University Library of Munich, Germany.
    41. Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, Elsevier, vol. 24(C), pages 18-35.
    42. Detken, Carsten & Weeken, Olaf & Alessi, Lucia & Bonfim, Diana & Boucinha, Miguel & Castro, Christian & Frontczak, Sebastian & Giordana, Gaston & Giese, Julia & Wildmann, Nadya & Kakes, Jan & Klaus, B, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 5, European Systemic Risk Board.
    43. Patrizio Lainà & Juho Nyholm & Peter Sarlin, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, John Wiley & Sons, vol. 24(1), pages 18-35, January.
    44. Yaman Hajja, 2022. "Impact of bank capital on non‐performing loans: New evidence of concave capital from dynamic panel‐data and time series analysis in Malaysia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2921-2948, July.
    45. Chuluunbayar, Delgerjargal, 2020. "Macroeconomic determinants of non-performing loans in Mongolia: the influence of currency mismatch and bank size," MPRA Paper 101843, University Library of Munich, Germany.
    46. Ijaz Hussain, 2017. "Corporate Financial Leverage, Asset Utilization and Nonperforming Loans in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 22(1), pages 37-70, Jan-June.
    47. Hamdaoui, Mekki, 2016. "Are systemic banking crises in developed and developing countries predictable?," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 114-138.

  8. Kauko, Karlo, 2009. "Managers and efficiency in banking," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 546-556, March.
    See citations under working paper version above.
  9. Kauko, Karlo, 2007. "Interlinking securities settlement systems: A strategic commitment?," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 2962-2977, October.
    See citations under working paper version above.
  10. Kauko, Karlo, 2004. "The links between securities settlement systems: An oligopoly theoretic approach," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 585-600.
    See citations under working paper version above.
  11. Kauko, K., 1996. "Effectiveness of R & D subsidies -- a sceptical note on the empirical literature," Research Policy, Elsevier, vol. 25(3), pages 321-323, May.

    Cited by:

    1. Klette, Tor Jakob & Møen, Jarle, 2011. "R&D investment responses to R&D subsidies: A theoretical analysis and a microeconometric study," Discussion Papers 2011/15, Norwegian School of Economics, Department of Business and Management Science.
    2. Choi, Joonhwan & Lee, Jaegul, 2017. "Repairing the R&D market failure: Public R&D subsidy and the composition of private R&D," Research Policy, Elsevier, vol. 46(8), pages 1465-1478.
    3. Antonelli Cristiano & Crespi Francesco, 2011. "Matthew effects and R&D subsidues: knowledge cumulability in high-tech and low-tech industries," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 201111, University of Turin.
    4. Zhao, Shukuan & Xu, Baoda & Zhang, Weiyong, 2018. "Government R&D subsidy policy in China: An empirical examination of effect, priority, and specifics," Technological Forecasting and Social Change, Elsevier, vol. 135(C), pages 75-82.
    5. Morten Henningsen & Torbjørn Hægeland & Jarle Møen, 2015. "Estimating the additionality of R&D subsidies using proposal evaluation data to control for research intentions," The Journal of Technology Transfer, Springer, vol. 40(2), pages 227-251, April.
    6. Segarra Blasco, Agustí, 1958- & Teruel, Mercedes & Bové Sans, Miquel Àngel, 2014. "A territorial approach to R&D subsidies: Empirical evidence for Catalonian firms," Working Papers 2072/242275, Universitat Rovira i Virgili, Department of Economics.
    7. Zhu, Pingfang & Xu, Weimin & LUNDIN, Nannan, 2006. "The impact of government's fundings and tax incentives on industrial R&D investments--Empirical evidences from industrial sectors in Shanghai," China Economic Review, Elsevier, vol. 17(1), pages 51-69.
    8. Klette, Tor Jakob & Moen, Jarle & Griliches, Zvi, 2000. "Do subsidies to commercial R&D reduce market failures? Microeconometric evaluation studies1," Research Policy, Elsevier, vol. 29(4-5), pages 471-495, April.

Chapters

  1. David G. Mayes & Iftekhar Hasan & Timo Iivarinen & Karlo Kauko & Kari Kemppainen & Tanai Khiaonarong & Kari Korhonen & Harry Leinonen & Markku Malkamäki & Alistair Milne & Kirsi Ripatti & Heiko Schmie, 2006. "Securities Settlement Systems," Palgrave Macmillan Books, in: The Future of Financial Markets, chapter 4, pages 97-145, Palgrave Macmillan.

    Cited by:

    1. Droll, Thomas & Podlich, Natalia & Wedow, Michael, 2015. "Out of sight, out of mind? On the risk of sub-custodian structures," Discussion Papers 31/2015, Deutsche Bundesbank.
    2. Carol Osler & Tanseli Savaser & Thang Tan Nguyen, 2012. "Asymetric Information and the Foreign-Exchange Trades of Global Custody Banks," Working Papers 55, Brandeis University, Department of Economics and International Business School.
    3. Peter Docherty & G Wang, 2006. "Using Synthetic Data to Measure the Impact of RTGS on Systemic Risk in the Australian Payments System," Working Paper Series 149, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    4. Nicholas Wilson, 2011. "Fertility Responses to Prevention of Mother-to-Child Transmission of HIV," Department of Economics Working Papers 2011-11, Department of Economics, Williams College, revised Sep 2011.
    5. Milne, Alistair, 2007. "The industrial organization of post-trade clearing and settlement," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 2945-2961, October.
    6. Sauer, Stephan & Mercier, Fabien, 2013. "Optimal CSD reshaping towards T2S," Working Paper Series 1549, European Central Bank.
    7. Frédéric Cherbonnier & Séverine Vandelanoite, 2007. "Enjeux économiques liés à l’intégration des industries du post-marché en Europe," Revue d'Économie Financière, Programme National Persée, vol. 89(3), pages 123-142.

Books

  1. Kauko, Karlo, 2000. "The microeconomics of innovation: Oligopoly theoretic analyses with applications to banking and patenting," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2000_018.

    Cited by:

    1. Kemppainen, Kari, 2003. "Competition and regulation in European retail payment systems," Bank of Finland Research Discussion Papers 16/2003, Bank of Finland.

  2. Kauko, Karlo, 2000. "The microeconomics of innovation: Oligopoly theoretic analyses with applications to banking and patenting," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2000_018.

    Cited by:

    1. Kemppainen, Kari, 2003. "Competition and regulation in European retail payment systems," Bank of Finland Research Discussion Papers 16/2003, Bank of Finland.

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