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Frank Strobel

Personal Details

First Name:Frank
Middle Name:
Last Name:Strobel
Suffix:
RePEc Short-ID:pst144
[This author has chosen not to make the email address public]
http://works.bepress.com/frank_strobel/
Terminal Degree: Economics Department; Queen's University (from RePEc Genealogy)

Affiliation

Department of Economics
University of Birmingham

Birmingham, United Kingdom
http://www.bham.ac.uk/economics/

:

Edgbaston, Birmingham, B15 2TT
RePEc:edi:debhauk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Carole HARITCHABALET & Frank STROBEL & Kévin SPINASSOU & Laetitia LEPETIT, 2016. "Bank capital regulation: are local or central regulators better?," Working Papers 2015-2016_6, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Feb 2017.
  2. Thierno Amadou Barry & Laetitia Lepetit & Frank Strobel, 2016. "Bank ownership structure, lending corruption and the regulatory environment," Post-Print hal-01204938, HAL.
  3. Laetitia Lepetit & Frank Strobel, 2015. "Bank Insolvency Risk and Z-Score Measures: A Refinement," Post-Print hal-01204881, HAL.
  4. Vincent Bouvatier & Laetitia Lepetit & Frank Strobel, 2014. "Bank Income Smoothing, Ownership Concentration and the Regulatory Environment," Post-Print hal-00916674, HAL.
  5. Laetitia Lepetit & Frank Strobel, 2013. "Bank insolvency risk and time-varying Z-score measures," Post-Print hal-01098721, HAL.
  6. Laetitia Lepetit & Frank Strobel, 2012. "Bank equity Involvement in Industrial Firms and Bank Risk," Working Papers hal-00916709, HAL.
  7. Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2012. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," Working Papers hal-00916699, HAL.
  8. Laetitia Lepetit & Frank Strobel & David G. Dickinson, 2012. "Does uncertainty matter for loan charge-offs?," Post-Print hal-01098926, HAL.
  9. Frank Strobel, 2004. "Leaving EMU: a real options perspective," Money Macro and Finance (MMF) Research Group Conference 2004 83, Money Macro and Finance Research Group.
  10. Frank Strobel, 2004. "Monetary integration and inflation preferences: a real options analysis," Money Macro and Finance (MMF) Research Group Conference 2003 95, Money Macro and Finance Research Group.
  11. Strobel, Dr F., 2000. "Leaving a Monetary Union: Expected Time and Probability," Discussion Papers 00-5, Department of Economics, University of Birmingham.
  12. Frank Strobel, 2000. "When to Leave a Monetary Union: Now or Later?," Econometric Society World Congress 2000 Contributed Papers 0961, Econometric Society.
  13. Strobel, F., 1999. "Monetary Integration, Stochastic Inflation Preferences and the Value of Waiting," Discussion Papers 99-06, Department of Economics, University of Birmingham.
  14. Strobel, F., 1999. "Marriage and the Value of Waiting," Discussion Papers 99-24, Department of Economics, University of Birmingham.
  15. Strobel, F., 1998. "International Tax Arbitrage Tax Evasion amd Interest Parity Conditions," Discussion Papers 98-05, Department of Economics, University of Birmingham.

Articles

  1. Haritchabalet, Carole & Lepetit, Laetitia & Spinassou, Kévin & Strobel, Frank, 2017. "Bank capital regulation: Are local or central regulators better?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 103-114.
  2. Dawood, Mary & Horsewood, Nicholas & Strobel, Frank, 2017. "Predicting sovereign debt crises: An Early Warning System approach," Journal of Financial Stability, Elsevier, vol. 28(C), pages 16-28.
  3. Barry, Thierno Amadou & Lepetit, Laetitia & Strobel, Frank, 2016. "Bank ownership structure, lending corruption and the regulatory environment," Journal of Comparative Economics, Elsevier, vol. 44(3), pages 732-751.
  4. Lepetit, Laetitia & Strobel, Frank, 2015. "Bank insolvency risk and Z-score measures: A refinement," Finance Research Letters, Elsevier, vol. 13(C), pages 214-224.
  5. Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2015. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," The World Economy, Wiley Blackwell, vol. 38(8), pages 1179-1204, August.
  6. Bouvatier, Vincent & Lepetit, Laetitia & Strobel, Frank, 2014. "Bank income smoothing, ownership concentration and the regulatory environment," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 253-270.
  7. Lepetit, Laetitia & Strobel, Frank, 2013. "Bank insolvency risk and time-varying Z-score measures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 73-87.
  8. Céline Gondat-Larralde & Frank Strobel, 2013. "Uncertainty and switching in the mortgage market," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3068-3073, July.
  9. Strobel, Frank, 2012. "International tax arbitrage and residence vs. source-based capital income taxation," Research in Economics, Elsevier, vol. 66(4), pages 391-397.
  10. Strobel, Frank, 2012. "International tax arbitrage, currency options and put-call parity conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 473-486.
  11. Lepetit, Laetitia & Strobel, Frank & Dickinson, David G., 2012. "Does uncertainty matter for loan charge-offs?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 264-277.
  12. Frank Strobel, 2011. "Bank insolvency risk and different approaches to aggregate Z-score measures: a note," Applied Economics Letters, Taylor & Francis Journals, vol. 18(16), pages 1541-1543.
  13. Frank Strobel, 2011. "Bank insolvency risk and Z-score measures with unimodal returns," Applied Economics Letters, Taylor & Francis Journals, vol. 18(17), pages 1683-1685.
  14. Frank Strobel, 2011. "The dividend puzzle and tax: a note," Economics Bulletin, AccessEcon, vol. 31(3), pages 2736-2743.
  15. Frank Strobel, 2010. "Bank insolvency risk and aggregate Z-score measures: a caveat," Economics Bulletin, AccessEcon, vol. 30(4), pages 2576-2578.
  16. Strobel Frank, 2009. "Financial Fragility and Crisis Union in the Asia-Pacific Region," Global Economy Journal, De Gruyter, vol. 9(2), pages 1-12, June.
  17. Frank Strobel, 2007. "Southeast Asian monetary integration: a real options perspective," Applied Economics, Taylor & Francis Journals, vol. 39(6), pages 759-763.
  18. Frank Strobel, 2007. "Joining European Monetary Union: A Real Options Perspective," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(1), pages 105-115, February.
  19. Frank Strobel, 2005. "International tax arbitrage, financial parity conditions and preferential capital gains taxation," Quantitative Finance, Taylor & Francis Journals, vol. 5(2), pages 219-226.
  20. Frank Strobel, 2005. "Leaving EMU: a real options perspective," Applied Economics, Taylor & Francis Journals, vol. 37(13), pages 1449-1453.
  21. Strobel, Frank, 2005. "Monetary integration and inflation preferences: A real options analysis," European Economic Review, Elsevier, vol. 49(4), pages 845-860, May.
  22. Frank Strobel, 2003. "Marriage and the value of waiting," Journal of Population Economics, Springer;European Society for Population Economics, vol. 16(3), pages 423-430, August.
  23. Frank Strobel, 2001. "When to Leave a Monetary Union ?," Revue économique, Presses de Sciences-Po, vol. 52(2), pages 389-397.
  24. Strobel, Frank, 2001. "International tax arbitrage, tax evasion and interest parity conditions," Research in Economics, Elsevier, vol. 55(4), pages 413-427, December.

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. Laetitia Lepetit & Frank Strobel, 2015. "Bank Insolvency Risk and Z-Score Measures: A Refinement," Post-Print hal-01204881, HAL.

    Cited by:

    1. García-Sánchez, Isabel-María & García-Meca, Emma & Cuadrado-Ballesteros, Beatriz, 2017. "Do financial experts on audit committees matter for bank insolvency risk-taking? The monitoring role of bank regulation and ethical policy," Journal of Business Research, Elsevier, vol. 76(C), pages 52-66.
    2. Efthymios G. Tsionas, 2014. "On modeling banking risk," Working Papers 183, Bank of Greece.
    3. Chesini, Giusy & Giaretta, Elisa, 2017. "Depositor discipline for better or for worse. What enhanced depositors’ confidence on the banking system in the last ten years?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 209-227.
    4. Ghassan, Hassan B., 2017. "New alternative measuring financial stability," MPRA Paper 80508, University Library of Munich, Germany.
    5. Tsionas, Mike G., 2016. "Parameters measuring bank risk and their estimation," European Journal of Operational Research, Elsevier, vol. 250(1), pages 291-304.
    6. Mare, Davide Salvatore & Moreira, Fernando & Rossi, Roberto, 2015. "Nonstationary Z-score measures," MPRA Paper 67840, University Library of Munich, Germany.
    7. Malgorzata Iwanicz-Drozdowska & Pawel Smaga & Bartosz Witkowski, 2017. "Role of Foreign Capital in Stability of Banking Sectors in CESEE Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(6), pages 492-511, October.
    8. Ashraf, Badar Nadeem, 2017. "Political institutions and bank risk-taking behavior," Journal of Financial Stability, Elsevier, vol. 29(C), pages 13-35.
    9. te Kaat, Daniel Marcel & Dinger, Valeriya, 2015. "Global Imbalances and Bank Risk-Taking," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112866, Verein für Socialpolitik / German Economic Association.
    10. Hassan, Ghassan & Stefano, Fachin, 2014. "Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia," MPRA Paper 71930, University Library of Munich, Germany, revised 05 Feb 2016.
    11. Badar Nadeem Ashraf & Sidra Arshad & Liang Yan, 2017. "Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 10(3), pages 1-18, July.
    12. IJtsma, Pieter & Spierdijk, Laura & Shaffer, Sherrill, 2017. "The concentration–stability controversy in banking: New evidence from the EU-25," Journal of Financial Stability, Elsevier, vol. 33(C), pages 273-284.
    13. Paolo Coccorese & Giovanni Ferri, 2017. "Is Competition Among Cooperative Banks a Negative Sum Game?," CERBE Working Papers wpC19, CERBE Center for Relationship Banking and Economics.
    14. Ashraf, Badar Nadeem & Zheng, Changjun & Arshad, Sidra, 2016. "Effects of national culture on bank risk-taking behavior," Research in International Business and Finance, Elsevier, vol. 37(C), pages 309-326.
    15. Laetitia Lepetit & Céline Meslier-Crouzille & Leo Indra Wardhana, 2015. "Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks," Working Papers hal-01186722, HAL.
    16. Felix Noth & Lena Tonzer, 2017. "Bank risk proxies and the crisis of 2007/09: a comparison," Applied Economics Letters, Taylor & Francis Journals, vol. 24(7), pages 498-501, April.
    17. Giuliana Birindelli & Paola Ferretti & Marco Savioli, 2016. "Basel 3: Does One Size Really Fit All Banks' Business Models?," Working Paper series 16-20, Rimini Centre for Economic Analysis.
    18. Krzysztof Kil & Ewa Miklaszewska, 2015. "Analysis of Factors Affecting the Stability of Cooperative Banks in the Post-Crisis Period (Analiza czynnikow wplywajacych na stabilnosc bankow spoldzielczych w okresie pokryzysowym)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 13(55), pages 97-119.

  2. Vincent Bouvatier & Laetitia Lepetit & Frank Strobel, 2014. "Bank Income Smoothing, Ownership Concentration and the Regulatory Environment," Post-Print hal-00916674, HAL.

    Cited by:

    1. García-Sánchez, Isabel-María & García-Meca, Emma & Cuadrado-Ballesteros, Beatriz, 2017. "Do financial experts on audit committees matter for bank insolvency risk-taking? The monitoring role of bank regulation and ethical policy," Journal of Business Research, Elsevier, vol. 76(C), pages 52-66.
    2. Tammuz Alraheb & Amine Tarazi, 2017. "Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region," Post-Print hal-01558246, HAL.
    3. Balla, Eliana & Rose, Morgan J., 2015. "Loan loss provisions, accounting constraints, and bank ownership structure," Journal of Economics and Business, Elsevier, vol. 78(C), pages 92-117.
    4. Laetitia Lepetit & Frank Strobel, 2015. "Bank Insolvency Risk and Z-Score Measures: A Refinement," Post-Print hal-01204881, HAL.
    5. Liang, Hsin-Yu & Chen, I-Ju & Chen, Sheng-Syan, 2016. "Does corporate governance mitigate bank diversification discount?," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 129-143.
    6. Ozili, Peterson K, 2017. "Bank Loan Loss Provisions Research: A Review," MPRA Paper 76495, University Library of Munich, Germany.
    7. Lu, Erin P. & Lai, Gene C. & Ma, Qingzhong, 2017. "Organizational structure, risk-based capital requirements, and the sales of downgraded bonds," Journal of Banking & Finance, Elsevier, vol. 74(C), pages 51-68.
    8. Elisabetta Montanaro & Mario Tonveronachi, 2017. "Vulnerabilita' del sistema bancario italiano. Diagnosi e rimedi (Dealing with the vulnerability of the Italian banking system)," Moneta e Credito, Economia civile, vol. 70(280), pages 299-368.
    9. Guglielmo Maria Caporale & Matteo Alessi & Stefano Di Colli & Juan Sergio Lopez, 2015. "Loan Loss Provision: Some Empirical Evidence for Italian Banks," Discussion Papers of DIW Berlin 1459, DIW Berlin, German Institute for Economic Research.
    10. Tito Tomas Siueia & Jianling Wang, 2017. "Loan Loss Provisions, Income Smooth, Signaling, Capital Management and Pro-Cyclicality: Empirical Evidence from Mozambique¡¯s Commercial Banks," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(11), pages 48-63, November.
    11. Laetitia Lepetit & Céline Meslier-Crouzille & Leo Indra Wardhana, 2015. "Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks," Working Papers hal-01186722, HAL.
    12. Vithessonthi, Chaiporn, 2017. "Capital investment and internationalization," Journal of Economics and Business, Elsevier, vol. 90(C), pages 31-48.
    13. Ali, Abdelrahman Elzahi Saaid, 2016. "Poverty Alleviation through Microfinance in North-East Kenya Province," Working Papers 2016-9, The Islamic Research and Teaching Institute (IRTI).
    14. Henselmann, Klaus & Ditter, Dominik & Lupp, Philipp, 2016. "The Effects of the Financial Crisis on Cooperative Banks in Europe – A Critical Comparison –," Working Papers in Accounting Valuation Auditing 2016-1, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing.
    15. Mamatzakis, Emmanuel & Zhang, Xiaoxiang & Wang, Chaoke, 2017. "How the corporate governance mechanisms affect bank risk taking," MPRA Paper 78137, University Library of Munich, Germany.

  3. Laetitia Lepetit & Frank Strobel, 2013. "Bank insolvency risk and time-varying Z-score measures," Post-Print hal-01098721, HAL.

    Cited by:

    1. Efthymios G. Tsionas, 2014. "On modeling banking risk," Working Papers 183, Bank of Greece.
    2. Mehmet Balcilar & Riza Demirer, 2014. "The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 142-172, March.
    3. Fosu, Samuel & Ntim, Collins G. & Coffie, William & Murinde, Victor, 2017. "Bank opacity and risk-taking: Evidence from analysts’ forecasts," Journal of Financial Stability, Elsevier, vol. 33(C), pages 81-95.
    4. Ghassan, Hassan B., 2017. "New alternative measuring financial stability," MPRA Paper 80508, University Library of Munich, Germany.
    5. Brighi, Paola & Venturelli, Valeria, 2016. "How functional and geographic diversification affect bank profitability during the crisis," Finance Research Letters, Elsevier, vol. 16(C), pages 1-10.
    6. Christopher Gandrud & Mark Hallerberg, 2015. "What is a Financial Crisis? Efficiently Measuring Real-Time Perceptions of Financial Market Stress with an Application to Financial Crisis Budget Cycles," CESifo Working Paper Series 5632, CESifo Group Munich.
    7. Sakarya, Burchan, 2016. "Financial Stability of Islamic (Participation) Banks in Turkey," MPRA Paper 69451, University Library of Munich, Germany.
    8. Katarzyna Sum, 2015. "Banking regulation and bank performance in the EU – what should be the scope of the regulatory reform?," Bank i Kredyt, Narodowy Bank Polski, vol. 46(3), pages 207-236.
    9. Chiaramonte, Laura & Croci, Ettore & Poli, Federica, 2015. "Should we trust the Z-score? Evidence from the European Banking Industry," Global Finance Journal, Elsevier, vol. 28(C), pages 111-131.
    10. Han, I & Liang, Hsin-Yu & Chan, Kam C., 2016. "Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 185-199.
    11. Sezer Bozkus Kahyaoglu & M. Vedat Pazarlioglu, 2014. "Hedging Strategy for Electricity Market Price Volatility: The Case of Turkish Electricity Market," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 196-210, March.
    12. Laetitia Lepetit & Frank Strobel, 2015. "Bank Insolvency Risk and Z-Score Measures: A Refinement," Post-Print hal-01204881, HAL.
    13. Mare, Davide Salvatore & Moreira, Fernando & Rossi, Roberto, 2015. "Nonstationary Z-score measures," MPRA Paper 67840, University Library of Munich, Germany.
    14. Sadettin Haluk Citci, 2014. "Agency and Transparency in Financial Markets," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 110-120, March.
    15. M. Lé, 2013. "Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage," Débats économiques et financiers 9, Banque de France.
    16. Joseph Olorunfemi Akande & Farai Kwenda, 2017. "P-SVAR Analysis of Stability in Sub-Saharan Africa Commercial Banks," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 67(3), pages 49-78, july-Sept.
    17. Fabian Kuehnhausen, 2014. "The Impact of Financial Innovation on Firm Stability," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 211-239, March.
    18. Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," BORRADORES DE ECONOMIA 014080, BANCO DE LA REPÚBLICA.
    19. Inka Yusgiantoro & Wahyoe Soedarmono & Amine Tarazi, 2017. "Bank consolidation and financial stability revisited: Evidence from Indonesia," Working Papers hal-01577970, HAL.
    20. Orhan Erdem & Evren Arik & Serkan Yuksel, 2014. "Trading Puzzle," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 66-81, March.
    21. te Kaat, Daniel Marcel & Dinger, Valeriya, 2015. "Global Imbalances and Bank Risk-Taking," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112866, Verein für Socialpolitik / German Economic Association.
    22. Hassan, Ghassan & Stefano, Fachin, 2014. "Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia," MPRA Paper 71930, University Library of Munich, Germany, revised 05 Feb 2016.
    23. Ashraf, Dawood & Rizwan, Muhammad Suhail & L’Huillier, Barbara, 2016. "A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation," Journal of Financial Stability, Elsevier, vol. 25(C), pages 47-57.
    24. Mathias Lé, 2013. "Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage," PSE Working Papers halshs-00911415, HAL.
    25. Suleyman Hilmi Kal & Nuran Arslaner & Ferhat Arslaner, 2014. "Inflation Dynamics and Business Cycles," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 121-129, March.
    26. IJtsma, Pieter & Spierdijk, Laura & Shaffer, Sherrill, 2017. "The concentration–stability controversy in banking: New evidence from the EU-25," Journal of Financial Stability, Elsevier, vol. 33(C), pages 273-284.
    27. Leroy, Aurélien & Lucotte, Yannick, 2017. "Is there a competition-stability trade-off in European banking?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 199-215.
    28. Montgomery, Heather & Harimaya, Kozo & Takahashi, Yuki, 2014. "Too big to succeed? Banking sector consolidation and efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 86-106.
    29. Ege Yazgan, 2014. "The effect of investors' confidence on monetary policy- economic growth relationship: a Multivariate GARCH approach," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 82-109, March.
    30. Fiordelisi, Franco & Mare, Davide Salvatore, 2014. "Competition and financial stability in European cooperative banks," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 1-16.
    31. Mathias Lé, 2013. "Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage," Working Papers halshs-00911415, HAL.
    32. Guzin Gulsun Akin & Ahmet Faruk Aysan & Gültekin Gollu & Levent Yildiran, 2014. "Formal and Informal Regulations for Credit Card Payment Services," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 1-33, March.
    33. Krause, Thomas & Sondershaus, Talina & Tonzer, Lena, 2017. "Complexity and bank risk during the financial crisis," Economics Letters, Elsevier, vol. 150(C), pages 118-121.
    34. Ahmet Duran & Burhaneddin Izgi, 2014. "Comovement and Polarization of Interest Rate and Stock Market in Turkey," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 130-141, March.
    35. Krause, Thomas & Sondershaus, Talina & Tonzer, Lena, 2016. "The Role of Complexity for Bank Risk during the Financial Crisis: Evidence from a Novel Dataset," IWH Discussion Papers 17/2016, Halle Institute for Economic Research (IWH).
    36. Fukuyama, Hirofumi & Matousek, Roman, 2017. "Modelling bank performance: A network DEA approach," European Journal of Operational Research, Elsevier, vol. 259(2), pages 721-732.
    37. Sarmiento, Miguel & Cely, Jorge & León, Carlos, 2017. "An early warning indicator system to monitor the unsecured interbank funds market," Research in International Business and Finance, Elsevier, vol. 40(C), pages 114-128.
    38. Kühnhausen, Fabian, 2014. "Financial Innovation and Fragility," Discussion Papers in Economics 21173, University of Munich, Department of Economics.
    39. Hamid Mohtadi & Stefan Ruediger, 2014. "Volatility and Transparency of Financial Markets in the MENA Region," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 173-195, March.
    40. Antonina Waszczuk, 2014. "Assembling International Equity Datasets – Review of Studies on the Cross-Section of Common Stocks," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 34-65, March.
    41. Guerry, Nicolas & Wallmeier, Martin, 2017. "Valuation of diversified banks: New evidence," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 203-214.

  4. Laetitia Lepetit & Frank Strobel, 2012. "Bank equity Involvement in Industrial Firms and Bank Risk," Working Papers hal-00916709, HAL.

    Cited by:

    1. Mehmet Balcilar & Riza Demirer, 2014. "The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 142-172, March.
    2. Sezer Bozkus Kahyaoglu & M. Vedat Pazarlioglu, 2014. "Hedging Strategy for Electricity Market Price Volatility: The Case of Turkish Electricity Market," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 196-210, March.
    3. Sadettin Haluk Citci, 2014. "Agency and Transparency in Financial Markets," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 110-120, March.
    4. Fabian Kuehnhausen, 2014. "The Impact of Financial Innovation on Firm Stability," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 211-239, March.
    5. Orhan Erdem & Evren Arik & Serkan Yuksel, 2014. "Trading Puzzle," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 66-81, March.
    6. Suleyman Hilmi Kal & Nuran Arslaner & Ferhat Arslaner, 2014. "Inflation Dynamics and Business Cycles," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 121-129, March.
    7. Ege Yazgan, 2014. "The effect of investors' confidence on monetary policy- economic growth relationship: a Multivariate GARCH approach," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 82-109, March.
    8. Guzin Gulsun Akin & Ahmet Faruk Aysan & Gültekin Gollu & Levent Yildiran, 2014. "Formal and Informal Regulations for Credit Card Payment Services," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 1-33, March.
    9. Ahmet Duran & Burhaneddin Izgi, 2014. "Comovement and Polarization of Interest Rate and Stock Market in Turkey," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 130-141, March.
    10. Kühnhausen, Fabian, 2014. "Financial Innovation and Fragility," Discussion Papers in Economics 21173, University of Munich, Department of Economics.
    11. Hamid Mohtadi & Stefan Ruediger, 2014. "Volatility and Transparency of Financial Markets in the MENA Region," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 173-195, March.
    12. Antonina Waszczuk, 2014. "Assembling International Equity Datasets – Review of Studies on the Cross-Section of Common Stocks," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 34-65, March.

  5. Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2012. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," Working Papers hal-00916699, HAL.

    Cited by:

    1. Simplice Asongu, 2015. "Growth and Institutions in African Development, by Augustin K. Fosu," Working Papers 15/033, African Governance and Development Institute..
    2. Simplice Asongu & Jacinta C. Nwachukwu & Vanessa S. Tchamyou, 2015. "A Literature Survey on Proposed African Monetary Unions," Working Papers 15/042, African Governance and Development Institute..
    3. Asongu, Simplice & Nwachukwu, Jacinta & Tchamyou, Vanessa, 2017. "A summary of a survey on proposed African monetary unions," MPRA Paper 79637, University Library of Munich, Germany.

  6. Laetitia Lepetit & Frank Strobel & David G. Dickinson, 2012. "Does uncertainty matter for loan charge-offs?," Post-Print hal-01098926, HAL.

    Cited by:

    1. Chaiporn Vithessonthi, 2016. "The Consequences of Bank Loan Growth: Evidence from Asia," PIER Discussion Papers 19., Puey Ungphakorn Institute for Economic Research, revised Feb 2016.
    2. Claudio Borio & Boris Hofmann, 2017. "Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?," RBA Annual Conference Volume,in: Jonathan Hambur & John Simon (ed.), Monetary Policy and Financial Stability in a World of Low Interest Rates Reserve Bank of Australia.

  7. Frank Strobel, 2004. "Leaving EMU: a real options perspective," Money Macro and Finance (MMF) Research Group Conference 2004 83, Money Macro and Finance Research Group.

    Cited by:

    1. Anke Mönnig, 2012. "Balancing the European Monetary Union - an Impact Analysis on the Return of National Currencies," GWS Discussion Paper Series 12-8, GWS - Institute of Economic Structures Research.
    2. Anke Mönnig, 2012. "Balancing the European Currency Union - an Impact Analysis on the Return of National Currencies," EcoMod2012 3831, EcoMod.

  8. Frank Strobel, 2004. "Monetary integration and inflation preferences: a real options analysis," Money Macro and Finance (MMF) Research Group Conference 2003 95, Money Macro and Finance Research Group.

    Cited by:

    1. Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2015. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," The World Economy, Wiley Blackwell, vol. 38(8), pages 1179-1204, August.
    2. Francisco Venegas-Martínez, 2005. "Temporary Stabilization and the Real Option of Waiting when Consumption can be Delayed: an Extreme Value Approach," DEGIT Conference Papers c010_043, DEGIT, Dynamics, Economic Growth, and International Trade.

  9. Strobel, Dr F., 2000. "Leaving a Monetary Union: Expected Time and Probability," Discussion Papers 00-5, Department of Economics, University of Birmingham.

    Cited by:

    1. Frank Strobel, 2004. "Monetary integration and inflation preferences: a real options analysis," Money Macro and Finance (MMF) Research Group Conference 2003 95, Money Macro and Finance Research Group.

  10. Strobel, F., 1999. "Monetary Integration, Stochastic Inflation Preferences and the Value of Waiting," Discussion Papers 99-06, Department of Economics, University of Birmingham.

    Cited by:

    1. Frank Strobel, 2000. "When to Leave a Monetary Union: Now or Later?," Econometric Society World Congress 2000 Contributed Papers 0961, Econometric Society.
    2. de Brito, José Brandão & de Mello Sampayo, Felipa, 2002. "The timing and the probability of FDI: an application to the US multinational enterprises," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A3-4, International Conferences on Panel Data.

  11. Strobel, F., 1999. "Marriage and the Value of Waiting," Discussion Papers 99-24, Department of Economics, University of Birmingham.

    Cited by:

    1. Di Corato, Luca, 2012. "Optimal conservation policy under imperfect intergenerational altruism," Journal of Forest Economics, Elsevier, vol. 18(3), pages 194-206.

  12. Strobel, F., 1998. "International Tax Arbitrage Tax Evasion amd Interest Parity Conditions," Discussion Papers 98-05, Department of Economics, University of Birmingham.

    Cited by:

    1. Strobel, Frank, 2012. "International tax arbitrage, currency options and put-call parity conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 473-486.
    2. Strobel, Frank, 2012. "International tax arbitrage and residence vs. source-based capital income taxation," Research in Economics, Elsevier, vol. 66(4), pages 391-397.
    3. Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS.
    4. Batten, Jonathan A. & Szilagyi, Peter G., 2007. "Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 409-421.

Articles

  1. Lepetit, Laetitia & Strobel, Frank, 2015. "Bank insolvency risk and Z-score measures: A refinement," Finance Research Letters, Elsevier, vol. 13(C), pages 214-224.
    See citations under working paper version above.
  2. Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2015. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," The World Economy, Wiley Blackwell, vol. 38(8), pages 1179-1204, August.
    See citations under working paper version above.
  3. Bouvatier, Vincent & Lepetit, Laetitia & Strobel, Frank, 2014. "Bank income smoothing, ownership concentration and the regulatory environment," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 253-270.
    See citations under working paper version above.
  4. Lepetit, Laetitia & Strobel, Frank, 2013. "Bank insolvency risk and time-varying Z-score measures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 73-87.
    See citations under working paper version above.
  5. Strobel, Frank, 2012. "International tax arbitrage, currency options and put-call parity conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 473-486.

    Cited by:

    1. Strobel, Frank, 2012. "International tax arbitrage and residence vs. source-based capital income taxation," Research in Economics, Elsevier, vol. 66(4), pages 391-397.

  6. Lepetit, Laetitia & Strobel, Frank & Dickinson, David G., 2012. "Does uncertainty matter for loan charge-offs?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 264-277.
    See citations under working paper version above.
  7. Frank Strobel, 2011. "Bank insolvency risk and different approaches to aggregate Z-score measures: a note," Applied Economics Letters, Taylor & Francis Journals, vol. 18(16), pages 1541-1543.

    Cited by:

    1. Laetitia Lepetit & Frank Strobel, 2013. "Bank insolvency risk and time-varying Z-score measures," Post-Print hal-00785646, HAL.
    2. Chiaramonte, Laura & Croci, Ettore & Poli, Federica, 2015. "Should we trust the Z-score? Evidence from the European Banking Industry," Global Finance Journal, Elsevier, vol. 28(C), pages 111-131.
    3. Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2015. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," The World Economy, Wiley Blackwell, vol. 38(8), pages 1179-1204, August.
    4. BARRA, Cristian & ZOTTI, Roberto, 2018. "Financial Stability as a Public Policy Goal to Increase Local Economic Development: an Empirical Investigation from Italian Labour Market Areas," CELPE Discussion Papers 154, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
    5. Mare, Davide Salvatore & Moreira, Fernando & Rossi, Roberto, 2015. "Nonstationary Z-score measures," MPRA Paper 67840, University Library of Munich, Germany.
    6. Ivana Catturani & Erika Dalpiaz, 2017. "Alternative classifications of Italian banks:Do different grouping rules mislead results on the risk profile of banks?," DEM Working Papers 2017/11, Department of Economics and Management.

  8. Frank Strobel, 2011. "Bank insolvency risk and Z-score measures with unimodal returns," Applied Economics Letters, Taylor & Francis Journals, vol. 18(17), pages 1683-1685.

    Cited by:

    1. Laetitia Lepetit & Frank Strobel, 2013. "Bank insolvency risk and time-varying Z-score measures," Post-Print hal-00785646, HAL.
    2. Chiaramonte, Laura & Croci, Ettore & Poli, Federica, 2015. "Should we trust the Z-score? Evidence from the European Banking Industry," Global Finance Journal, Elsevier, vol. 28(C), pages 111-131.
    3. BARRA, Cristian & ZOTTI, Roberto, 2018. "Financial Stability as a Public Policy Goal to Increase Local Economic Development: an Empirical Investigation from Italian Labour Market Areas," CELPE Discussion Papers 154, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
    4. Mare, Davide Salvatore & Moreira, Fernando & Rossi, Roberto, 2015. "Nonstationary Z-score measures," MPRA Paper 67840, University Library of Munich, Germany.

  9. Frank Strobel, 2010. "Bank insolvency risk and aggregate Z-score measures: a caveat," Economics Bulletin, AccessEcon, vol. 30(4), pages 2576-2578.

    Cited by:

    1. Ghassan, Hassan B. & Taher, Farid B., 2013. "Financial Stability of Islamic and Conventional Banks in Saudi Arabia: Evidence using Pooled and Panel Models," MPRA Paper 54472, University Library of Munich, Germany, revised Dec 2013.
    2. Wassim RAJHI & Slim A. HASSAIRI, 2013. "Islamic Banks And Financial Stability: A Comparative Empirical Analysis Between Mena And Southeast Asian Countries," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 37, pages 149-177.
    3. Kanas, Angelos, 2014. "Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 244-258.
    4. Ghassan, Hassan B. & Krichene, Noureddine, 2017. "Financial Stability of Conventional and Islamic Banks: A Survey," MPRA Paper 82372, University Library of Munich, Germany.
    5. Wassim Rajhi, 2015. "Islamic Banks and Financial Stability: A Quantile Estimation," Economics Bulletin, AccessEcon, vol. 35(4), pages 2846-2852.

  10. Strobel Frank, 2009. "Financial Fragility and Crisis Union in the Asia-Pacific Region," Global Economy Journal, De Gruyter, vol. 9(2), pages 1-12, June.

    Cited by:

    1. Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2015. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," The World Economy, Wiley Blackwell, vol. 38(8), pages 1179-1204, August.
    2. Suominen Kati, 2010. "Insuring Against Instability: United States and the Future of the International Monetary Fund," Global Economy Journal, De Gruyter, vol. 10(3), pages 1-23, October.

  11. Frank Strobel, 2007. "Joining European Monetary Union: A Real Options Perspective," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(1), pages 105-115, February.

    Cited by:

    1. Laetitia Lepetit & Clovis Rugemintwari & Frank Strobel, 2015. "Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?," The World Economy, Wiley Blackwell, vol. 38(8), pages 1179-1204, August.
    2. Alvarez, Fernando & Dixit, Avinash, 2014. "A real options perspective on the future of the Euro," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 78-109.

  12. Frank Strobel, 2005. "International tax arbitrage, financial parity conditions and preferential capital gains taxation," Quantitative Finance, Taylor & Francis Journals, vol. 5(2), pages 219-226.

    Cited by:

    1. Strobel, Frank, 2012. "International tax arbitrage, currency options and put-call parity conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 473-486.
    2. Strobel, Frank, 2012. "International tax arbitrage and residence vs. source-based capital income taxation," Research in Economics, Elsevier, vol. 66(4), pages 391-397.

  13. Frank Strobel, 2005. "Leaving EMU: a real options perspective," Applied Economics, Taylor & Francis Journals, vol. 37(13), pages 1449-1453.
    See citations under working paper version above.
  14. Strobel, Frank, 2005. "Monetary integration and inflation preferences: A real options analysis," European Economic Review, Elsevier, vol. 49(4), pages 845-860, May. See citations under working paper version above.
  15. Frank Strobel, 2003. "Marriage and the value of waiting," Journal of Population Economics, Springer;European Society for Population Economics, vol. 16(3), pages 423-430, August.
    See citations under working paper version above.
  16. Frank Strobel, 2001. "When to Leave a Monetary Union ?," Revue économique, Presses de Sciences-Po, vol. 52(2), pages 389-397.

    Cited by:

    1. Frank Strobel, 2004. "Leaving EMU: a real options perspective," Money Macro and Finance (MMF) Research Group Conference 2004 83, Money Macro and Finance Research Group.
    2. Frank Strobel, 2004. "Monetary integration and inflation preferences: a real options analysis," Money Macro and Finance (MMF) Research Group Conference 2003 95, Money Macro and Finance Research Group.
    3. Francesco Menoncin & Marco Tronzano, 2005. "Is a Monetary Union a Never-Ending Story?," Revue économique, Presses de Sciences-Po, vol. 56(1), pages 25-49.

  17. Strobel, Frank, 2001. "International tax arbitrage, tax evasion and interest parity conditions," Research in Economics, Elsevier, vol. 55(4), pages 413-427, December.
    See citations under working paper version above.

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Featured entries

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  1. Queen's Economics Department PhD Graduates

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2014-03-15
  2. NEP-CBA: Central Banking (1) 2016-02-04
  3. NEP-IFN: International Finance (1) 2004-09-30
  4. NEP-MON: Monetary Economics (1) 2004-09-30
  5. NEP-RMG: Risk Management (1) 2016-02-04

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