Bank Competition, Risk, and Asset Allocations
Author
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Shaffer, Sherrill, 2004. "Comment on "What Drives Bank Competition? Some International Evidence" by Stijn Claessens and Luc Laeven," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 585-592, June.
- Jayaratne, Jith & Strahan, Philip E, 1998. "Entry Restrictions, Industry Evolution, and Dynamic Efficiency: Evidence from Commercial Banking," Journal of Law and Economics, University of Chicago Press, vol. 41(1), pages 239-273, April.
- Repullo, Rafael, 2004.
"Capital requirements, market power, and risk-taking in banking,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 156-182, April.
- Rafael Repullo, 2002. "Capital requirements, market power, and risk-taking in banking," Proceedings 809, Federal Reserve Bank of Chicago.
- Repullo, Rafael, 2003. "Capital Requirements, Market Power and Risk-Taking in Banking," CEPR Discussion Papers 3721, C.E.P.R. Discussion Papers.
- Rafael Repullo, 2002. "Capital Requirements, Market Power and Risk-Taking in Banking," Working Papers wp2002_0208, CEMFI.
- Carlson, Mark & Mitchener, Kris James, 2006.
"Branch Banking, Bank Competition, and Financial Stability,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1293-1328, August.
- Mark Carlson & Kris James Mitchener, 2005. "Branch Banking, Bank Competition, and Financial Stability," NBER Working Papers 11291, National Bureau of Economic Research, Inc.
- Mark A. Carlson & Kris James Mitchener, 2005. "Branch banking, bank competition, and financial stability," Finance and Economics Discussion Series 2005-20, Board of Governors of the Federal Reserve System (U.S.).
- Douglas W. Diamond, 1984. "Financial Intermediation and Delegated Monitoring," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 51(3), pages 393-414.
- Claessens, Stijn & Laeven, Luc, 2004.
"What Drives Bank Competition? Some International Evidence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 563-583, June.
- Stijn Claessens & Luc Laeven, 2004. "What drives bank competition? Some international evidence," Proceedings, Federal Reserve Bank of Cleveland, pages 563-592.
- Claessens, Stijn & Laeven, Luc, 2003. "What drives bank competition? some international evidence," Policy Research Working Paper Series 3113, The World Bank.
- Claessens, Stijn & Laeven, Luc, 2003. "What Drives Bank Competition? Some International Evidence," CEPR Discussion Papers 4000, C.E.P.R. Discussion Papers.
- Franklin Allen & Douglas Gale, 2004.
"Competition and financial stability,"
Proceedings, Federal Reserve Bank of Cleveland, pages 453-486.
- Allen, Franklin & Gale, Douglas, 2004. "Competition and Financial Stability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 453-480, June.
- Beck, Thorsten, 2008. "Bank competition and financial stability : friends or foes ?," Policy Research Working Paper Series 4656, The World Bank.
- Gorton, Gary & Winton, Andrew, 2003.
"Financial intermediation,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 8, pages 431-552,
Elsevier.
- Gary Gorton & Andrew Winton, 2002. "Financial Intermediation," NBER Working Papers 8928, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Winton, 2002. "Financial Intermediation," Center for Financial Institutions Working Papers 02-28, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Robert M. Adams & Kenneth P. Brevoort & Elizabeth K. Kiser, 2007.
"Who Competes With Whom? The Case Of Depository Institutions,"
Journal of Industrial Economics, Wiley Blackwell, vol. 55(1), pages 141-167, March.
- Robert M. Adams & Kenneth P. Brevoort & Elizabeth K. Kiser, 2005. "Who competes with whom? the case of depository institutions," Finance and Economics Discussion Series 2005-03, Board of Governors of the Federal Reserve System (U.S.).
- Keeley, Michael C, 1990. "Deposit Insurance, Risk, and Market Power in Banking," American Economic Review, American Economic Association, vol. 80(5), pages 1183-1200, December.
- Hannan, Timothy H. & Prager, Robin A., 2004.
"The competitive implications of multimarket bank branching,"
Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1889-1914, August.
- Timothy H. Hannan & Robin A. Prager, 2001. "The competitive implications of multimarket bank branching," Finance and Economics Discussion Series 2001-43, Board of Governors of the Federal Reserve System (U.S.).
- John H. Boyd & Gianni De Nicoló, 2005. "The Theory of Bank Risk Taking and Competition Revisited," Journal of Finance, American Finance Association, vol. 60(3), pages 1329-1343, June.
- David Martinez-Miera & Rafael Repullo, 2010.
"Does Competition Reduce the Risk of Bank Failure?,"
The Review of Financial Studies, Society for Financial Studies, vol. 23(10), pages 3638-3664, October.
- Repullo, Rafael & Martinez-Miera, David, 2008. "Does Competition Reduce the Risk of Bank Failure?," CEPR Discussion Papers 6669, C.E.P.R. Discussion Papers.
- David Martinez-Miera & Rafael Repullo, 2008. "Does Competition Reduce the Risk of Bank Failure?," Working Papers wp2008_0801, CEMFI.
- Rosen, Richard J., 2007.
"Banking market conditions and deposit interest rates,"
Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3862-3884, December.
- Richard J. Rosen, 2003. "Banking market conditions and deposit interest rates," Working Paper Series WP-03-19, Federal Reserve Bank of Chicago.
- Thakor, Anjan V. & Boot, Arnoud (ed.), 2008. "Handbook of Financial Intermediation and Banking," Elsevier Monographs, Elsevier, edition 1, number 9780444515582.
- Stijn Claessens & Luc Laeven, 2005.
"Financial Dependence, Banking Sector Competition, and Economic Growth,"
Journal of the European Economic Association, MIT Press, vol. 3(1), pages 179-207, March.
- Claessens, Stijn & Laeven, Luc, 2005. "Financial dependence, banking sector competition, and economic growth," Policy Research Working Paper Series 3481, The World Bank.
- Sutton, John, 2007. "Market Structure: Theory and Evidence," Handbook of Industrial Organization, in: Mark Armstrong & Robert Porter (ed.), Handbook of Industrial Organization, edition 1, volume 3, chapter 35, pages 2301-2368, Elsevier.
- Allen N. Berger & Leora F. Klapper & Rima Turk-Ariss, 2017.
"Bank competition and financial stability,"
Chapters, in: Jacob A. Bikker & Laura Spierdijk (ed.), Handbook of Competition in Banking and Finance, chapter 10, pages 185-204,
Edward Elgar Publishing.
- Allen Berger & Leora Klapper & Rima Turk-Ariss, 2009. "Bank Competition and Financial Stability," Journal of Financial Services Research, Springer;Western Finance Association, vol. 35(2), pages 99-118, April.
- Berger, Allen N. & Klapper,Leora & Turk-Ariss, Rima & Berger, Allen N. & Klapper, Leora F. & Turk-Ariss, Rima, 2008. "Bank competition and financial stability," Policy Research Working Paper Series 4696, The World Bank.
- Bresnahan, Timothy F., 1989. "Empirical studies of industries with market power," Handbook of Industrial Organization, in: R. Schmalensee & R. Willig (ed.), Handbook of Industrial Organization, edition 1, volume 2, chapter 17, pages 1011-1057, Elsevier.
- Dermine, J., 1986. "Deposit rates, credit rates and bank capital : The Klein-Monti Model Revisited," Journal of Banking & Finance, Elsevier, vol. 10(1), pages 99-114, March.
- Berger, Allen N. & Rosen, Richard J. & Udell, Gregory F., 2007.
"Does market size structure affect competition? The case of small business lending,"
Journal of Banking & Finance, Elsevier, vol. 31(1), pages 11-33, January.
- Berger, Allen N. & Rosen, Richard J. & Udell, Gregory F., 2005. "Does Market Size Structure Affect Competition? The Case of Small Business Lending," CEI Working Paper Series 2005-8, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Corts, Kenneth S., 1998. "Conduct parameters and the measurement of market power," Journal of Econometrics, Elsevier, vol. 88(2), pages 227-250, November.
- Kevin C. Murdock & Thomas F. Hellmann & Joseph E. Stiglitz, 2000. "Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?," American Economic Review, American Economic Association, vol. 90(1), pages 147-165, March.
- Gianni De Nicolo, 2000. "Size, charter value and risk in banking: an international perspective," International Finance Discussion Papers 689, Board of Governors of the Federal Reserve System (U.S.).
- Hannan, Timothy H. & Prager, Robin A., 2006.
"Multimarket bank pricing: An empirical investigation of deposit interest rates,"
Journal of Economics and Business, Elsevier, vol. 58(3), pages 256-272.
- Timothy H. Hannan & Robin A. Prager, 2004. "Multimarket bank pricing: an empirical investigation of deposit interest rates," Finance and Economics Discussion Series 2004-38, Board of Governors of the Federal Reserve System (U.S.).
- Xavier Vives, 2008.
"Innovation And Competitive Pressure,"
Journal of Industrial Economics, Wiley Blackwell, vol. 56(3), pages 419-469, December.
- Vives, Xavier, 2004. "Innovation and Competitive Pressure," CEPR Discussion Papers 4369, C.E.P.R. Discussion Papers.
- Vives, Xavier, 2006. "Innovation and competitive pressure," IESE Research Papers D/634, IESE Business School.
- Vives, Xavier, 2005. "Innovation and Competitive Pressure," Department of Economics, Working Paper Series qt1s1059vr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Panzar, John C & Rosse, James N, 1987. "Testing for "Monopoly" Equilibrium," Journal of Industrial Economics, Wiley Blackwell, vol. 35(4), pages 443-456, June.
- Jith Jayaratne & Philip E. Strahan, 1996. "The Finance-Growth Nexus: Evidence from Bank Branch Deregulation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 111(3), pages 639-670.
- Demsetz, Harold, 1973. "Industry Structure, Market Rivalry, and Public Policy," Journal of Law and Economics, University of Chicago Press, vol. 16(1), pages 1-9, April.
- Boyd, John H. & Runkle, David E., 1993. "Size and performance of banking firms : Testing the predictions of theory," Journal of Monetary Economics, Elsevier, vol. 31(1), pages 47-67, February.
- Bikker, Jacob A. & Haaf, Katharina, 2002. "Competition, concentration and their relationship: An empirical analysis of the banking industry," Journal of Banking & Finance, Elsevier, vol. 26(11), pages 2191-2214, November.
- Demsetz, Rebecca S & Strahan, Philip E, 1997. "Diversification, Size, and Risk at Bank Holding Companies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 300-313, August.
- Stiglitz, Joseph E & Weiss, Andrew, 1981. "Credit Rationing in Markets with Imperfect Information," American Economic Review, American Economic Association, vol. 71(3), pages 393-410, June.
- Manuel Arellano & Stephen Bond, 1991.
"Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(2), pages 277-297.
- Tom Doan, "undated". "RATS program to replicate Arellano-Bond 1991 dynamic panel," Statistical Software Components RTZ00169, Boston College Department of Economics.
- David M. Kreps & Jose A. Scheinkman, 1983. "Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes," Bell Journal of Economics, The RAND Corporation, vol. 14(2), pages 326-337, Autumn.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- John Boyd & Gianni De Nicolò & Abu M. Jalal, 2010. "Bank Competition, Asset Allocations and Risk of Failure: An Empirical Investigation," CESifo Working Paper Series 3198, CESifo.
- Brei, Michael & Jacolin, Luc & Noah, Alphonse, 2020.
"Credit risk and bank competition in Sub-Saharan Africa,"
Emerging Markets Review, Elsevier, vol. 44(C).
- M. Brei & L. Jacolin & A. Noah, 2018. "Credit risk and bank competition in Sub-Saharan Africa," Working papers 664, Banque de France.
- Alphonse Noah & Luc Jacolin & Michael Brei, 2018. "Credit Risk And Bank Competition In Sub-Saharan Africa," EconomiX Working Papers 2018-27, University of Paris Nanterre, EconomiX.
- Michael Brei & Luc Jacolin & Alphonse Noah, 2018. "Credit Risk And Bank Competition In Sub-Saharan Africa," Working Papers hal-04141785, HAL.
- Michael Brei & Luc Jacolin & Alphonse Noah, 2020. "Credit Risk and Bank Competition in Sub-Saharan Africa," Post-Print hal-02887007, HAL.
- Beck, Thorsten & De Jonghe, Olivier & Schepens, Glenn, 2013.
"Bank competition and stability: Cross-country heterogeneity,"
Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 218-244.
- T. Beck & O. De Jonghe & G. Schepens, 2011. "Bank competition and stability: cross-country heterogeneity," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/732, Ghent University, Faculty of Economics and Business Administration.
- Xiaoqing Maggie Fu & Yongjia Rebecca Lin & Philip Molyneux, 2015.
"Bank Competition and Financial Stability in Asia Pacific,"
Palgrave Macmillan Studies in Banking and Financial Institutions, in: Bank Competition, Efficiency and Liquidity Creation in Asia Pacific, chapter 3, pages 49-71,
Palgrave Macmillan.
- Fu, Xiaoqing (Maggie) & Lin, Yongjia (Rebecca) & Molyneux, Philip, 2014. "Bank competition and financial stability in Asia Pacific," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 64-77.
- Beck, T.H.L. & De Jonghe, O.G. & Schepens, G., 2012.
"Bank Competition and Stability : Cross-country Heterogeneity (Revised version of CentER DP 2011-080),"
Other publications TiSEM
f600cdef-3c8b-4b85-9fed-6, Tilburg University, School of Economics and Management.
- Beck, T.H.L. & De Jonghe, O.G. & Schepens, G., 2012. "Bank Competition and Stability : Cross-country Heterogeneity (Revised version of CentER DP 2011-080)," Discussion Paper 2012-085, Tilburg University, Center for Economic Research.
- El Moussawi, Chawki & Mansour, Rana, 2022. "Competition, cost efficiency and stability of banks in the MENA region," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 143-170.
- Florian Leon, 2015.
"What do we know about the role of bank competition in Africa?,"
CERDI Working papers
halshs-01164864, HAL.
- Florian LEON, 2015. "What do we know about the role of bank competition in Africa?," Working Papers 201516, CERDI.
- Florian Leon, 2015. "What do we know about the role of bank competition in Africa?," Working Papers halshs-01164864, HAL.
- Beck, T.H.L. & De Jonghe, O.G. & Schepens, G., 2012. "Bank Competition and Stability : Cross-country Heterogeneity (Revised version of EBC DP 2011-019)," Other publications TiSEM 7d000b07-3972-4634-bde2-2, Tilburg University, School of Economics and Management.
- 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.
- Aurelien Leroy & Yannick Lucotte, 2015. "Is there a competition-stability trade-off in European banking?," Bank of Lithuania Working Paper Series 19, Bank of Lithuania.
- Jiménez, Gabriel & Lopez, Jose A. & Saurina, Jesús, 2013. "How does competition affect bank risk-taking?," Journal of Financial Stability, Elsevier, vol. 9(2), pages 185-195.
- Mr. Gianni De Nicolo & Abu M. Jalal & John H. Boyd, 2006. "Bank Risk-Taking and Competition Revisited: New Theory and New Evidence," IMF Working Papers 2006/297, International Monetary Fund.
- Kasman, Saadet & Kasman, Adnan, 2015. "Bank competition, concentration and financial stability in the Turkish banking industry," Economic Systems, Elsevier, vol. 39(3), pages 502-517.
- Anginer, Deniz & Demirguc-Kunt, Asli & Zhu, Min, 2014. "How does competition affect bank systemic risk?," Journal of Financial Intermediation, Elsevier, vol. 23(1), pages 1-26.
- González, Luis Otero & Razia, Alaa & Búa, Milagros Vivel & Sestayo, Rubén Lado, 2017. "Competition, concentration and risk taking in Banking sector of MENA countries," Research in International Business and Finance, Elsevier, vol. 42(C), pages 591-604.
- Wu, Ji & Guo, Mengmeng & Chen, Minghua & Jeon, Bang Nam, 2019.
"Market power and risk-taking of banks: Some semiparametric evidence from emerging economies,"
Emerging Markets Review, Elsevier, vol. 41(C).
- Jeon, Bang Nam & Wu, Ji & Guo, Mengmeng & Chen, Minghua, 2018. "Market power and the risk-taking of banks: Some semiparametric evidence from emerging economies," School of Economics Working Paper Series 2018-1, LeBow College of Business, Drexel University.
- Agoraki, Maria-Eleni K. & Delis, Manthos D. & Pasiouras, Fotios, 2011.
"Regulations, competition and bank risk-taking in transition countries,"
Journal of Financial Stability, Elsevier, vol. 7(1), pages 38-48, January.
- Agoraki, Maria-Eleni & Delis, Manthos D & Pasiouras, Fotios, 2009. "Regulations, competition and bank risk-taking in transition countries," MPRA Paper 16495, University Library of Munich, Germany.
- Xavier Vives, 2011.
"Competition and Stability in Banking,"
Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.),Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 12, pages 455-502,
Central Bank of Chile.
- Xavier Vives T., 2010. "Competition and Stability in Banking," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(2), pages 85-112, August.
- Vives, Xavier, 2010. "Competition and stability in banking," IESE Research Papers D/852, IESE Business School.
- Xavier Vives, 2010. "Competition and Stability in Banking," Working Papers Central Bank of Chile 576, Central Bank of Chile.
- Xavier Vives, 2010. "Competition and Stability in Banking," CESifo Working Paper Series 3050, CESifo.
- Noman, Abu Hanifa Md. & Gee, Chan Sok & Isa, Che Ruhana, 2018. "Does bank regulation matter on the relationship between competition and financial stability? Evidence from Southeast Asian countries," Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 144-161.
- International Monetary Fund, 2007. "Italy—Assessing Competition and Efficiency in the Banking System," IMF Working Papers 2007/026, International Monetary Fund.
- Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2012.
"The relationship between banking market competition and risk-taking: Do size and capitalization matter?,"
Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3366-3381.
- Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2011. "The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?," Working Papers Series 261, Central Bank of Brazil, Research Department.
More about this item
Keywords
WP; bank failure; exchange rate;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfwpa:2009/143. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Akshay Modi (email available below). General contact details of provider: https://edirc.repec.org/data/imfffus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.