All Stories

  1. Fiscal Support, QE and Income-smoothing in European Banks during the COVID-19 Crisis
  2. Macroprudential Sanctions and Banks’ Provisioning Behavior
  3. Macroprudential Policy and Bank Loan Renegotiation in Europe
  4. Macroprudential policy and corporate loans: evidence from the syndicated loan market
  5. Macroprudential Policy and Net Interest Margins in European banks
  6. Twitter/X activity and financial performance: Evidence from European listed companies
  7. Does Institutional Quality Matter for the Effects of Macroprudential Policy on Loan-Loss Provisions?
  8. Institutional Quality and Loan-Loss Provisions of European Banks in the Context of Macroprudential Policy Changes
  9. Institutional Quality and Loan-Loss Provisions of European Banks in the Context of Macroprudential Policy Changes
  10. Loan loss provisions of European banks – Does macroprudential tightening matter?
  11. Bank loan renegotiation and financial institutions' network
  12. Family ties and firm performance empirical evidence from East Asia
  13. Loan Loss Provisions of European Banks – Does Macroprudential Tightening Matter?
  14. Macroprudential Policy And Corporate Loans: Evidence from the Syndicated Loan Market
  15. Language and private debt renegotiation
  16. Private debt renegotiation, corporate policies, and performance: empirical evidence from Europe
  17. Family firms and the cost of borrowing: empirical evidence from East Asia
  18. Silence is Not Golden Anymore? Social Media Activity and Stock Market Valuation in Europe
  19. Are loans cheaper when tomorrow seems further?
  20. How legal and institutional environments shape the private debt renegotiation process?
  21. Private Debt Renegotiation and Financial Institutions’ Network
  22. Long-Term Project Valuation in Capital-Constrained Firms
  23. Does the Type of Debt Matter? Stock Market Perception in Europe
  24. Debt Renegotiation and the Design of Financial Contracts
  25. Are Loans Cheaper When Tomorrow Seems Further?
  26. How Legal and Institutional Environments Shape the Private Debt Renegotiation Process?
  27. Financial Institutions Network and the Certification Value of Bank Loans
  28. How sukuk shapes firm performance
  29. Initial Conditions and the Private Debt Renegotiation Process
  30. The Effects of Bank Loan Renegotiation on Corporate Policies and Performance
  31. Do the type of sukuk and choice of shari’a scholar matter?
  32. Debt Renegotiation and the Design of Financial Contracts
  33. The dynamics of bank debt renegotiation in Europe: A survival analysis approach
  34. The certification value of private debt renegotiation and the design of financial contracts
  35. Does the Type of Debt Matter? Stock Market Perception in Europe (Velka Kuin Velka Vai Mitt Mieltt Euroopan Osakemarkkinat Ovat?)
  36. The determinants of multiple bank loan renegotiations in Europe
  37. Do the Type of Sukuk and Choice of Shari'a Scholar Matter?
  38. Bank loans and borrower value during the global financial crisis: Empirical evidence from France
  39. What Influences Stock Market Reaction to Sukuk Issues? The Impact of Scholars and Sukuk Types
  40. The Network and Reputation of Financial Institutions and the Certification Value of Bank Loans
  41. Do the Type of Sukuk and Choice of Shariia Scholar Matter?
  42. Why Do Large Firms Opt for Islamic Loans?
  43. Sukuk vs. conventional bonds: A stock market perspective
  44. Risk management, soft information and bankers' incentives
  45. Building Reputation on the Syndicated Lending Market: A Participant Bank Perspective
  46. Determinants of Multiple Bank Loan Renegotiations in Europe
  47. What Drives the Dynamics of Bank Loan Renegotiation in Europe?
  48. Foreign bank lending and information asymmetries in China
  49. Bank Competition and Collateral: Theory and Evidence
  50. Bank Lending Networks, Experience, Reputation, and Borrowing Costs
  51. Does Renegotiation of Financial Contracts Matter for Shareholders? Empirical Evidence from Europe
  52. Why Do Large Firms Go for Islamic Loans?
  53. Why Do Large Firms Go for Islamic Loans?
  54. Are Bank Loans Still 'Special' (Especially During a Crisis)? Empirical Evidence from a European Country
  55. Stock Market Reaction to Debt Financing Arrangements in Russia
  56. La structure du pool bancaire et son contenu informatif
  57. Asymmetric Information and Loan Spreads in Russia
  58. Are Bank Loans Still 'Special' (Especially During a Crisis)? Empirical Evidence from a European Country
  59. Do Markets Perceive Sukuk and Conventional Bonds as Different Financing Instruments?
  60. Does Collateral Help Mitigate Adverse Selection? A Cross-Country Analysis
  61. Banking environment and loan syndicate structure: a cross-country analysis
  62. Better Borrowers, Fewer Banks?
  63. Are Islamic Investment Certificates Special? Evidence on the Post-Announcement Performance of Sukuk Issues
  64. Bank Lending Networks, Experience, Reputation and Borrowing Costs
  65. Foreign Bank Lending and Information Asymmetries in China
  66. Stock Market Reaction to Debt Financing Arrangements in Russia
  67. Bank Lending Networks, Experience, Reputation, and Borrowing Costs
  68. Are Islamic Investment Certificates Special? Evidence on the Post-Announcement Performance of Sukuk Issues
  69. Collateral and Adverse Selection in Transition Countries
  70. Asymmetric Information and Loan Spreads in Russia: Evidence from Syndicated Loans
  71. Concentration in Corporate Bank Loans - What Do We Learn from European Comparisons?
  72. How to Get a Syndicated Loan Fast? The Role of Syndicate Composition and Organization
  73. Syndicated loans in emerging markets
  74. Bank Competition and Collateral: Theory and Evidence
  75. Banking Environment, Agency Costs, and Loan Syndication: A Cross-Country Analysis
  76. Collateral and Adverse Selection in Transition Countries
  77. Duration of Loan Arrangement and Syndicate Structure
  78. Duration of Syndication Process and Syndicate Organization
  79. How Many Banks Does it Take to Lend? Empirical Evidence from Europe
  80. Banking Environment and Syndicate Structure: A Cross‐Country Analysis
  81. Bank Competition and Collateral: Theory and Evidence
  82. Are Ratings Consistent with Default Probabilities?
  83. Syndicated Loans in Emerging Markets
  84. The Design of Bank Loan Syndicates in Emerging Markets Economies
  85. Regulatory and Institutional Determinants of Credit Risk Taking and a Bank's Default
  86. Does Collateral Help Mitigate Adverse Selection? A Cross-Country Analysis
  87. Bank capital and credit risk taking in emerging market economies
  88. Credit Risk Management in Banks: Hard Information, Soft Information and Manipulation
  89. Excess Credit Risk and Banks’ Default Risk: An Application of Default Prediction Models to Banks in Emerging Market Economies
  90. Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies?
  91. Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets' Case
  92. Capital Regulation and Credit Risk Taking: Empirical Evidence from Banks in Emerging Market Economies
  93. Excess Credit Risk and Bank's Default Risk: An Application of Default Prediction's Models to Banks from Emerging Market Economies
  94. Role of the Nature of Information in the Banking Intermediation (Role de la Nature de l'Information dans l'Intermediation Bancaire)
  95. Study of the Coherence of the Ratings of Banks with the Probability of Failure Banking in the Emergent Countries (Etude de la Coherence des Ratings de Banques avec la Probabilite de Defaillance Bancaire dans les Pays Emergents)
  96. The Influence of Institutional Factors on Excess Risk and Bank Ratings in Emerging Market Economies
  97. The Role of Regulatory, Legal and Institutional Environments in Bank Default: The Case of Emerging Market Economies
  98. Bank's Default Modelisation and Regulatory Factors: An Application to Banks from Emerging Market Economies
  99. Bank's Default Modelisation: An Application to Banks from Emerging Market Economies
  100. Bank's Default Modelisation and Regulatory Factors: An Application to Banks from Emerging Market Economies