Advanced
Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/55187
Full metadata record
DC FieldValueLanguage
dc.contributor.authorTran Hung Son-
dc.contributor.otherHoang Trung Nghia-
dc.contributor.otherNguyen Thanh Liem-
dc.date.accessioned2017-09-14T11:02:10Z-
dc.date.available2017-09-14T11:02:10Z-
dc.date.issued2016-
dc.identifier.issn1859 -1124-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/55187-
dc.identifier.urihttp://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=21502787-06d7-44bc-8c93-eb98fc4a5ad7-
dc.description.abstractIn this paper we use a dynamic panel data model (system GMM estimator) to analyze bank-specific and macroeconomic determinants of bank risk as measured by the Z-score of 70 listed commercial banks operating in six Southeast Asian countries over the period from 2005 to 2013. Our results indicate that asset structure, capitalization, size, and the stock market development are negatively and significantly related to bank risk, which is, in turn, positively related to efficiency, revenue diversification, and the banking system development.-
dc.formatPortable Document Format (PDF)-
dc.publisherTrường Đại học Kinh tế Tp. Hồ Chí Minh-
dc.relation.ispartofJournal of Economic Development-
dc.relation.ispartofseriesJED, Vol.23(2)-
dc.subjectBank risk-
dc.subjectZ-score-
dc.subjectSoutheast Asian countries-
dc.subjectBanking system-
dc.titleFactors affecting bank risk-taking: evidence from Southeast Asian countries-
dc.typeJournal Article-
dc.relation.referenceAltunbas, Y.,Manganelli, S., & Marques-Ibañez, D. (2011). Bank risk during the financial crisis: Do business models matter(Working Paper Series No 1394)? Frankfurt, Germany: European Central Bank.-
dc.relation.referenceArellano, M.,& Bover, O. (1995). Another look at the instrumental variable estimation oferror-components models. Journal ofEconometrics, 68(1), 29–51.-
dc.relation.referenceBaselga-Pascual,L., Trujillo-Ponce, A., & Cardone-Riportella, C. (2015). Factorsinfluencing bank risk in Europe: Evidence from the financial crisis. North American Journal of Economics andFinance, 34(2015), 138–166.-
dc.relation.referenceBlundell, R.,& Bond, S. (1998). Initial conditions and moment restrictions in dynamicpanel data models. Journal ofEconometrics, 87(1), 115–143.-
dc.relation.referenceCubillas, E., & González,F. (2014). Financial liberalization and bank risk-taking: Internationalevidence. Journal of FinancialStability, 11, 32–48.-
dc.relation.referenceDemirgüc-Kunt,A., & Huizinga, H. (2010). Bank activity and funding strategies: The impacton risk and returns. Journal of FinancialEconomics, 98(3), 626–650.-
dc.relation.referenceKohler, M.(2012). Which banks are more risky? Theimpact of loan growth and business model on bank risk-taking (DiscussionPaper No 33/2012). Frankfurt, Germany: Deutsche Bundesbank.-
dc.relation.referenceLaeven, L.,& Levine, R. (2009). Bank governance, regulation and risk taking. Journal of Financial Economics, 93(2), 259–275.-
dc.relation.referenceLouzis, P.,Vouldis, A. T., & Metaxas, V. L. (2012).Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. Journal of Banking & Finance, 36(4),1012–1102.-
dc.relation.referenceMännasoo, K.,& Mayes, D. G. (2009). Explaining bank distress in EasternEuropeantransition economies. Journal ofBanking and Finance, 33(2), 244–225.-
dc.relation.referenceMercieca, S.,Schaeck, K., & Wolfe, S. (2007). Small European banks: Benefits fromdiversification? Journal of Banking andFinance, 31(7), 1975–1998.-
dc.relation.referencePoghosyan, T.,& Čihak, M. (2011). Determinants of bank distress in Europe: Evidence froma new data set. Journal of FinancialServices Research, 40(3),163–184.-
dc.relation.referenceRuiz-Porras,A. (2009). Financialstructure, financial development and banking fragility: International evidence.Análisis Económico, XXIV(56), 147–173.-
dc.relation.referenceStiroh, K.(2002). Diversification in banking: Isnoninterest income the answer (FRBof New York Staff Report No. 154)? NY: Federal Reserve Bank of New York.-
dc.relation.referenceUhde, A., &Heimeshoff, U. (2009). Consolidation in banking and financial stability inEurope: Empirical evidence. Journal ofBanking and Finance, 33(7),1299–1311. doi:10.1016/j.jbankfin.2009.01.006-
dc.relation.referenceVithessonthi,C. (2014). The effect of financial markets development on bank risk: Evidencefrom Southeast Asian Countries. International Review of Financial Analysis, 35(2014), 249–260.-
dc.relation.referenceWilliams, B.(2014). Bank risk and nationalgovernance in Asia. Journal ofBanking & Finance, 49, 10–26.-
dc.relation.referenceWindmeijer, F. (2005). A finite sample correction forthe variance of linear efficient two-step GMM estimators. Journal of Econometrics, 126(1),25–51.-
dc.identifier.doihttp://doi.org/10.24311/jabes/2016.23.2.08-
dc.format.firstpage120-
dc.format.lastpage136-
item.fulltextOnly abstracts-
item.openairetypeJournal Article-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
Appears in Collections:JABES in English
Show simple item record

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.