Complexity and bank risk during the financial crisis
(2017) In Economics Letters 150. p.114-117- Abstract
- We construct a novel dataset to measure banks’ complexity and relate it to banks’ riskiness. The sample covers stock listed Euro area banks from 2007 to 2014. Bank stability is significantly affected by complexity, whereas the direction of the effect differs across complexity measures.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/5d34011f-d315-43d1-9a75-a9d0fa2642fd
- author
- Krause, Thomas ; Sondershaus, Talina LU and Tonzer, Lena
- publishing date
- 2017-01
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- Bank risk, Complexity, G01, G20, G33
- in
- Economics Letters
- volume
- 150
- pages
- 4 pages
- publisher
- Elsevier
- external identifiers
-
- scopus:84999853510
- ISSN
- 0165-1765
- DOI
- 10.1016/j.econlet.2016.11.026
- language
- English
- LU publication?
- no
- id
- 5d34011f-d315-43d1-9a75-a9d0fa2642fd
- date added to LUP
- 2022-09-07 15:47:16
- date last changed
- 2025-04-04 13:54:00
@article{5d34011f-d315-43d1-9a75-a9d0fa2642fd,
abstract = {{We construct a novel dataset to measure banks’ complexity and relate it to banks’ riskiness. The sample covers stock listed Euro area banks from 2007 to 2014. Bank stability is significantly affected by complexity, whereas the direction of the effect differs across complexity measures.}},
author = {{Krause, Thomas and Sondershaus, Talina and Tonzer, Lena}},
issn = {{0165-1765}},
keywords = {{Bank risk; Complexity; G01; G20; G33}},
language = {{eng}},
pages = {{114--117}},
publisher = {{Elsevier}},
series = {{Economics Letters}},
title = {{Complexity and bank risk during the financial crisis}},
url = {{http://dx.doi.org/10.1016/j.econlet.2016.11.026}},
doi = {{10.1016/j.econlet.2016.11.026}},
volume = {{150}},
year = {{2017}},
}