Country-level cryptocurrency uncertainty and bank cost of capital

C-Tier
Journal: Economics Letters
Year: 2025
Volume: 256
Issue: C

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This study explores the impact of country-level cryptocurrency uncertainty on bank cost of capital, utilizing data from 63 countries over the period of 2009 to 2023. Our findings indicate that cryptocurrency uncertainty is associated with a reduction in banks’ cost of capital. This result remains robust using alternative proxies and controlling for endogeneity concerns. Additionally, we document that the impact is more pronounced for banks with low market competition, and high interest margin. These results provide valuable insights for policymakers and industry practitioners regarding the implications of cryptocurrency uncertainty on financial institutions.

Technical Details

RePEc Handle
repec:eee:ecolet:v:256:y:2025:i:c:s0165176525004513
Journal Field
General
Author Count
3
Added to Database
2026-01-24