Complexity and bank risk during the financial crisis

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 150
Issue: C
Pages: 118-121

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

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:150:y:2017:i:c:p:118-121
Journal Field
General
Author Count
3
Added to Database
2026-01-25