Is bank risk appetite relevant to bank default in times of Covid-19?
The paper aims to analyze the effect of bank risk appetite on banks' default probabilities during the year of COVID-19 in 12 countries while controlling for bank-specific and country-specific effects over time. A System Generalized Methods of Moments (GMM) model of default probabilities is esti...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Published: |
Elsevier
2022
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/102011/ |