Details about Frank Strobel

Access statistics for papers by Frank Strobel.

Last updated 2025-03-17. Update your information in the RePEc Author Service.

Short-id: pst144

Working Papers

2024

1. Do risky banks pay their employees more?
   Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg

2023

2. Bondholder representatives on bank boards: A device for market discipline
   Post-Print, HAL
   See also Journal Article Bondholder representatives on bank boards: A device for market discipline, Economic Inquiry, Western Economic Association International (2023) (2023)
3. Time-varying Z-score measures for bank insolvency risk: Best practice
   Post-Print, HAL View citations (3)
   See also Journal Article Time-varying Z-score measures for bank insolvency risk: Best practice, Journal of Empirical Finance, Elsevier (2023) View citations (3) (2023)

2022

4. Implications for Bank Risk when Directors are Related to Minority Shareholders
   Post-Print, HAL
   See also Journal Article Implications for Bank Risk when Directors are Related to Minority Shareholders, Journal of Financial Services Research, Springer (2022) (2022)

2021

5. A one-sided Vysochanskii-Petunin inequality with financial applications
   Post-Print, HAL
   See also Journal Article A one-sided Vysochanskii-Petunin inequality with financial applications, European Journal of Operational Research, Elsevier (2021) (2021)

2020

6. An alternative Z-score measure for downside bank insolvency risk
   Post-Print, HAL
   See also Journal Article An alternative Z-score measure for downside bank insolvency risk, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (3) (2021)
7. Examining the impact on risk when directors are related to minority shareholders in closely-held banks
   Working Papers, HAL

2018

8. Bank dividends, agency costs and shareholder and creditor rights
   Post-Print, HAL View citations (14)
   See also Journal Article Bank dividends, agency costs and shareholder and creditor rights, International Review of Financial Analysis, Elsevier (2018) View citations (16) (2018)
9. Bank insolvency risk and Z-score measures: caveats and best practice
   Working Papers, HAL View citations (4)
10. Better than independent: the role of minority directors on bank boards
    Working Papers, HAL View citations (2)

2017

11. Bank capital regulation: are local or central regulators better?
    Post-Print, HAL View citations (2)
    Also in Post-Print, HAL (2015)
    Working Papers, HAL (2016)
    Working papers of CATT, HAL (2016)
    See also Journal Article Bank capital regulation: Are local or central regulators better?, Journal of International Financial Markets, Institutions and Money, Elsevier (2017) View citations (2) (2017)

2016

12. Bank ownership structure, lending corruption and the regulatory environment
    Post-Print, HAL View citations (18)
    See also Journal Article Bank ownership structure, lending corruption and the regulatory environment, Journal of Comparative Economics, Elsevier (2016) View citations (20) (2016)

2015

13. Bank Insolvency Risk and Z-Score Measures: A Refinement
    Post-Print, HAL View citations (87)
    See also Journal Article Bank insolvency risk and Z-score measures: A refinement, Finance Research Letters, Elsevier (2015) View citations (98) (2015)
14. Bank capital regulation: A role for a supranational regulator ?
    Post-Print, HAL
    Also in Post-Print, HAL (2015)
15. Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?
    Post-Print, HAL View citations (15)
    Also in Working Papers, HAL (2012) View citations (2)
    See also Journal Article Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?, The World Economy, Wiley Blackwell (2015) View citations (3) (2015)

2014

16. Bank Income Smoothing, Ownership Concentration and the Regulatory Environment
    Post-Print, HAL View citations (74)
    See also Journal Article Bank income smoothing, ownership concentration and the regulatory environment, Journal of Banking & Finance, Elsevier (2014) View citations (80) (2014)

2013

17. Bank insolvency risk and time-varying Z-score measures
    Post-Print, HAL View citations (119)
    See also Journal Article Bank insolvency risk and time-varying Z-score measures, Journal of International Financial Markets, Institutions and Money, Elsevier (2013) View citations (123) (2013)

2012

18. Bank equity Involvement in Industrial Firms and Bank Risk
    Working Papers, HAL View citations (12)
19. Does uncertainty matter for loan charge-offs ?
    Post-Print, HAL View citations (6)
    Also in Post-Print, HAL (2012) View citations (5)
    See also Journal Article Does uncertainty matter for loan charge-offs?, Journal of International Financial Markets, Institutions and Money, Elsevier (2012) View citations (5) (2012)

2004

20. Leaving EMU: a real options perspective
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group
    Also in Discussion Papers, Department of Economics, University of Birmingham (2004)
    See also Journal Article Leaving EMU: a real options perspective, Applied Economics, Taylor & Francis Journals (2005) View citations (3) (2005)
21. Monetary integration and inflation preferences: a real options analysis
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group
    See also Journal Article Monetary integration and inflation preferences: A real options analysis, European Economic Review, Elsevier (2005) View citations (4) (2005)

2000

22. When to Leave a Monetary Union: Now or Later?
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society

Journal Articles

2023

1. (Simple) ΔCoVaR bounds
   Applied Economics Letters, 2023, 30, (14), 1874-1881
2. Bondholder representatives on bank boards: A device for market discipline
   Economic Inquiry, 2023, 61, (3), 738-765
   See also Working Paper Bondholder representatives on bank boards: A device for market discipline, Post-Print (2023) (2023)
3. Time-varying Z-score measures for bank insolvency risk: Best practice
   Journal of Empirical Finance, 2023, 73, (C), 170-179 View citations (3)
   See also Working Paper Time-varying Z-score measures for bank insolvency risk: Best practice, Post-Print (2023) View citations (3) (2023)

2022

4. Implications for Bank Risk when Directors are Related to Minority Shareholders
   Journal of Financial Services Research, 2022, 62, (3), 233-265
   See also Working Paper Implications for Bank Risk when Directors are Related to Minority Shareholders, Post-Print (2022) (2022)

2021

5. A one-sided Vysochanskii-Petunin inequality with financial applications
   European Journal of Operational Research, 2021, 295, (1), 374-377
   See also Working Paper A one-sided Vysochanskii-Petunin inequality with financial applications, Post-Print (2021) (2021)
6. An alternative Z-score measure for downside bank insolvency risk
   Applied Economics Letters, 2021, 28, (2), 137-142 View citations (3)
   See also Working Paper An alternative Z-score measure for downside bank insolvency risk, Post-Print (2020) (2020)

2018

7. Bank dividends, agency costs and shareholder and creditor rights
   International Review of Financial Analysis, 2018, 56, (C), 93-111 View citations (16)
   See also Working Paper Bank dividends, agency costs and shareholder and creditor rights, Post-Print (2018) View citations (14) (2018)

2017

8. Bank capital regulation: Are local or central regulators better?
   Journal of International Financial Markets, Institutions and Money, 2017, 49, (C), 103-114 View citations (2)
   See also Working Paper Bank capital regulation: are local or central regulators better?, Post-Print (2017) View citations (2) (2017)
9. Predicting sovereign debt crises: An Early Warning System approach
   Journal of Financial Stability, 2017, 28, (C), 16-28 View citations (53)

2016

10. Bank ownership structure, lending corruption and the regulatory environment
    Journal of Comparative Economics, 2016, 44, (3), 732-751 View citations (20)
    See also Working Paper Bank ownership structure, lending corruption and the regulatory environment, Post-Print (2016) View citations (18) (2016)

2015

11. Bank insolvency risk and Z-score measures: A refinement
    Finance Research Letters, 2015, 13, (C), 214-224 View citations (98)
    See also Working Paper Bank Insolvency Risk and Z-Score Measures: A Refinement, Post-Print (2015) View citations (87) (2015)
12. Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?
    The World Economy, 2015, 38, (8), 1179-1204 View citations (3)
    See also Working Paper Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?, Post-Print (2015) View citations (15) (2015)

2014

13. Bank income smoothing, ownership concentration and the regulatory environment
    Journal of Banking & Finance, 2014, 41, (C), 253-270 View citations (80)
    See also Working Paper Bank Income Smoothing, Ownership Concentration and the Regulatory Environment, Post-Print (2014) View citations (74) (2014)

2013

14. Bank insolvency risk and time-varying Z-score measures
    Journal of International Financial Markets, Institutions and Money, 2013, 25, (C), 73-87 View citations (123)
    See also Working Paper Bank insolvency risk and time-varying Z-score measures, Post-Print (2013) View citations (119) (2013)
15. Uncertainty and switching in the mortgage market
    Applied Economics, 2013, 45, (21), 3068-3073

2012

16. Does uncertainty matter for loan charge-offs?
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (2), 264-277 View citations (5)
    See also Working Paper Does uncertainty matter for loan charge-offs ?, Post-Print (2012) View citations (6) (2012)
17. International tax arbitrage and residence vs. source-based capital income taxation
    Research in Economics, 2012, 66, (4), 391-397
18. International tax arbitrage, currency options and put-call parity conditions
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (3), 473-486 View citations (1)

2011

19. Bank insolvency risk and Z-score measures with unimodal returns
    Applied Economics Letters, 2011, 18, (17), 1683-1685 View citations (13)
20. Bank insolvency risk and different approaches to aggregate Z-score measures: a note
    Applied Economics Letters, 2011, 18, (16), 1541-1543 View citations (14)
21. The dividend puzzle and tax: a note
    Economics Bulletin, 2011, 31, (3), 2736-2743

2010

22. Bank insolvency risk and aggregate Z-score measures: a caveat
    Economics Bulletin, 2010, 30, (4), 2576-2578 View citations (8)

2009

23. Financial Fragility and Crisis Union in the Asia-Pacific Region
    Global Economy Journal, 2009, 9, (2), 12 View citations (3)

2007

24. JOINING EUROPEAN MONETARY UNION: A REAL OPTIONS PERSPECTIVE
    Scottish Journal of Political Economy, 2007, 54, (1), 105-115 View citations (3)
25. Southeast Asian monetary integration: a real options perspective
    Applied Economics, 2007, 39, (6), 759-763

2005

26. International tax arbitrage, financial parity conditions and preferential capital gains taxation
    Quantitative Finance, 2005, 5, (2), 219-226 View citations (2)
27. Leaving EMU: a real options perspective
    Applied Economics, 2005, 37, (13), 1449-1453 View citations (3)
    See also Working Paper Leaving EMU: a real options perspective, Money Macro and Finance (MMF) Research Group Conference 2004 (2004) (2004)
28. Monetary integration and inflation preferences: A real options analysis
    European Economic Review, 2005, 49, (4), 845-860 View citations (4)
    See also Working Paper Monetary integration and inflation preferences: a real options analysis, Money Macro and Finance (MMF) Research Group Conference 2003 (2004) (2004)

2003

29. Marriage and the value of waiting
    Journal of Population Economics, 2003, 16, (3), 423-430 View citations (4)

2001

30. International tax arbitrage, tax evasion and interest parity conditions
    Research in Economics, 2001, 55, (4), 413-427 View citations (6)
31. When to Leave a Monetary Union ?
    Revue économique, 2001, 52, (2), 389-397 View citations (5)
    Also in Revue Économique, 2001, 52, (2), 389-397 (2001) View citations (5)