Market power and the risk-taking of banks: Some semiparametric evidence from emerging economies
Bang Jeon (),
Mengmeng Guo () and
No 2018-1, School of Economics Working Paper Series from LeBow College of Business, Drexel University
We investigate the nexus between the market power of banks and their risk-taking, using bank-level data from 35 emerging economies during the period of 2000-2014. Under a Bayesian framework, we employ the semiparametric method, which allows for a nonlinear risk impact of banks' market power. Our results suggest a significant nonlinear relationship between the market power and the risk-taking of banks.
Keywords: Market power; bank risk-taking; emerging economies (search for similar items in EconPapers)
JEL-codes: D53 G15 G21 (search for similar items in EconPapers)
Pages: 39 pages
New Economics Papers: this item is included in nep-ban, nep-com and nep-rmg
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Journal Article: Market power and risk-taking of banks: Some semiparametric evidence from emerging economies (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:ris:drxlwp:2018_001
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