In this study, we use a comprehensive sample of commercial banks from twenty-four
emerging markets to assess the presence of market discipline before and after the Covid-19 …

This paper examines the spillover effect of global economic policy uncertainty (EPU) on
sovereign credit default swap (CDS) spreads in a sample of 21 countries. We use a …

Corporate leverage among emerging market firms went up considerably after the 2007–09
Global Financial Crisis (GFC). We investigate how the increased emerging market corporate …

This study examines fifteen major banks' network connectedness in the Nigerian banking
system via its stock returns. The paper studies both the static and dynamic network …

The stability of the financial cycle is paramount for the effective formulation and
implementation of macroprudential policy in South Africa. The South African Reserve Bank …

We evaluate changes in system-wide information transmission following US and European
bank M&A. We generalize Granger causality network measures to consider spillover …

Cross-demand creates links between goods which cause demand-driven cross-price
dependencies. We construct a theoretical model to analyze their role in propagating …

While government led bank capital infusions in US and other developed markets have been
usually contingent an external shock or crisis episode, India presents a unique setting where …

The recent mergers of public sector banks in India has raised the level of concentration in
the banking industry to much higher than that prevailed before. While the impact of …

This research aims to measure systemic risk, especially in the banking system, between
2018 and 2022. In this research, the measurement method used is SRISK, which aims to …