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Relevance of size in predicting bank failures

Alzugaiby, B., Gupta, J., Mullineux, A., Ahmed, R. (2021) Relevance of size in predicting bank failures. International Journal of Finance and Economics, 26 (3). pp. 3504-3543. ISSN 1076-9307. (doi:10.1002/ijfe.1973) (KAR id:96232)

Abstract

Employing a statistical model-building strategy, this study aims to analyse the United States' bank failures across different size categories (small, medium, and large). Our results suggest that factors associated with bank failures vary across respective size categories, and the average marginal effects (AMEs) of mutually significant covariates also exhibit significant variability across different size classes of banks. The results are robust to up-to 3 years of lagged regression estimates, various control variables, interaction between bank size and bank charter, alternative bank size classifications, and macroeconomic crisis periods.

Item Type: Article
DOI/Identification number: 10.1002/ijfe.1973
Uncontrolled keywords: banking; financial crisis; financial market; financial services; macroeconomics; regression analysis, United States
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Divisions > Kent Business School - Division > Department of Accounting and Finance
Depositing User: Rizwan Ahmed
Date Deposited: 16 Aug 2022 11:02 UTC
Last Modified: 27 Oct 2023 13:16 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/96232 (The current URI for this page, for reference purposes)

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