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Yassine Bakkar

Queen’s University Belfast

United Kingdom

  • Queen’s University Belfast

SCHOLARLY PAPERS

15

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2,181

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2

Scholarly Papers (15)

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1.

Apports de la Théorie des Valeurs Extrêmes au calcul de la Value-at-Risk (Contributions of the Extreme Values Theory in the calculation of Value-at-Risk)

Number of pages: 32 Posted: 15 Jun 2019
Yassine Bakkar
Queen’s University Belfast
Downloads 517 (135,306)

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Value at Risk, Extreme Value Theory, Generalized Pareto Distribution, GARCH model, backtesting

2.

Climate Risk and Bank Capital Structure

Downloads 505 (138,872)

Climate Risk and Bank Capital Structure

Number of pages: 47 Posted: 01 Aug 2023
Yassine Bakkar
Queen’s University Belfast
Downloads 284 (264,903)

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Dynamic capital structure, Speed of adjustment, Climate change, Paris Agreement, Balance sheet composition

Climate Risk and Bank Capital Structure

Number of pages: 48 Posted: 10 Jan 2024
Yassine Bakkar
Queen’s University Belfast
Downloads 87 (767,205)

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Dynamic capital structure, Speed of adjustment, Climate change, Paris Agreement, Balance sheet composition

Climate Risk and Bank Capital Structure

Number of pages: 124 Posted: 21 Aug 2025
Yassine Bakkar
Queen’s University Belfast
Downloads 71 (879,563)

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Dynamic capital structure, Speed of adjustment, Climate change, Paris Agreement, Balance sheet composition

Climate Risk and Bank Capital Structure

Number of pages: 49 Posted: 24 Jun 2024
Yassine Bakkar
Queen’s University Belfast
Downloads 63 (947,975)

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Dynamic capital structure, Speed of adjustment, Climate change, Paris Agreement, Balance sheet composition

3.

Does Banks’ Systemic Importance Affect Their Capital Structure and Balance Sheet Adjustment Processes?

NBB WP 369
Number of pages: 53 Posted: 16 Jun 2017 Last Revised: 26 Nov 2025
Yassine Bakkar, Olivier De Jonghe and Amine Tarazi
Queen’s University Belfast, National Bank of Belgium and University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE)
Downloads 207 (368,123)
Citation 1

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capital structure, speed of adjustment, systemic risk, systemic size, bank regulation, lending, balance sheet composition

4.

Charter Value and Bank Stability Before and After the Global Financial Crisis of 2007-2008

Number of pages: 36 Posted: 28 Jun 2016 Last Revised: 18 Oct 2017
Yassine Bakkar, Clovis Rugemintwari and Amine Tarazi
Queen’s University Belfast, Université de Limoges, LAPE and University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE)
Downloads 173 (435,504)

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Systemic risk, Standalone risk, Charter value, Bank strategies, Too-big-too-fail, Global financial crisis, Bank regulation

5.

Artificial Intelligence Narratives and Stock Market Returns

Number of pages: 10 Posted: 28 Aug 2025 Last Revised: 29 Aug 2025
Yassine Bakkar, Zouhaier Dhifaoui, SAMI BEN JABEUR and Julien Pillot
Queen’s University Belfast, affiliation not provided to SSRN, Lyon Catholic University and INSEEC
Downloads 142 (518,102)

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Artificial Intelligence, Return prediction, Time-varying linear model, Sieve bootstrap inference

6.

Borrower- and Lender-Based Macroprudential Policies: What Works Best Against Bank Systemic Risk?

Number of pages: 65 Posted: 27 Jun 2022
Nicholas Apergis, Ahmet Faruk Aysan and Yassine Bakkar
University of Piraeus, Hamad Bin Khalifa University - Center for Islamic Economics and Finance and Queen’s University Belfast
Downloads 119 (600,462)
Citation 1

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Systemic risk; Macroprudential policies; Complementarity; Monetary policy; Financial stability

7.

Internationalization, Foreign Complexity and Systemic Risk: Evidence from European Banks

Number of pages: 54 Posted: 06 Feb 2018 Last Revised: 23 Mar 2020
Yassine Bakkar and Annick Pamen Nyola
Queen’s University Belfast and Université de Limoges, LAPE
Downloads 117 (608,822)

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Systemic risk, European banking, Internationalization, Complexity, Financial stability, Bank regulation

8.

Democracy and Economic Development: Disentangling the Effect of Elections and Rule of Law

Number of pages: 25 Posted: 03 Jun 2019 Last Revised: 10 Jun 2019
Yassine Bakkar and Ali Recayi Ogcem
Queen’s University Belfast and University of Kent - Brussels Campus
Downloads 99 (694,528)

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Economic growth, democracy, rule of law, election, instrumental variable approach

9.

The Role of Carbon Disclosure in Influencing Valuation Adjustment Mechanisms and M&A Performance: Evidence from China

Number of pages: 33 Posted: 27 Sep 2025
Haithem AWIJEN, Maria-Eleni K. AGORAKI, Sami Ben-Jabeur and Yassine Bakkar
INSEEC, University of Peloponnese, Institute of Sustainable Business and Organizations, Sciences and Humanities Confluence Research Center - UCLY, ESDES, and Queen’s University Belfast
Downloads 63 (933,592)

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Carbon Disclosure, Valuation Adjustment Mechanism (VAM), ESG Reporting, Mergers and Acquisitions (MA)

10.

Heterogeneous Macroprudential Policies and Corporate Financing Decisions

Number of pages: 42 Posted: 23 Nov 2024
Yassine Bakkar and Michael Machokoto
Queen’s University Belfast and University of the Witwatersrand
Downloads 62 (951,658)

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Corporate capital structure, debt maturity, macroprudential policies.

11.

Dynamic Connectedness between Geopolitical Risk and Flow of Foreign Remittances: Evidence from Bric Economies

Number of pages: 29 Posted: 11 Sep 2024
Umar Nawaz Kayani, Yassine Bakkar, Mirzat Ullah, Farrukh Nawaz and Oleg Mariev
Al Ain University of Science & Technology - College of Business, Queen’s University Belfast, Graduate school of Economics and Management, Ural Federal University, Y Russia, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 49 (1,097,529)

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geopolitical risk, Foreign remittances, Nonlinear Autoregressive Distributed Lag (NARDL), Generalized Autoregressive Conditional Heteroscedasticity (GARCH), BRIC countries.

12.

Bank Boards: Navigating Risk and Regulatory Alignment

Number of pages: 12 Posted: 09 Jun 2023
Yassine Bakkar and Usman Gilani
Queen’s University Belfast and University of Leeds – Division of Accounting and Finance
Downloads 46 (1,109,210)

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Bank board, Cognitive-Concentration, bank stability

13.

Heterogeneous Macroprudential Policies and Corporate Financing Decisions

Number of pages: 46 Posted: 25 Jun 2025
Yassine Bakkar and Michael Machokoto
Queen’s University Belfast and University of the Witwatersrand
Downloads 36 (1,236,159)

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Capital structure, debt maturity, macroprudential policies

14.

Do Global Covol and Geopolitical Risks Affect Clean Energy Prices? Evidence from Explainable Artificial Intelligence Models

Number of pages: 26 Posted: 12 Aug 2024
Sami Ben-Jabeur, Yassine Bakkar and Oguzhan Cepni
Institute of Sustainable Business and Organizations, Sciences and Humanities Confluence Research Center - UCLY, ESDES,, Queen’s University Belfast and Copenhagen Business School
Downloads 29 (1,332,057)

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COVOL, Geopolitical risks, Global financial risk, clean energy, Explainable Artificial Intelligence Models

15.

War Risk Discourse and Oil Market Dynamics: 60 Years of Uncertainty

Number of pages: 40 Posted: 24 Mar 2026
SAMI BEN JABEUR, Khaled Mokni, Yassine Bakkar and Robert Scherer
Lyon Catholic University, University of Sousse, Queen’s University Belfast and Trinity University
Downloads 17 (1,481,165)

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War discourse, oil price, uncertainty, prediction