Frank Strobel

University of Birmingham - Department of Economics

Economics Department

Birmingham, B15 2TT

United Kingdom

http://www.economics.bham.ac.uk

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 17,508

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32

CROSSREF CITATIONS

29

Scholarly Papers (13)

1.

Bank Insolvency Risk and Z-Score Measures: A Refinement

Finance Research Letters, 2015; doi:10.1016/j.frl.2015.01.001
Number of pages: 15 Posted: 04 Feb 2011 Last Revised: 28 Nov 2019
Laetitia Lepetit and Frank Strobel
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE) and University of Birmingham - Department of Economics
Downloads 632 (64,575)
Citation 8

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insolvency risk, Z-score, probability, odds

2.

Time-varying Z-score measures for bank insolvency risk: best practice

Number of pages: 17 Posted: 05 Jan 2017 Last Revised: 06 Jan 2022
University Paris-Est Créteil (UPEC) - ERUDITE, University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), Université de Limoges, LAPE and University of Birmingham - Department of Economics
Downloads 542 (78,395)
Citation 5

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Z-score; bank; insolvency risk; risk measure

3.

Bank Insolvency Risk and Time-Varying Z-Score Measures

Journal of International Financial Markets, Institutions & Money, Vol. 25, pp. 73-87, 2013; doi:10.1016/j.intfin.2013.01.004
Number of pages: 18 Posted: 23 Mar 2014 Last Revised: 20 May 2015
Laetitia Lepetit and Frank Strobel
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE) and University of Birmingham - Department of Economics
Downloads 257 (180,626)
Citation 7

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insolvency risk, Z-score, time-varying, mean squared error

Bank Dividends, Agency Costs and Shareholder and Creditor Rights

Number of pages: 45 Posted: 28 Apr 2016 Last Revised: 01 Aug 2016
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), Universite de Limoges, LAPE, University of Birmingham - Department of Economics and Universitas Gadjah Mada
Downloads 125 (339,362)
Citation 1

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bank dividend, agency conflict, corporate governance, regulatory environment

Bank Dividends, Agency Costs and Shareholder and Creditor Rights

Number of pages: 46 Posted: 02 Aug 2016
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), Universite de Limoges, LAPE, University of Birmingham - Department of Economics and Universitas Gadjah Mada
Downloads 125 (339,362)

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Bank Dividend; Agency Conflict; Corporate Governance; Regulatory Environment

5.

Bank Equity Involvement in Industrial Firms and Bank Risk

Number of pages: 40 Posted: 22 Nov 2010 Last Revised: 18 Jul 2012
Laetitia Lepetit and Frank Strobel
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE) and University of Birmingham - Department of Economics
Downloads 146 (300,124)
Citation 1

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equity investment, bank risk, shareholder protection

6.

Bank Ownership Structure, Lending Corruption and the Regulatory Environment

Journal of Comparative Economics, Forthcoming
Number of pages: 45 Posted: 12 Mar 2015 Last Revised: 04 Sep 2015
Thierno Barry, Laetitia Lepetit and Frank Strobel
Université de Limoges, LAPE, University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE) and University of Birmingham - Department of Economics
Downloads 110 (370,526)
Citation 1

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bank lending, corruption, ownership structure, regulatory environment, economic development

7.

Bank Income Smoothing, Ownership Concentration and the Regulatory Environment

Journal of Banking and Finance, Vol. 41, April 2014, pp. 253–270; doi:10.1016/j.jbankfin.2013.12.001
Number of pages: 54 Posted: 22 Aug 2012 Last Revised: 19 May 2015
Vincent Bouvatier, Laetitia Lepetit and Frank Strobel
University Paris-Est Créteil (UPEC) - ERUDITE, University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE) and University of Birmingham - Department of Economics
Downloads 110 (370,526)
Citation 11

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income smoothing; loan loss provisions; ownership concentration; regulatory environment

8.

Implications for Bank Risk When Directors Are Related to Minority Shareholders

Number of pages: 41 Posted: 04 Jun 2016 Last Revised: 25 Mar 2020
University of Limoges, University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), University of Birmingham - Department of Economics and EconomiX
Downloads 75 (471,369)
Citation 2

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Bank governance; minority directors; agency conflicts; market valuation; bank risk

9.

Bank Insolvency Risk, Z-Score Measures and Unimodal Returns: a Refinement

Number of pages: 10 Posted: 19 Jan 2023
Mathieu Mercadier and Frank Strobel
ESC Clermont Business School and University of Birmingham - Department of Economics
Downloads 11 (852,317)

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Bank; Insolvency Risk; Z-Score; Unimodality; One-Sided Vysochanskii-Petunin Inequality

Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?

The World Economy, Vol. 38, Issue 8, pp. 1179-1204, 2015
Number of pages: 26 Posted: 14 Aug 2015
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), Université de Limoges, LAPE and University of Birmingham - Department of Economics
Downloads 3 (975,362)

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Monetary, Financial and Fiscal Stability in the East African Community: Ready for a Monetary Union?

World Economy, 2014; doi: 10.1111/twec.12243
Posted: 18 Oct 2012 Last Revised: 04 Feb 2015
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), Université de Limoges, LAPE and University of Birmingham - Department of Economics

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monetary union, East African Community, financial stability, real option

11.

Uncertainty and Switching in the Mortgage Market

Applied Economics, Vol. 45, No. 21, pp. 3068-3073, 2013; doi: 10.1080/13504851.2012.690842
Posted: 03 Dec 2009 Last Revised: 04 Feb 2015
Céline Gondat-Larralde and Frank Strobel
Bank of England, Centre for Central Banking Studies and University of Birmingham - Department of Economics

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switching, mortgage, real option, calibration

12.

Financial Fragility and Crisis Union in the Asia-Pacific Region

Global Economy Journal, Volume 9, Issue 2, 2009; doi: 10.2202/1524-5861.1460
Posted: 14 Jan 2009 Last Revised: 04 Feb 2015
Frank Strobel
University of Birmingham - Department of Economics

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financial fragility, crisis union, Asia-Pacific region, real option, calibration

13.

Does Uncertainty Matter for Loan Charge-Offs?

Journal of International Financial Markets, Institutions & Money, Vol. 22 (2), pp. 264-277, 2012; doi:10.1016/j.intfin.2011.09.006
Posted: 17 Mar 2008 Last Revised: 04 Feb 2015
Laetitia Lepetit, Frank Strobel and David Dickinson
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), University of Birmingham - Department of Economics and University of Birmingham - Department of Economics

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discretion, loan charge-off, uncertainty dependence, real option