8 documents found, page 1 of 1

Differentiated impact of spread determinants by personal loan category: Evidenc...

The empirical literature on the determinants of banking spreads has considered banks as pro-viders of one single product. According to this approach, the study of the effect of bank spreads determinants has assumed that this effect is uniform across the different types of loans offered by banks. The present study assesses the hypothesis that banking spreads attrib-utes have a differentiated impact on spreads, a...

Bargaining power and renegotiation of small private debt contracts

The present study is focused on the renegotiation of small debt contracts for small and medium-sized enterprises (SMEs). We use a proprietary database from a Brazilian bank and find that, when compared to large loans, the probability of renegotiation of small loans is much lower. We argue that this is due to the lack of ex-ante contingencies in this kind of loan, which reduces the transfer of control to the len...

Political connections and remuneration of bank boards’ members: moderating effe...

This study investigates the impact of political connections of members of banks’ Boards of Directors on these boards’ remuneration, and the influence of gender diversity on this impact. Using a panel of observations on 69 eurozone banks supervised by the ECB for the period 2011 to 2019, and the generalized method of moments (GMM), our empirical results indicate that political connections negatively impact avera...

Political connections and remuneration of bank board's members: Moderating effe...

This study investigates the effect of the political connections of members of banks' Boards of Directors on the remuneration of these boards, taking into account the gender diversity of their members. Using a panel of observations on 77 banks supervised by the ECB for the period 2013 to 2017, and the generalized method of moments (GMM), our results show that, when analyzing linear effects, political connections...

Political Connections and Banking Performance: The Moderating Effect of Gender ...

Purpose – The present study investigates the role of board gender diversity in explaining the effects of board members' political connections on banking performance in the Eurozone. Design/methodology/approach — This paper analyses panel data on 83 banks supervised by the European Central Bank (ECB) for the period 2013-2017, using a GMM-type estimation methodology. Findings — Results suggest that when gender di...

Political connections and banking performance: the moderating effect of gender ...

Essays on detecting and modelling heterogeneity in microeconometrics

Tese de doutoramento em Economia (Economia Matemática e Modelos Econométricos) apresentada à Fac. de Economia de Coimbra; A presente dissertação compreende quatro ensaios em Microeconometria, nos quais se aborda o tema da heterogeneidade não observada sob diversas metodologias de modelização e estimação. Parte das especificações propostas é apresentada como modelos de probabilidade de incumprimento, em contexto...

Modelos de fronteira estocástica de produção

O presente estudo constitui, no essencial, uma revisão da literatura econométrica sobre modelos de produção de fronteira e avaliação da eficiência técnica. Após introdução dos conceitos de função de produção e eficiência, e sintetizado o conjunto das fronteiras determinísticas, aborda-se o tema central dos modelos de fronteira estocástica de produção. Estes exibem, como característica distintiva, a presença dum...