ORCID Profile
0000-0003-3901-1025
Current Organisation
RMIT University
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Publisher: Wiley
Date: 19-09-2020
DOI: 10.1111/ACFI.12538
Publisher: Elsevier BV
Date: 11-2022
Publisher: Elsevier BV
Date: 06-2020
Publisher: Elsevier BV
Date: 06-2016
Publisher: Wiley
Date: 09-10-2022
DOI: 10.1111/JBFA.12653
Abstract: We show that bank risk rises, particularly for larger banks and those with greater interest‐sensitive liabilities, during times of economic policy uncertainty through two economic channels: “credit rationing” and “revenue ersification.” The credit rationing channel shows that economic policy uncertainty increases aggregate loan spreads, exacerbating both adverse selection and moral hazard problems leading to higher bank risk. The revenue ersification channel suggests that as economic policy uncertainty reduces bank profits from traditional interest‐based products, banks ersify into other non‐traditional activities, thereby increasing their instability. Overall, our findings highlight the impact of economic policy uncertainty on exacerbating bank risk.
Publisher: Elsevier BV
Date: 12-2012
Publisher: Elsevier BV
Date: 10-2023
Publisher: Elsevier BV
Date: 11-2017
Publisher: Elsevier BV
Date: 10-2012
Start Date: 2017
End Date: 2019
Funder: Accounting and Finance Association of Australia and New Zealand
View Funded ActivityStart Date: 2016
End Date: 2017
Funder: RMIT University - EFM School
View Funded ActivityStart Date: 2018
End Date: 2019
Funder: RMIT University - College of Business
View Funded Activity