Cross-Sectional Analysis of Asian Bank Stock Returns

2012 ◽  
Author(s):  
Jiyoun An ◽  
Sung-o Na
Keyword(s):  
Stock Returns ◽  
Cross Sectional ◽  
Cross Sectional Analysis ◽  
Bank Stock Returns ◽  
Bank Stock ◽  
Sectional Analysis

scholarly journals Average Conditional Volatility: A Measure Of Systemic Risk For Commercial Banks

2011 ◽  
Vol 9 (2) ◽  
Author(s):  
Harikumar Sankaran ◽  
Manish Saxena ◽  
Christopher A. Erickson
Keyword(s):  
Stock Returns ◽  
Systemic Risk ◽  
Equity Capital ◽  
Capital Adequacy ◽  
Probability Of Default ◽  
Conditional Volatility ◽  
Cross Sectional ◽  
Bank Stock Returns ◽  
Bank Stock ◽  
High Level

<p class="MsoNormal" style="text-align: justify; margin: 0in 0.5in 0pt; mso-pagination: none;"><span style="color: black; font-size: 10pt; mso-themecolor: text1;"><span style="font-family: Times New Roman;">We propose using the cross-sectional (daily) average conditional volatility of commercial bank stock returns as a measure of systemic risk for the U.S. banking industry. The performance of this measure is tested using data from the 2008 pre-crisis period. The measure is shown to incorporate individual bank risk as well as the cumulative riskiness of a cross-section of banks. Cross-sectional regressions indicate that individual bank&rsquo;s probability of default is unrelated to the bank&rsquo;s conditional volatility during times of low, industry wide risk (as measured by average conditional volatility). However, the bank&rsquo;s conditional volatility significantly affects its probability of default when the industry is experiencing a high level risk. Regardless of the industry level risk, a bank&rsquo;s probability of default has a significant negative relation with its capital adequacy (as measured by the proportion of equity capital). Additionally, at an aggregate level, Granger causality tests indicate that the conditional volatility of &lsquo;big&rsquo; banks causes the riskiness of medium and small banks to increase.</span></span></p>

Evaluation of the prevalence and nutritional and social determinants of overweight in a population of schoolchildren: a cross-sectional analysis of 5,037 children

2012 ◽  
Vol 58 (4) ◽  
pp. 472-476 ◽  
Author(s):  
Caroline Filla Rosaneli ◽  
Flavia Auler ◽  
Carla Barreto Manfrinato ◽  
Claudine Filla Rosaneli ◽  
Caroline Sganzerla ◽  
...  
Keyword(s):  
Social Determinants ◽  
Cross Sectional ◽  
Cross Sectional Analysis ◽  
Sectional Analysis

Quantitative Clinical Characteristics of 53 Patients with MPS VII: A Cross-Sectional Analysis

2017 ◽  
Vol 48 (S 01) ◽  
pp. S1-S45
Author(s):  
M. Zielonka ◽  
S. Garbade ◽  
S. Kölker ◽  
G. Hoffmann ◽  
M. Ries
Keyword(s):  
Clinical Characteristics ◽  
Cross Sectional ◽  
Cross Sectional Analysis ◽  
Mps Vii ◽  
Sectional Analysis

Fracture prevalence in children 0-19 years-old in Mexico: A 10-year cross-sectional analysis

2019 ◽  
Author(s):  
Patricia Clark ◽  
Annarella Barbato ◽  
Miguel Angel Guagnelli ◽  
Jose Alberto Rascon ◽  
Edgar Denova ◽  
...  
Keyword(s):  
Cross Sectional ◽  
Cross Sectional Analysis ◽  
Fracture Prevalence ◽  
Sectional Analysis
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