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Governance and bank characteristics in the credit and sovereign debt crises – the impact of CEO power (2016)
Journal Article
Mollah, S., & Liljeblom, E. (2016). Governance and bank characteristics in the credit and sovereign debt crises – the impact of CEO power. Journal of Financial Stability, 27(December), (59-73). doi:10.1016/j.jfs.2016.09.003. ISSN 1572-3089

The global financial sector recently suffered from two interrelated crises: the credit crisis and the sovereign debt crisis. A common question is whether the recent experience with the credit crisis has helped in dealing with the sovereign debt crisi... Read More about Governance and bank characteristics in the credit and sovereign debt crises – the impact of CEO power.

The governance, risk-taking, and performance of Islamic banks (2016)
Journal Article
Mollah, S., Hassan, M. K., Al Farooque, O., & Mobarek, A. (2017). The governance, risk-taking, and performance of Islamic banks. Journal of Financial Services Research, 51(2), 195-219 . https://doi.org/10.1007/s10693-016-0245-2

We examine whether the difference in governance structures influences the risk taking and performance of Islamic banks compared to conventional banks. Using a sample of 52 Islamic banks and 104 conventional banks in 14 countries for the period from 2... Read More about The governance, risk-taking, and performance of Islamic banks.

Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods (2016)
Journal Article
Mollah, S., Hou, A. J., Mobarek, A., & Muradoglu, G. (2016). Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. Journal of Financial Stability, 24, 1-11. https://doi.org/10.1016/j.jfs.2016.03.003

In this paper, we use the DCC MIDAS approach to assess the validity of the wake-up call hypothesis for developed and emerging markets during the global financial crisis (GFC). We use this approach to decompose the total correlations into short- (dail... Read More about Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods.

Equity market contagion during global financial and Eurozone crises : evidence from a dynamic correlation analysis (2016)
Journal Article
Mollah, S., Quoreshi, A. M. M. S., & Zafirov, G. (2016). Equity market contagion during global financial and Eurozone crises : evidence from a dynamic correlation analysis. Journal of International Financial Markets, Institutions and Money, 41, 151-167 . https://doi.org/10.1016/j.intfin.2015.12.010

The devastation resulting from the recent global financial and Eurozone crises is immense. Most researchers commonly believe that the global financial crisis originated in the United States, and spread immediately to global financial hubs where it ev... Read More about Equity market contagion during global financial and Eurozone crises : evidence from a dynamic correlation analysis.