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Lakshmi Balasubramanyan

Personal Details

First Name:Lakshmi
Middle Name:
Last Name:Balasubramanyan
Suffix:
RePEc Short-ID:pba194
The Federal Reserve Bank of Cleveland
Terminal Degree:2008 Department of Economics; Pennsylvania State University (from RePEc Genealogy)

Affiliation

Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
https://www.clevelandfed.org/
RePEc:edi:frbclus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lakshmi Balasubramanyan & Naveen Daniel & Joseph G. Haubrich & Lalitha Naveen, 2019. "Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment," Working Papers 19-01, Federal Reserve Bank of Cleveland.
  2. Lakshmi Balasubramanyan & Allen N. Berger & Matthew Koepke, 2016. "How Do Lead Banks Use Their Private Information about Loan Quality in the Syndicated Loan Market?," Working Papers (Old Series) 1616, Federal Reserve Bank of Cleveland.
  3. Lakshmi Balasubramanyan & Ben R. Craig & James B. Thomson & Saeed Zaman, 2015. "Credit Market Information Feedback," Working Papers (Old Series) 1515, Federal Reserve Bank of Cleveland.
  4. Lakshmi Balasubramanyan & Joseph G. Haubrich, 2014. "What do we know about regional banks? An exploratory analysis," Working Papers (Old Series) 1316, Federal Reserve Bank of Cleveland.
  5. Lakshmi Balasubramanyan, 2014. "Differential Capital Requirements: Leverage Ratio versus Risk-Based Capital Ratio from a Monitoring Perspective," Working Papers (Old Series) 1415, Federal Reserve Bank of Cleveland.
  6. Lakshmi Balasubramanyan & James B. Thomson & Saeed Zaman, 2013. "Are banks forward-looking in their loan loss provisioning? Evidence from the Senior Loan Officer Opinion Survey (SLOOS)," Working Papers (Old Series) 1313, Federal Reserve Bank of Cleveland.
  7. Lakshmi Balasubramanyan & David D. VanHoose, 2012. "Bank balance sheet dynamics under a regulatory liquidity-coverage-ratio constraint," Working Papers (Old Series) 1209, Federal Reserve Bank of Cleveland.
  8. Kevin T. Jacques & Lakshmi Balasubramanyan, 2011. "Risk Weights in Regulatory Capital Standards: Is It Necessary to 'Get It Right'?," NFI Working Papers 2011-WP-23, Indiana State University, Scott College of Business, Networks Financial Institute.
  9. Lakshmi Balasubramanyan, 2011. "The Impact of Concurrent Capital and Liquidity Requirements," NFI Working Papers 2011-WP-25, Indiana State University, Scott College of Business, Networks Financial Institute.
  10. Lakshmi Balasubramanyan, 2009. "Measuring the Efficiency of Financial Inputs for Entrepreneurship," NFI Working Papers 2009-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.
  11. Lakshmi Balasubramanyan, 2005. "Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?," Finance 0509002, University Library of Munich, Germany.
  12. Gamini Premaratne & Lakshmi Bala, 2004. "Stock Market Volatility: Examining North America, Europe and Asia," Econometric Society 2004 Far Eastern Meetings 479, Econometric Society.

Articles

  1. Balasubramanyan, Lakshmi & Berger, Allen N. & Koepke, Matthew M., 2019. "How do lead banks use their private information about loan quality in the syndicated loan market?," Journal of Financial Stability, Elsevier, vol. 43(C), pages 53-78.
  2. Lakshmi Balasubramanyan & James B. Thomson & Saeed Zaman, 2017. "Evidence of Forward-Looking Loan Loss Provisioning with Credit Market Information," Journal of Financial Services Research, Springer;Western Finance Association, vol. 52(3), pages 191-223, December.
  3. Lakshmi Balasubramanyan & Ben Craig & James B. Thomson & Saeed Zaman, 2016. "Credit Market Information Feedback," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 405-407, September.
  4. Lakshmi Balasubramanyan & Timothy Bianco, 2015. "The Often-Ignored Regional Banking Sector," Economic Commentary, Federal Reserve Bank of Cleveland, issue Feb.
  5. Balasubramanyan, Lakshmi & VanHoose, David D., 2013. "Bank balance sheet dynamics under a regulatory liquidity-coverage-ratio constraint," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 53-67.
  6. Balasubramanyan, Lakshmi & Coulson, Edward, 2013. "Do house prices impact business starts?," Journal of Housing Economics, Elsevier, vol. 22(1), pages 36-44.
  7. Lakshmi Balasubramanyan & Joseph G. Haubrich & Stephen P. Jenkins & Nadine Wallman, 2013. "Focusing on the Future: Regional Banks and the Financial Marketplace," Forefront, Federal Reserve Bank of Cleveland, issue Winter, pages 4-9.
  8. Lakshmi Balasubramanyan & Spiro Stefanou & Jeffrey Stokes, 2012. "An entropy approach to size and variance heterogeneity in U.S. commercial banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 728-749, July.
  9. Lakshmi Balasubramanyan & Ramesh Mohan, 2010. "How well is productivity being priced?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(4), pages 415-429, October.
  10. Lakshmi Balasubramanyan & Spiro Stefanou & Jeffrey Stokes, 2010. "Declining cost efficiency as a signal of increasing bank vulnerability: an entropy-based approach," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1769-1781.
  11. Jeffrey R. Stokes & Jonathan B. Dressler & Lakshmi Balasubramanyan, 2008. "Credit risk rating migration and unobserved borrower heterogeneity," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 68(2), pages 237-253, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Lakshmi Balasubramanyan & Naveen Daniel & Joseph G. Haubrich & Lalitha Naveen, 2019. "Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment," Working Papers 19-01, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Bernhard Kassner, 2023. "Taming Overconfident CEOs Through Stricter Financial Regulation," Rationality and Competition Discussion Paper Series 375, CRC TRR 190 Rationality and Competition.
    2. Andreas Fuster & Matthew Plosser & James Vickery, 2018. "Does CFPB Oversight Crimp Credit?," Staff Reports 857, Federal Reserve Bank of New York.

  2. Lakshmi Balasubramanyan & Allen N. Berger & Matthew Koepke, 2016. "How Do Lead Banks Use Their Private Information about Loan Quality in the Syndicated Loan Market?," Working Papers (Old Series) 1616, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Beni Kouevi Gath, 2021. "Credit Information Sharing and Bank Stability: Evidence from SSA Countries," Working Papers CEB 21-009, ULB -- Universite Libre de Bruxelles.
    2. De Novellis, G. & Musile Tanzi, P. & Ranalli, M.G. & Stanghellini, E., 2024. "Leveraged finance exposure in the banking system: Systemic risk and interconnectedness," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
    3. Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2021. "Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?," MPRA Paper 107083, University Library of Munich, Germany.
    4. Hassan Akram & Adnan Hushmat, 2024. "Bank liquidity creation and solvency risk with moderating role of loan concentration: a comparative study of Islamic and conventional banks in Pakistan and Malaysia," Risk Management, Palgrave Macmillan, vol. 26(4), pages 1-32, December.
    5. Rhys Bidder & John Krainer & Adam Shapiro, 2020. "Online Appendix to "De-leveraging or de-risking? How banks cope with loss"," Online Appendices 19-100, Review of Economic Dynamics.
    6. Stijn Claessens & Andy Law & Teng Wang, 2018. "How do credit ratings affect bank lending under capital constraints?," BIS Working Papers 747, Bank for International Settlements.
    7. Kristian S. Blickle & Quirin Fleckenstein & Sebastian Hillenbrand & Anthony Saunders, 2020. "The Myth of the Lead Arranger’s Share," Staff Reports 922, Federal Reserve Bank of New York.
    8. Emilio Abad-Segura & Mariana-Daniela González-Zamar, 2020. "Global Research Trends in Financial Transactions," Mathematics, MDPI, vol. 8(4), pages 1-32, April.
    9. Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2019. "De-leveraging or De-risking? How Banks Cope with Loss," Working Paper Series 2017-3, Federal Reserve Bank of San Francisco.

  3. Lakshmi Balasubramanyan & James B. Thomson & Saeed Zaman, 2013. "Are banks forward-looking in their loan loss provisioning? Evidence from the Senior Loan Officer Opinion Survey (SLOOS)," Working Papers (Old Series) 1313, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Ozili, Peterson K, 2017. "Bank Loan Loss Provisions Research: A Review," MPRA Paper 76495, University Library of Munich, Germany.
    2. Urooj Khan & Alvis K. Lo, 2019. "Bank Lending Standards and Borrower Accounting Conservatism," Management Science, INFORMS, vol. 65(11), pages 5337-5359, November.
    3. Alejandro Jara & Juan-Francisco Martínez & Daniel Oda, 2017. "Bank’s Lending Growth in Chile: The Role of the Senior Loan Officers Survey," Working Papers Central Bank of Chile 802, Central Bank of Chile.
    4. Urooj Khan & N. Bugra Ozel, 2016. "Real Activity Forecasts Using Loan Portfolio Information," Journal of Accounting Research, Wiley Blackwell, vol. 54(3), pages 895-937, June.
    5. Couch, Robert & Thibodeau, Nicole & Wu, Wei, 2017. "Are fair value options created equal? A study of SFAS 159 and earnings volatility," Advances in accounting, Elsevier, vol. 38(C), pages 15-29.

  4. Lakshmi Balasubramanyan & David D. VanHoose, 2012. "Bank balance sheet dynamics under a regulatory liquidity-coverage-ratio constraint," Working Papers (Old Series) 1209, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," Working Papers hal-03459508, HAL.
    2. Li, Boyao, 2024. "A balance sheet analysis of monetary policy effects on banks," Global Finance Journal, Elsevier, vol. 61(C).
    3. Jane E. Ihrig & Edward Kim & Cindy M. Vojtech & Gretchen C. Weinbach, 2019. "How Have Banks Been Managing the Composition of High-Quality Liquid Assets?," Review, Federal Reserve Bank of St. Louis, vol. 101(3).
    4. Grzegorz Haᴌaj & Christoffer Kok, 2015. "Modelling the emergence of the interbank networks," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 653-671, April.
    5. Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Post-Print hal-03399574, HAL.
    6. Shazleena Mohamed Zainudin & Siti Zaleha Abdul Rasid & Rosmini Omar & Rohail Hassan, 2019. "The Good and Bad News about the New Liquidity Rules of Basel III in Islamic Banking of Malaysia," JRFM, MDPI, vol. 12(3), pages 1-15, July.
    7. Passmore, Wayne & Temesvary, Judit, 2022. "How investor demands for safety influence bank capital and liquidity trade-offs," Journal of Financial Stability, Elsevier, vol. 60(C).
    8. Faisal Abbas & Shoaib Ali & Imran Yousaf & Wing-Keung Wong, 2021. "Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks," JRFM, MDPI, vol. 14(6), pages 1-16, June.
    9. Li, Boyao & Xiong, Wanting & Chen, Liujun & Wang, Yougui, 2017. "The impact of the liquidity coverage ratio on money creation: A stock-flow based dynamic approach," Economic Modelling, Elsevier, vol. 67(C), pages 193-202.
    10. Naďa Blahová & Karel Brůna, 2015. "Ekonomické a regulatorní podmínky řízení likvidity v bankovním sektoru České republiky v kontextu aplikace poměru likvidního krytí [Economic and Regulatory Conditions of Liquidity Management in the," Politická ekonomie, Prague University of Economics and Business, vol. 2015(6), pages 689-713.
    11. Hałaj, Grzegorz, 2016. "Dynamic balance sheet model with liquidity risk," Working Paper Series 1896, European Central Bank.
    12. Sebastian Krug & Matthias Lengnick & Hans-Werner Wohltmann, 2014. "The impact of Basel III on financial (in)stability: an agent-based credit network approach," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1917-1932, December.
    13. Li, Boyao, 2021. "Bank equity, interest payments, and credit creation under Basel III regulations," MPRA Paper 111269, University Library of Munich, Germany.
    14. Li, Boyao, 2021. "When government expenditure meets bank regulation: The impact of government expenditure on credit supply," MPRA Paper 111311, University Library of Munich, Germany.
    15. Schmaltz, Christian & Heidorn, Thomas & Torchiani, Ingo, 2018. "Distance to compliance portfolios: An integrated shortfall measure for basel III," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 87-101.
    16. Chiara Perillo & Stefano Battiston, 2020. "Real implications of Quantitative Easing in the euro area: a complex-network perspective," Papers 2004.09418, arXiv.org.
    17. Jill Cetina & Katherine Gleason, 2015. "The Difficult Business of Measuring Banks' Liquidity: Understanding the Liquidity Coverage Ratio," Working Papers 15-20, Office of Financial Research, US Department of the Treasury.
    18. Lilit Popoyan, 2020. "Macroprudential Policy: a Blessing or a Curse?," Review of Economics and Institutions, Università di Perugia, vol. 11(1-2).
    19. Daragh Clancy & Rossana Merola, 2016. "Countercyclical capital rules for small open economies," Working Papers 10, European Stability Mechanism.
    20. Karel Brůna & Naďa Blahová, 2016. "Systemic Liquidity Shocks and Banking Sector Liquidity Characteristics on the Eve of Liquidity Coverage Ratio Application - The Case of the Czech Republic," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 5(1), pages 159-184.
    21. MD Gyasuddin Ansari & Rudra Sensarma, 2023. "Monetary Policy, Liquidity Shock and Bank lending: The Case of Currency Demonetization in India," Working papers 575, Indian Institute of Management Kozhikode.
    22. Li, Boyao, 2024. "A balance sheet analysis of monetary policy effects on banks," MPRA Paper 120882, University Library of Munich, Germany.
    23. Li, Boyao, 2022. "How does bank equity affect credit creation? Multiplier effects under Basel III regulations," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 299-324.

  5. Kevin T. Jacques & Lakshmi Balasubramanyan, 2011. "Risk Weights in Regulatory Capital Standards: Is It Necessary to 'Get It Right'?," NFI Working Papers 2011-WP-23, Indiana State University, Scott College of Business, Networks Financial Institute.

    Cited by:

    1. Ramadorai, Tarun & Ranish, Benjamin & Campbell, John Y., 2015. "The Impact of Regulation on Mortgage Risk: Evidence from India," Scholarly Articles 34331451, Harvard University Department of Economics.

  6. Lakshmi Balasubramanyan, 2009. "Measuring the Efficiency of Financial Inputs for Entrepreneurship," NFI Working Papers 2009-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.

    Cited by:

    1. Nsiah K. Acheampong, 2013. "The Effects of Foreign Bank Entry on Financial Performance of Domestic-Owned Banks in Ghana," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(3), pages 93-104.

  7. Lakshmi Balasubramanyan, 2005. "Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?," Finance 0509002, University Library of Munich, Germany.

    Cited by:

    1. Abdul Hakim & Michael McAleer, 2009. "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series CIRJE-F-676, CIRJE, Faculty of Economics, University of Tokyo.
    2. Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 47190, University Library of Munich, Germany, revised 17 May 2013.
    3. Botshekan , Mohamad Hashem & Mohseni , Hosein, 2017. "Volatility Spillover among Industries in the Capital Market in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(2), pages 213-233, April.

  8. Gamini Premaratne & Lakshmi Bala, 2004. "Stock Market Volatility: Examining North America, Europe and Asia," Econometric Society 2004 Far Eastern Meetings 479, Econometric Society.

    Cited by:

    1. Abdul Hakim & Michael McAleer, 2010. "Modelling the interactions across international stock, bond and foreign exchange markets," Applied Economics, Taylor & Francis Journals, vol. 42(7), pages 825-850.
    2. Aastha KHERA & Dr. Miklesh Prasad YADAV, 2020. "Predicting the volatility in stock return of emerging economy: An empirical approach," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(625), W), pages 233-244, Winter.
    3. Singh, Priyanka & Kumar, Brajesh & Pandey, Ajay, 2010. "Price and volatility spillovers across North American, European and Asian stock markets," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 55-64, January.
    4. C. P. Gupta & Sanjay Sehgal & Sahaj Wadhwa, 2018. "Agricultural Commodity Trading: Is it Destabilizing Spot Markets?," Vikalpa: The Journal for Decision Makers, , vol. 43(1), pages 47-57, March.
    5. Paramita Mukherjee, 2011. "An exploration on volatility across India and some developed and emerging equity markets," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 18(2), pages 79-103, December.
    6. Egert, Balazs & Kocenda, Evzen, 2007. "Interdependence between Eastern and Western European stock markets: Evidence from intraday data," Economic Systems, Elsevier, vol. 31(2), pages 184-203, June.
    7. Gabriel, Vítor, 2015. "Sensitivity, Persistence and Asymmetric Effects in International Stock Market Volatility during the Global Financial Crisis || Efectos de sensibilidad, persistencia y asimetría en la volatilidad de lo," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 19(1), pages 42-65, June.
    8. Priyanka Singh & Brajesh Kumar & Pandey, Ajay, 2008. "Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market," IIMA Working Papers WP2008-12-04, Indian Institute of Management Ahmedabad, Research and Publication Department.
    9. Chaker Aloui, 2011. "Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 4(2), pages 289-326, May.
    10. Nartea, Gilbert V. & Wu, Ji, 2013. "Is there a volatility effect in the Hong Kong stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 119-135.
    11. Claudeci Da Silva & Hugo Agudelo Murillo & Joaquim Miguel Couto, 2014. "Early Warning Systems: Análise De Ummodelo Probit De Contágio De Crise Dos Estados Unidos Para O Brasil(2000-2010)," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 110, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

Articles

  1. Balasubramanyan, Lakshmi & Berger, Allen N. & Koepke, Matthew M., 2019. "How do lead banks use their private information about loan quality in the syndicated loan market?," Journal of Financial Stability, Elsevier, vol. 43(C), pages 53-78.
    See citations under working paper version above.
  2. Lakshmi Balasubramanyan & James B. Thomson & Saeed Zaman, 2017. "Evidence of Forward-Looking Loan Loss Provisioning with Credit Market Information," Journal of Financial Services Research, Springer;Western Finance Association, vol. 52(3), pages 191-223, December.

    Cited by:

    1. Fang Du & Diana Hancock & Alexander H. von Hafften, 2022. "Are Incurred Loss Standards Countercyclical? A Case Study Using U.S. Bank Holding Company Data," JRFM, MDPI, vol. 15(3), pages 1-30, February.
    2. Simper, Richard & Dadoukis, Aristeidis & Bryce, Cormac, 2019. "European bank loan loss provisioning and technological innovative progress," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 119-130.
    3. Zhang, Ailian & Wang, Shuyao & Liu, Bai & Fu, Jingyuan, 2020. "The double-edged sword effect of diversified operation on pre- and post-loan risk in the government-led Chinese commercial banks," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    4. Jinyong Kim & Mingook Kim & Yongsik Kim, 2020. "Bank Transparency and the Market’s Perception of Bank Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(2), pages 115-142, December.
    5. Maximilian Zurek, 2022. "Real Estate Markets and Lending: Does Local Growth Fuel Risk?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 62(1), pages 27-59, October.
    6. Behn, Markus & Couaillier, Cyril, 2023. "Same same but different: credit risk provisioning under IFRS 9," Working Paper Series 2841, European Central Bank.
    7. Ailian Zhang & Shuyao Wang & Bai Liu & Pei Liu, 2022. "How fintech impacts pre‐ and post‐loan risk in Chinese commercial banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2514-2529, April.

  3. Balasubramanyan, Lakshmi & VanHoose, David D., 2013. "Bank balance sheet dynamics under a regulatory liquidity-coverage-ratio constraint," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 53-67.
    See citations under working paper version above.
  4. Balasubramanyan, Lakshmi & Coulson, Edward, 2013. "Do house prices impact business starts?," Journal of Housing Economics, Elsevier, vol. 22(1), pages 36-44.

    Cited by:

    1. Lakshmi Balasubramanyan & Joseph G. Haubrich, 2014. "What do we know about regional banks? An exploratory analysis," Working Papers (Old Series) 1316, Federal Reserve Bank of Cleveland.
    2. Hassan F. Gholipour, 2020. "Urban house prices and investments in small and medium-sized industrial firms: Evidence from provinces of Iran," Urban Studies, Urban Studies Journal Limited, vol. 57(16), pages 3347-3362, December.
    3. Mats Håkan Wilhelmsson, 2017. "The effect of house prices on business start-ups: A review and analysis using Swedish regional data," REGION, European Regional Science Association, vol. 4, pages 1-16.
    4. Remco Mocking & Benedikt Vogt & Wolter Hassink, 2017. "Collateral Damage? Decreasing House Prices and Entrepreneurial Lending," CPB Discussion Paper 351, CPB Netherlands Bureau for Economic Policy Analysis.

  5. Lakshmi Balasubramanyan & Joseph G. Haubrich & Stephen P. Jenkins & Nadine Wallman, 2013. "Focusing on the Future: Regional Banks and the Financial Marketplace," Forefront, Federal Reserve Bank of Cleveland, issue Winter, pages 4-9.

    Cited by:

    1. Evanthia K. Zervoudi, 2019. "Parallel banking system: Opportunities and Challenges," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(4), pages 1-4.

  6. Lakshmi Balasubramanyan & Spiro Stefanou & Jeffrey Stokes, 2012. "An entropy approach to size and variance heterogeneity in U.S. commercial banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 728-749, July.

    Cited by:

    1. Laureti, Tiziana & Secondi, Luca & Biggeri, Luigi, 2014. "Measuring the efficiency of teaching activities in Italian universities: An information theoretic approach," Economics of Education Review, Elsevier, vol. 42(C), pages 147-164.

  7. Lakshmi Balasubramanyan & Ramesh Mohan, 2010. "How well is productivity being priced?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(4), pages 415-429, October.

    Cited by:

    1. Isaac Marcelin & Daniel Brink & David Oluwatosin Fadiran & Hammed Adedeji Amusa, 2019. "Subsidized labour and firms: Investment, profitability, and leverage," WIDER Working Paper Series wp-2019-50, World Institute for Development Economic Research (UNU-WIDER).
    2. Naoto Jinji & Xingyuan Zhang & Shoji Haruna, 2022. "Does Tobin’s q Matter for a Firm’s Choice of Globalization Mode?," Advances in Japanese Business and Economics, in: Deep Integration, Global Firms, and Technology Spillovers, chapter 0, pages 49-69, Springer.
    3. Antonelli, Cristiano & Colombelli, Alessandra, 2009. "The Generation and Exploitation of Technological Change: Market Value and Total Factor Productivity," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 200912, University of Turin.
    4. Fabrizio Coricelli & Nigel Driffield & Sarmistha Pal & Isabelle Roland, 2012. "When does leverage hurt productivity growth? A firm-level analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00818426, HAL.

  8. Lakshmi Balasubramanyan & Spiro Stefanou & Jeffrey Stokes, 2010. "Declining cost efficiency as a signal of increasing bank vulnerability: an entropy-based approach," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1769-1781.

    Cited by:

    1. Abayomi Oredegbe, 2021. "Cost Efficiency Determinants: Evidence from the Canadian Banking Industry," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(1), pages 1-86, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (6) 2012-05-15 2013-11-14 2014-02-15 2014-11-07 2016-07-16 2019-05-13. Author is listed
  2. NEP-RMG: Risk Management (3) 2004-10-30 2014-11-07 2019-01-21
  3. NEP-CBA: Central Banking (2) 2013-11-14 2014-11-07
  4. NEP-CFN: Corporate Finance (2) 2004-10-30 2015-09-26
  5. NEP-ETS: Econometric Time Series (2) 2004-10-30 2005-11-09
  6. NEP-EEC: European Economics (1) 2004-10-30
  7. NEP-EFF: Efficiency and Productivity (1) 2014-02-15
  8. NEP-FIN: Finance (1) 2005-11-09
  9. NEP-FMK: Financial Markets (1) 2016-07-16
  10. NEP-GER: German Papers (1) 2016-07-16
  11. NEP-MAC: Macroeconomics (1) 2015-09-26
  12. NEP-SOG: Sociology of Economics (1) 2014-02-15

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