The impact of COVID-19 on the banking sector. Are we heading for the next banking crisis?

Tomczak, K (2023) The impact of COVID-19 on the banking sector. Are we heading for the next banking crisis? Qualitative Research in Financial Markets. ISSN 1755-4179

Text Final revised The_impact_of_COVID-19_on_the_banking_sector.docx - Accepted Version Available under License Creative Commons Attribution Non-commercial. Download (990kB)

Abstract

The aim of this research is to study the effect of the COVID-19 pandemic on the banking sector and to assess if COVID-19 was a trigger for the banking crisis. In order to analyse the extent of the impact of the COVID-19 pandemic the beta of the banking sector was calculated and analysed for selected countries. In addition, using the panel data technique over the period from the 30th of December 2019 until the 24th of September 2021, we examined variables contributing to the banking crisis development. The results suggest that the pandemic and government bond yield spread contributed to higher volatility and risk in the banking sector but did not lead to the banking crisis.

Item Type:	Article
Additional Information and Comments:	This is the author's accepted manuscript version of an article that was published in Qualitative Research in Financial Markets. The final, published version is available from: https://www.emerald.com/insight/content/doi/10.1108/QRFM-09-2021-0157/full/html
Faculty / Department:	Faculty of Business, Law and Criminology > Liverpool Hope Business School
Depositing User:	Kamila Tomczak
Date Deposited:	27 Mar 2023 08:31
Last Modified:	27 Mar 2023 08:31
URI:	https://hira.hope.ac.uk/id/eprint/3811

Actions (login required)

View Item