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Effect of COVID-19 on non-performing loans in China

Author(s): Kryzanowski L; Liu J; Zhang J;

We examine the resilience of Chinese banks during the COVID-19 pandemic by investigating non-performing loan (NPL) ratios. We find that despite the reduction in the growth rate of total bank lending, bank NPL ratios significantly increase during the COVID-1 ...

Article GUID: 36164498


Volatility spillover around price limits in an emerging market

Author(s): Aktas OU; Kryzanowski L; Zhang J;

The intraday volatility effects of price-limit hits for stocks in the BIST-50 index during a volatile period are examined. Our evidence supports the volatility no-effect, dampening and spillover hypotheses depending on whether the lower or upper price limit ...

Article GUID: 32837364


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