Frank Strobel

Frank Strobel

The Department of Economics
Associate Professor in Economics

Contact details

Address
Department of Economics
University House
University of Birmingham
Edgbaston
Birmingham
B15 2TT
UK

Frank Strobel holds a Ph.D. in Economics from Queen’s University at Kingston (Canada), and has held his current position of Associate Professor in Economics at University of Birmingham since 2007.

His research interests and activities fall largely in the areas of banking and financial economics more generally; his more recent work focuses in particular on factors affecting risk both at bank and systemic level, its measurement and optimal regulation, with both empirical and theoretical approaches used.

Qualifications

  • Ph.D. (Economics), Queen's University, Kingston (Canada)
  • M.A. (Economics), Queen's University, Kingston (Canada)
  • Diplom-Volkswirt, Universität München
  • Fellow of the Higher Education Academy

Biography

Frank Strobel holds a Ph.D. in Economics from Queen’s University at Kingston (Canada), and has held his current position of Associate Professor in Economics at University of Birmingham since 2007.

Teaching

Research

His research interests and activities fall largely in the areas of banking and financial economics more generally; his more recent work focuses in particular on factors affecting risk both at bank and systemic level, its measurement and optimal regulation, with both empirical and theoretical approaches used. 

Other activities

Programme Director & Admissions Tutor, MSc Financial Economics

Publications

Recent publications

Article

Distinguin, I, Lepetit, L, Strobel, F & Tran, PHH 2023, 'Bondholder representatives on bank boards: a device for market discipline', Economic Inquiry.

Mercadier, M & Strobel, F 2022, '(Simple) ΔCoVaR bounds', Applied Economics Letters. https://doi.org/10.1080/13504851.2022.2083557

Barry, TA, Lepetit, L, Strobel, F & Tran, TH 2022, 'Implications for bank risk when directors are related to minority shareholders', Journal of Financial Services Research. https://doi.org/10.1007/s10693-021-00371-y

Mercadier, M & Strobel, F 2021, 'A one-sided Vysochanskii-Petunin inequality with financial applications', European Journal of Operational Research, vol. 295, no. 1, pp. 374-377. https://doi.org/10.1016/j.ejor.2021.02.041

Lepetit, L, Strobel, F & Tran, TH 2021, 'An alternative Z-score measure for downside bank insolvency risk', Applied Economics Letters, vol. 28, no. 2, pp. 137-142. https://doi.org/10.1080/13504851.2020.1739222

Lepetit, L, Meslier, C, Strobel, F & Wardhana, L 2018, 'Bank dividends, agency costs and shareholder and creditor rights', International Review of Financial Analysis, vol. 56, pp. 93-111. https://doi.org/10.1016/j.irfa.2017.12.007

Haritchabalet, C, Lepetit, L, Spinassou, K & Strobel, F 2017, 'Bank capital regulation: are local or central regulators better?', Journal of International Financial Markets, Institutions and Money, vol. 49, pp. 103-114. https://doi.org/10.1016/j.intfin.2017.02.007

Dawood, M, Horsewood, N & Strobel, F 2017, 'Predicting sovereign debt crises: an early warning system approach', Journal of Financial Stability, vol. 28, pp. 16-28. https://doi.org/10.1016/j.jfs.2016.11.008

Dawood, M, Horsewood, N & Strobel, F 2017, 'Predicting sovereign debt crises: An Early Warning System approach', Journal of Financial Stability, vol. 28, pp. 16-28. https://doi.org/10.1016/j.jfs.2016.11.008

Barry, T, Lepetit, L & Strobel, F 2016, 'Bank ownership structure, lending corruption and the regulatory environment', Journal of Comparative Economics, vol. 44, no. 3, pp. 732–751. https://doi.org/10.1016/j.jce.2015.08.003

Lepetit, L & Strobel, F 2015, 'Bank insolvency risk and Z-score measures: A refinement', Finance Research Letters. https://doi.org/10.1016/j.frl.2015.01.001

Strobel, F, Lepetit, L & Rugemintwari, C 2015, 'Monetary, financial and fiscal stability in the East African community: ready for a monetary union?', World Economy, vol. 38, no. 8, pp. 1179-1204. https://doi.org/10.1111/twec.12243

Bouvatier, V, Lepetit, L & Strobel, F 2014, 'Bank income smoothing, ownership concentration and the regulatory environment', Journal of Banking & Finance, vol. 41, no. 1, pp. 253-270. https://doi.org/10.1016/j.jbankfin.2013.12.001

Lepetit, L & Strobel, F 2013, 'Bank insolvency risk and time-varying Z-score measures', Journal of International Financial Markets, Institutions and Money, vol. 25, pp. 73-87. https://doi.org/10.1016/j.intfin.2013.01.004

Paper

Dawood, M, Horsewood, N & Strobel, F 2019, 'Predicting Banking Crises: A Horse Race using Dynamic-Recursive Forecasting', Paper presented at Financial Management Association Annual Meeting 2019, New Orleans, United States, 23/10/19 - 26/10/19.

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