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

Research Interests: Banking, Finance

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

Research

Research Group: Macroeconomics and Finance

Research Papers: Selected Works

Research interests: Banking, Financial Intermediation, Financial Economics.

Other activities

Programme Director & Admissions Tutor, MSc Financial Economics

Publications

Recent publications

Article

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

Gondat-Larralde, C & Strobel, F 2013, 'Uncertainty and switching in the mortgage market', Applied Economics, vol. 45, no. 21, pp. 3068-3073. https://doi.org/10.1080/13504851.2012.690842

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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