Dr Frank Strobel

Dr Frank Strobel

The Department of Economics
Senior Lecturer 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 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

Barry, TA, Lepetit, L, Strobel, F & Tran, TH 2021, 'Implications for bank risk when directors are related to minority shareholders', Journal of Financial Services Research.

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

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

Lepetit, L, Strobel, F & Dickinson, D 2012, 'Does uncertainty matter for loan charge-offs?', Journal of International Financial Markets, Institutions and Money, vol. 22, no. 2, pp. 264–277. https://doi.org/10.1016/j.intfin.2011.09.006

Strobel, F 2012, 'International tax arbitrage and residence vs. source-based capital income taxation', Research in Economics, vol. 66, no. 4, pp. 391-397. https://doi.org/10.1016/j.rie.2012.07.003

Strobel, F 2012, 'International tax arbitrage, currency options and put-call parity conditions', Journal of International Financial Markets, Institutions and Money, vol. 22, no. 3, pp. 473–486. https://doi.org/10.1016/j.intfin.2012.01.005

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