English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

We study patterns of spatial autocorrelations of four customary performance measures (return on asset, return on equity, net interest margin, and loan loss reserves to total assets) among 49 commercial banks spread in the continental US from the first quarter of 2000 until the fourth quarter of 2010, before and after the subprime mortgage crisis. We use Moran’s  I , Geary’s  C , and Conley’s one-metric and two-metric spatial autocorrelation methodologies and discover mostly positive (negative) spatial autocorrelations before (during and after) the US subprime mortgage crisis. We also identify the unique influences of size and risk management practices in these commercial banks on the spatial autocorrelations within the two tested periods. Our findings suggest that among many US commercial banks, unifying economic features were more dominant before the crisis, but they were gradually replaced with dividing economic elements during and after this major financial calamity. Our robust evidence aim to highlight the influence of physical distances among commercial banks on their routine operations.

Spatial autocorrelation patterns among US commercial banks: before, during and after the subprime mortgage crisis