What do we know about the relationship between banks’ risk measures and social-environmental sustainability transparency?

Adrian, 2010, Liquidity and leverage, Journal of Financial Intermediation, 19, 418, 10.1016/j.jfi.2008.12.002 Altunbas, 2010, Bank risk and monetary policy, Journal of Financial Stability, 6, 121, 10.1016/j.jfs.2009.07.001 Antunes, 2021, Effects of monetary policy and credibility on financial intermediation: Evidence from the Brazilian banking sector, Empirical Economics, 60, 1191, 10.1007/s00181-019-01790-6 Arellano, 1991, Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations, The Review of Economic Studies, 58, 277, 10.2307/2297968 Arellano, 1995, Another look at the instrumental variable estimation of error- components models, Journal of Econometrics, 68, 29, 10.1016/0304-4076(94)01642-D Baltagi, 2005 2012 Bătae, 2021, The relationship between environmental, social, and financial performance in the banking sector: A European study, Journal of Cleaner Production, 290, 10.1016/j.jclepro.2021.125791 Bernanke, 1983, Nonmonetary effects of the financial crisis in the propagation of the Great Depression, The American Economic Review, 73, 257 2015, Growing knowledge: An overview of seed plant diversity in Brazil, Rodriguesia, 66, 1085, 10.1590/2175-7860201566411 2004 2018 Blundell, 1998, Initial conditions and moment restrictions in dynamic panel data models, Journal of Econometrics, 87, 115, 10.1016/S0304-4076(98)00009-8 Bolton, 2020 Bond, 2001 Brunnermeier, 2009, Deciphering the liquidity and credit crunch 2007-2008, The Journal of Economic Perspectives, 23, 77, 10.1257/jep.23.1.77 De Mendonça, 2018, Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy, The North American Journal of Economics and Finance, 43, 141, 10.1016/j.najef.2017.10.011 De Mendonça, 2018, Central bank disclosure as a macroprudential tool for financial stability, Economic Systems, 42, 625, 10.1016/j.ecosys.2018.07.001 De Mendonça, 2013, Financial market reactions to announcements of monetary policy decisions: Evidence from the Brazilian case, Journal of Economics Studies, 40, 54, 10.1108/01443581311283501 De Mendonça, 2009, Market discipline in the Brazilian banking industry: An analysis for the subordinated debt holders, Journal of Regulatory Economics, 36, 286, 10.1007/s11149-009-9098-z De Moraes, 2019, Bank's risk measures and monetary Policy: Evidence from a large emerging economy, The North American Journal of Economics and Finance, 49, 121, 10.1016/j.najef.2019.04.002 De Moraes, 2016, How does capital regulation react to monetary policy? New evidence on the risk-taking channel, Economic Modelling, 56, 177, 10.1016/j.econmod.2016.03.025 Dell'Ariccia, 2011 Denhardt, 2000, The new public service: Serving rather than steering, Public Administration Review, 60, 549, 10.1111/0033-3352.00117 Desai, 2022, Determinants of corporate carbon disclosure: A step towards sustainability reporting, Borsa Istanbul Review, 22, 886, 10.1016/j.bir.2022.06.007 Deyoung, 2001, The information content of bank exam ratings and subordinated debt prices, Journal of Money, Credit, and Banking, 33, 900, 10.2307/2673928 Dincer, 2014, Central Bank transparency and independence: Updates and new measures, International Journal of Central Banking, 10, 189 Drehmann, 2011, Anchoring countercyclical capital buffers: The role of credit aggregates, International Journal of Central Banking, 7, 189 di Tommaso, 2020, Do ESG scores effect bank risk taking and value? Evidence from European banks, Corporate Social Responsibility and Environmental Management, 27, 2286, 10.1002/csr.1964 Eijffinger, 2006, How transparent are central banks?, European Journal of Political Economy, 22, 1, 10.1016/j.ejpoleco.2005.09.013 Flannery, 1998, Using market information in prudential bank supervision: A review of the U.S. Empirical evidence, Journal of Money, Credit, and Banking, 30, 273, 10.2307/2601102 Foos, 2010, Loan growth and riskiness of banks, Journal of Banking & Finance, 34, 2929, 10.1016/j.jbankfin.2010.06.007 Horváth, 2016, Central bank transparency and financial stability, Journal of Financial Stability, 22, 45, 10.1016/j.jfs.2015.12.003 Hu, 2014, Corporate social responsibility policies of commercial banks in developing countries, Sustainable Development, 22, 276, 10.1002/sd.1551 2019 2020 la Torre, 2021, Banks and environmental, social and governance drivers: Follow the market or the authorities?, Corporate Social Responsibility and Environmental Management, 28, 1620, 10.1002/csr.2132 Jagtiani, 2002, The effect of credit risk on bank and bank holding company bond yields: Evidence from the post-FDICIA period, Journal of Financial Research, 25, 559, 10.1111/1475-6803.00037 Jiménez, 2006, Credit cycles, credit risk, and prudential regulation, International Journal of Central Banking, 2 Jokivuolle, 2015, Why is credit-to-GDP a good measure for setting countercyclical capital buffers?, Journal of Financial Stability, 18, 117, 10.1016/j.jfs.2015.03.005 Jordà, 2013, When credit bites back, Journal of Money, Credit, and Banking, 45, 3, 10.1111/jmcb.12069 Kaldor, 2003, Civil society and accountability, Journal of Human Development, 4, 5, 10.1080/1464988032000051469 Kaminsky, 1999, The twin crises: The causes of banking and balance- of-payments problems, The American Economic Review, 89, 473, 10.1257/aer.89.3.473 Koppell, 2005, Pathologies of accountability: ICANN and the challenge of “multiple accountabilities disorder, Public Administration Review, 65, 94, 10.1111/j.1540-6210.2005.00434.x Makrychoriti, 2021, National culture and central bank transparency: Cross- country evidence, Journal of International Financial Markets, Institutions and Money, 72, 10.1016/j.intfin.2021.101318 Mili, 2017, Determinants of the capital adequacy ratio of foreign banks' subsidiaries: The role of interbank market and regulation, Research in International Business and Finance, 42, 442, 10.1016/j.ribaf.2016.02.002 Montes, 2022, Discretionary fiscal policy, fiscal credibility and inflation risk premium, The Quarterly Review of Economics and Finance, 85, 208, 10.1016/j.qref.2021.01.006 Montes, 2014, Risk-taking channel, bank lending channel and the “paradox of credibility”: Evidence from Brazil, Economic Modelling, 39, 82, 10.1016/j.econmod.2014.02.023 Park, 2012 Pesola, 2011, Joint effect of financial fragility and macroeconomic shocks on bank loan losses: Evidence from Europe, Journal of Banking & Finance, 35, 3134, 10.1016/j.jbankfin.2011.04.013 Pires Tiberto, 2020, Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets, The North American Journal of Economics and Finance, 53, 10.1016/j.najef.2020.101207 Reinhart, 2013, Banking crises: An equal opportunity menace, Journal of Banking & Finance, 37, 4557, 10.1016/j.jbankfin.2013.03.005 Silva, 2021, How are central banks helping to make the recovery from the Covid-19 pandemic more sustainable and inclusive?, People's Bank of China/International Monetary Fund High-Level Online Seminar on Green Finance and Climate Policy Srairi, 2019, Transparency and bank risk-taking in GCC Islamic banking, Borsa Istanbul Review, 19, S64, 10.1016/j.bir.2019.02.001 Stolz, 2002, The relationship between bank capital, risk-taking, and capital regulation: A review of the literature, Kiel Working Papers, 1105 Tabak, 2013, Financial stability and monetary policy: The case of Brazil, Revista Brasileira de Economia, 67, 431, 10.1590/S0034-71402013000400003 Wang, 2021, Effect of air quality on corporate environmental disclosure: The moderating role of institutional investors, Borsa Istanbul Review, 21, 1, 10.1016/j.bir.2021.02.005 Wörsdörfer, 2015, 10 years' equator principles: A critical appraisal, 473 Yin, 2020, The determinants of green credit and its impact on the performance of Chinese banks, Journal of Cleaner Production, 286