How Cyclical Is Bank Capital?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s10693-019-00331-7.pdf
Reference31 articles.
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2. Adrian T, Shin H S (2014) Procyclical leverage and value-at-risk. Rev Financ Stud 27(2):373–403. https://doi.org/10.1093/rfs/hht068
3. Amel-Zadeh A, Barth M E, Landsman W R (2017) The contribution of bank regulation and fair value accounting to procyclical leverage. Rev Acc Stud 22 (3):1423–1454. https://doi.org/10.1007/s11142-017-9410-6
4. Ashley R, Verbrugge R J (2008) Frequency dependence in regression model coefficients: an alternative approach for modeling nonlinear dynamic relationships in time series. Econ Rev 28(1-3):4–20. https://doi.org/10.1080/07474930802387753
5. Ayuso J, Pérez D, Saurina J (2004) Are capital buffers pro-cyclical? evidence from spanish panel data. J Financ Intermed 13(2):249–264. https://doi.org/10.1016/S1042-9573(03)00044-5, http://www.sciencedirect.com/science/article/pii/S1042957303000445
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Countercyclical Capital Buffers: A Cautionary Tale;Journal of Money, Credit and Banking;2023-06-25
2. D: Management, Accounting and Technology;World Banking Abstracts;2021-01-25
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