Are capital buffers pro-cyclical?

Author:

Ayuso Juan,Pérez Daniel,Saurina Jesús

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference31 articles.

1. Charter value, minimum bank capital requirements and deposit insurance pricing in equilibrium;Acharya;J. Banking Finance,1996

2. Some test of specification for panel data: Monte Carlo evidence and application to employment equations;Arellano;Rev. Econ. Stud.,1991

3. Arellano, M., Bond, S., 1988. Dynamic panel data estimation using DPD. A guide for users. Working paper 88/15. The Institute for Fiscal Studies

4. Basel Committee on Banking Supervision (BCBS), 2001. Review of Procyclicality. Mimeo. Research Task Force

5. Did risk-based capital allocate bank credit and cause a “credit crunch” in the United States?;Berger;J. Money, Credit, Banking,1994

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