A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Year of publication: |
2022
|
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Authors: | Baik, Hyeoncheol ; Han, Sumin ; Joo, Sunghoon ; Lee, Kangbok |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 142.2022, p. 1-25
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Subject: | Bank holding companies | Capital management | Kalman filter | Partial adjustment model | Rate of capital adjustment | Time-varying parameter model | Bank | Schätzung | Estimation | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Basler Akkord | Basel Accord |
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