Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments
Year of publication: |
2009-10-01
|
---|---|
Authors: | Calmès, Christian ; Théoret, Raymond |
Institutions: | Départment des sciences administratives, Université du Québec en Outaouais (UQO) |
Subject: | Bank Risk Measures | Diversification | Noninterest income | Hausman test | Endogeneity | ARCH-M |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number UQO-DSA-wp042009 23 pages |
Classification: | G20 - Financial Institutions and Services. General ; G21 - Banks; Other Depository Institutions; Mortgages ; C32 - Time-Series Models |
Source: |
-
The rise of shadow banking and the hidden benefits of diversification
Calmès, Christian, (2011)
-
Calmès, Christian, (2013)
-
The Impact of Banking Deregulation on Canadian Banks Returns
Calmès, Christian, (2009)
- More ...
-
The Non-Convexity Issues in a Limited-Commitment Economy
Calmès, Christian, (2009)
-
Bank systemic risk and the business cycle: An empirical investigation using Canadian data
Calmès, Christian, (2011)
-
The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter
Calmès, Christian, (2012)
- More ...