Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
Alternative title: | The financial crisis of 2008, credit markets and effects on developed and emerging |
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Year of publication: |
2012
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Authors: | Delēs, Manthos D. ; Tran, Kien C. ; Tsionas, Efthymios G. |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 8.2012, 2, p. 57-68
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Subject: | Capital regulation | Risk-taking of banks | Local generalized method of moments | Theorie | Theory | Bankrisiko | Bank risk | Momentenmethode | Method of moments | Basler Akkord | Basel Accord |
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