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Is bank capital procyclical? :...
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1
Welfare analysis of bank capital requirements with endogenous default
Garcia-Barragan, Fernando
;
Liu, Guangling
- In:
Economic modelling
73
(
2018
),
pp. 15-29
Persistent link: https://www.econbiz.de/10012100547
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2
The impact of the liquidity coverage ratio on money creation : a stock-flow based dynamic approach
Li, Boyao
;
Xiong, Wanting
;
Chen, Liujun
;
Wang, Yougui
- In:
Economic modelling
67
(
2017
),
pp. 193-202
Persistent link: https://www.econbiz.de/10011813811
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3
How does issuing contingent convertible bonds improve bank's solvency? : a Value-at-Risk and Expected Shortfall approach
Jaworski, Piotr
;
Liberadzki, Kamil
;
Liberadzki, Marcin
- In:
Economic modelling
60
(
2017
),
pp. 162-168
Persistent link: https://www.econbiz.de/10011734191
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4
Capital and liquidity in a dynamic model of banking
Hasman, Augusto
;
Samartín Sáenz, Margarita
- In:
Economic modelling
64
(
2017
),
pp. 172-177
Persistent link: https://www.econbiz.de/10011756651
Saved in:
5
Government intervention, linkages and financial fragility
Hasman, Augusto
;
Samartín Sáenz, Margarita
- In:
Economic modelling
126
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462455
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6
Basel II procyclicality: the case of South Africa
Liu, Guangling
;
Seeiso, Nkhahle E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 848-857
Persistent link: https://www.econbiz.de/10009545502
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7
The cyclical behavior of bank capital buffers in an emerging economy : size does matter
Gracía-Suaza, Andrés Felipe
;
Gómez González, José …
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1612-1617
Persistent link: https://www.econbiz.de/10009667181
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8
Does the banking sector structure matter for credit procyclicality?
Bouvatier, Vincent
;
López-Villavicencio, Antonia
; …
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1035-1044
Persistent link: https://www.econbiz.de/10009667449
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9
Cyclical behavior of the financial stability of eurozone commercial banks
Ben Bouheni, Faten
;
Hasnaoui, Amir
- In:
Economic modelling
67
(
2017
),
pp. 392-408
Persistent link: https://www.econbiz.de/10011813842
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10
Modeling recovery rate for leveraged loans
Chen, Xiaowei
;
Wang, Gang
;
Zhang, Xiangting
- In:
Economic modelling
81
(
2019
),
pp. 231-241
Persistent link: https://www.econbiz.de/10012202014
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