Camara, Boubacar; Lepetit, Laetitia; Tarazi, Amine - In: Applied Economics 45 (2013) 34, pp. 4831-4856
We investigate the impact of changes in capital of European banks on their risk-taking behaviour from 1992 to 2006, a time period covering the Basel I capital requirements. We specifically focus on the initial level and type of regulatory capital banks hold. First, we assume that risk changes...