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Bank capital and liquidity creation: Granger-causality evidence
Horváth, Roman; Seidler, Jakub; Weill, Laurent - European Central Bank - 2012
We examine the relation between capital and liquidity creation. This issue is interesting because of the potential impact on liquidity creation from tighter capital requirements such as those in Basel III. We perform Granger-causality tests in a dynamic GMM panel estimator framework on an...
Persistent link: https://www.econbiz.de/10010686823
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Bank Capital and Liquidity Creation : Granger Causality Evidence
Horváth, Roman; Seidler, Jakub; Weill, Laurent - Institut für Ost- und Südosteuropaforschung (IOS) - 2012
This paper examines the relationship between capital and liquidity creation. This issue is of interest to determine the potential impact of tighter capital requirements such as those involved in Basel III reforms on liquidity creation. We perform Granger-causality tests in a dynamic GMM panel...
Persistent link: https://www.econbiz.de/10010561157
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Bank Capital and Liquidity Creation: Granger-Causality Evidence
Horváth, Roman; Seidler, Jakub; Weill, Laurent - In: Journal of Financial Services Research 45 (2014) 3, pp. 341-361
We examine the relation between capital and liquidity creation. This issue is interesting because of the potential impact on liquidity creation from tighter capital requirements such as those in Basel III. We perform Granger-causality tests in a dynamic GMM panel estimator framework on an...
Persistent link: https://www.econbiz.de/10010987898
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Bank capital and liquidity creation: Granger-causality evidence
Horváth, Roman; Seidler, Jakub; Weill, Laurent - 2012
We examine the relation between capital and liquidity creation. This issue is interesting because of the potential impact on liquidity creation from tighter capital requirements such as those in Basel III. We perform Granger-causality tests in a dynamic GMM panel estimator framework on an...
Persistent link: https://www.econbiz.de/10011605542
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Bank Capital and liquidity creation: Granger causality evidence
Horváth, Roman; Seidler, Jakub; Weill, Laurent - 2012
This paper examines the relationship between capital and liquidity creation. This issue is of interest to determine the potential impact of tighter capital requirements such as those involved in Basel III reforms on liquidity creation. We perform Granger-causality tests in a dynamic GMM panel...
Persistent link: https://www.econbiz.de/10010318422
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How bank competition influences liquidity creation
Horváth, Roman; Seidler, Jakub; Weill, Laurent - In: Economic modelling 52 (2016), pp. 155-161
Persistent link: https://www.econbiz.de/10011645594
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How bank competition influences liquidity creation
Horváth, Roman; Seidler, Jakub; Weill, Laurent - 2013
Persistent link: https://www.econbiz.de/10009763785
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Bank capital and liquidity creation : Granger-causality evidence
Horváth, Roman; Seidler, Jakub; Weill, Laurent - 2012
Persistent link: https://www.econbiz.de/10009765933
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Bank capital and liquidity creation : Granger-causality evidence
Horváth, Roman; Seidler, Jakub; Weill, Laurent - In: Journal of financial services research : JFSR 45 (2014) 3, pp. 341-361
Persistent link: https://www.econbiz.de/10010401058
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Bank Capital and liquidity creation : granger causality evidence
Horváth, Roman; Seidler, Jakub; Weill, Laurent - 2012
This paper examines the relationship between capital and liquidity creation. This issue is of interest to determine the potential impact of tighter capital requirements such as those involved in Basel III reforms on liquidity creation. We perform Granger-causality tests in a dynamic GMM panel...
Persistent link: https://www.econbiz.de/10009566415