García-Suaza, Andrés Felipe; Gómez-González, José E.; … - In: Economic Modelling 29 (2012) 5, pp. 1612-1617
Using a panel of Colombian banks and quarterly data between 1996:1 and 2010:3, we study the relationship between short-run adjustments in bank capital buffers and the business cycle. We follow a partial adjustment framework and control for several variables that have been identified as important...