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We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a … economy, namely a demand shock and a shock to bank capital. The main findings of the paper are as follows: i) Impulse …-response analysis shows that in response to a shock to bank capital, banks boost capital ratios by reducing their relative exposure to …
Persistent link: https://www.econbiz.de/10011662933
the proprietary bank-to-bank European interbank dataset extracted from Target2 and also exploit the Lehman and sovereign …
Persistent link: https://www.econbiz.de/10010471858
the proprietary bank-to-bank European interbank dataset extracted from Target2 and also exploit the Lehman and sovereign …
Persistent link: https://www.econbiz.de/10012988708
research is to endorse the cogency of Altman's Z-Score model as a predictor of Bangladeshi bank failures. I after analyzing the …
Persistent link: https://www.econbiz.de/10013010199
bank lending and risk-taking channels of monetary policy by exploiting – Italian's unique – credit and security registers …
Persistent link: https://www.econbiz.de/10012854350
provide evidence in favor of the bank capital channel theory. Banks holding less regulatory capital and less interbank …
Persistent link: https://www.econbiz.de/10012989361
The purpose of this research paper is to examine the effect of bank capital on liquidity creation. Especially, we test … results reported by previous papers. Using OLS and panel regression, we first find that bank capital affects negatively … problem of endogineity. This paper sheds more lights on the relationship between bank capital and liquidity creation by using …
Persistent link: https://www.econbiz.de/10012928820
, policymakers, and bank managers for better decision making. …
Persistent link: https://www.econbiz.de/10012655130
Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to …
Persistent link: https://www.econbiz.de/10013361902
Persistent link: https://www.econbiz.de/10002353616