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Market Reaction To National Discretion In Implementing The Basle Accord

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  • John Wagster
  • James Kolari
  • Kerry Cooper

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  • John Wagster & James Kolari & Kerry Cooper, 1996. "Market Reaction To National Discretion In Implementing The Basle Accord," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(3), pages 339-357, September.
  • Handle: RePEc:bla:jfnres:v:19:y:1996:i:3:p:339-357
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1996.tb00218.x
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    References listed on IDEAS

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    1. Eyssell, Thomas & Arshadi, Nasser, 1990. "The wealth effects of the risk-based capital requirement in banking : The evidence from the capital market," Journal of Banking & Finance, Elsevier, vol. 14(1), pages 179-197, March.
    2. Cooper, Kerry & Kolari, James & Wagster, John, 1991. "A note on the stock market effects of the adoption of risk-based capital requirements on international banks in different countries," Journal of Banking & Finance, Elsevier, vol. 15(2), pages 367-381, April.
    3. Edward J. Kane & Haluk Unal, 1988. "Change in Market Assessments of Deposit-Institution Riskiness," NBER Working Papers 2530, National Bureau of Economic Research, Inc.
    4. Nancy L. Rose, 1985. "The Incidence of Regulatory Rents in the Motor Carrier Industry," RAND Journal of Economics, The RAND Corporation, vol. 16(3), pages 299-318, Autumn.
    5. Binder, John J, 1988. "The Sherman Antitrust Act and the Railroad Cartels," Journal of Law and Economics, University of Chicago Press, vol. 31(2), pages 443-468, October.
    6. Jeff Madura & Emilio R. Zarruk, 1995. "Bank Exposure To Interest Rate Risk: A Global Perspective," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(1), pages 1-13, March.
    7. Allen, Paul R & Wilhelm, William J, 1988. "The Impact of the 1980 Depository Institutions Deregulation and Monetary Control Act on Market Value and Risk: Evidence from the Capital Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(3), pages 364-380, August.
    8. Schipper, K & Thompson, R, 1983. "The Impact Of Merger-Related Regulations On The Shareholders Of Acquiring Firms," Journal of Accounting Research, Wiley Blackwell, vol. 21(1), pages 184-221.
    9. Binder, Jj, 1985. "On The Use Of The Multivariate Regression-Model In Event Studies," Journal of Accounting Research, Wiley Blackwell, vol. 23(1), pages 370-383.
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    Cited by:

    1. John Wagster, 1999. "The Basle Accord of 1988 and the International Credit Crunch of 1989–1992," Journal of Financial Services Research, Springer;Western Finance Association, vol. 15(2), pages 123-143, March.

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