Optimal capital ratios for banks in the euro area
Author
Abstract
Suggested Citation
DOI: 10.34932/yy4h-xp73
Download full text from publisher
References listed on IDEAS
- Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski, 2022.
"Bank funding costs and solvency,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 931-963, July.
- Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020. "Bank funding costs and solvency," Working Paper Series 2356, European Central Bank.
- Arnould, Guillaume & Pancaro, Cosimo & Żochowski, Dawid, 2020. "Bank funding costs and solvency," Bank of England working papers 853, Bank of England.
- Adalid, Ramón & Falagiarda, Matteo & Musso, Alberto, 2020. "Assessing bank lending to corporates in the euro area since 2014," Economic Bulletin Articles, European Central Bank, vol. 1.
- David Miles & Jing Yang & Gilberto Marcheggiano, 2013.
"Optimal Bank Capital,"
Economic Journal, Royal Economic Society, vol. 123(567), pages 1-37, March.
- Miles, David & Yang, Jing & Marcheggiano, Gilberto, 2011. "Optimal Bank Capital," CEPR Discussion Papers 8333, C.E.P.R. Discussion Papers.
- Miles, David & Yang, Jing & Marcheggiano, Gilberto, 2011. "Optimal Bank Capital," Discussion Papers 31, Monetary Policy Committee Unit, Bank of England.
- Stephen Quinn & William Roberds, 2015.
"Responding to a Shadow Banking Crisis: The Lessons of 1763,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1149-1176, September.
- Stephen F. Quinn & William Roberds, 2012. "Responding to a shadow banking crisis: the lessons of 1763," FRB Atlanta Working Paper 2012-08, Federal Reserve Bank of Atlanta.
- Valerie Cerra & Sweta Chaman Saxena, 2008.
"Growth Dynamics: The Myth of Economic Recovery,"
American Economic Review, American Economic Association, vol. 98(1), pages 439-457, March.
- Ms. Sweta Chaman Saxena & Ms. Valerie Cerra, 2005. "Growth Dynamics: The Myth of Economic Recovery," IMF Working Papers 2005/147, International Monetary Fund.
- Valerie Cerra & Sweta Chaman Saxena, 2007. "Growth dynamics: the myth of economic recovery," BIS Working Papers 226, Bank for International Settlements.
- Valerie Cerra & Sweta C. Saxena, 2005. "Growth Dynamics: The Myth of Economic Recovery," Macroeconomics 0508008, University Library of Munich, Germany.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2014.
"This Time is Different: A Panoramic View of Eight Centuries of Financial Crises,"
Annals of Economics and Finance, Society for AEF, vol. 15(2), pages 215-268, November.
- Reinhart, Karmen & Rogoff, Kenneth, 2009. ""This time is different": panorama of eight centuries of financial crises," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 77-114, March.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2008. "This Time is Different: A Panoramic View of Eight Centuries of Financial Crises," CEMA Working Papers 595, China Economics and Management Academy, Central University of Finance and Economics.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2008. "This Time is Different: A Panoramic View of Eight Centuries of Financial Crises," NBER Working Papers 13882, National Bureau of Economic Research, Inc.
- Aiyar, Shekhar & Calomiris, Charles W. & Wieladek, Tomasz, 2016.
"How does credit supply respond to monetary policy and bank minimum capital requirements?,"
European Economic Review, Elsevier, vol. 82(C), pages 142-165.
- Aiyar, Shekhar & Calomiris, Charles & Wieladek, Tomasz, 2014. "How does credit supply respond to monetary policy and bank minimum capital requirements?," Bank of England working papers 508, Bank of England.
- Jochen Schanz & David Aikman & Paul Collazos & Marc Farag & David Gregory & Sujit Kapadia, 2011. "The long-term economic impact of higher capital levels," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 73-81, Bank for International Settlements.
- William R. Cline, 2017. "The Right Balance for Banks: Theory and Evidence on Optimal Capital Requirements," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 7212, April.
- Franc Klaassen & Rutger Teulings, 2015.
"Untangling Fixed Effects and Constant Regressors,"
Tinbergen Institute Discussion Papers
15-137/VI, Tinbergen Institute.
- Rutger Teulings & Franc Klaassen, 2016. "Untangling Fixed Effects and Constant Regressors," Proceedings of International Academic Conferences 4106394, International Institute of Social and Economic Sciences.
- Ingo Fender & Ulf Lewrick, 2016. "Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues," BIS Working Papers 591, Bank for International Settlements.
- Gersbach, Hans, 2013. "Bank capital and the optimal capital structure of an economy," European Economic Review, Elsevier, vol. 64(C), pages 241-255.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009.
"Varieties of Crises and Their Dates,"
Introductory Chapters, in: This Time Is Different: Eight Centuries of Financial Folly,
Princeton University Press.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "This Time Is Different: Eight Centuries of Financial Folly," Economics Books, Princeton University Press, edition 1, volume 1, number 8973.
- Reinhart, Carmen, 2009. "The Second Great Contraction," MPRA Paper 21485, University Library of Munich, Germany.
- Jutta Bolt & Jan Luiten Zanden, 2014. "The Maddison Project: collaborative research on historical national accounts," Economic History Review, Economic History Society, vol. 67(3), pages 627-651, August.
- Mr. Fabian Valencia & Mr. Luc Laeven, 2008. "Systemic Banking Crises: A New Database," IMF Working Papers 2008/224, International Monetary Fund.
- Mendicino, Caterina & Nikolov, Kalin & Ramirez, Juan-Rubio & Suarez, Javier & Supera, Dominik, 2020.
"Twin defaults and bank capital requirements,"
Working Paper Series
2414, European Central Bank.
- Suarez, Javier & Mendicino, Caterina & Nikolov, Kalin & Rubio-RamÃrez, Juan Francisco & Supera, Dominik, 2020. "Twin Defaults and Bank Capital Requirements," CEPR Discussion Papers 14427, C.E.P.R. Discussion Papers.
- Rob Luginbuhl & Adam Elbourne, 2019. "Accounting for the business cycle reduces the estimated losses from systemic banking crises," Empirical Economics, Springer, vol. 56(6), pages 1967-1978, June.
- Kapstein, Ethan B., 1989. "Resolving the regulator's dilemma: international coordination of banking regulations," International Organization, Cambridge University Press, vol. 43(2), pages 323-347, April.
- Dirk Schoenmaker & Toon Peek, 2014. "The State of the Banking Sector in Europe," OECD Economics Department Working Papers 1102, OECD Publishing.
- Auerbach, Alan J., 2002.
"Taxation and corporate financial policy,"
Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 3, chapter 19, pages 1251-1292,
Elsevier.
- Alan J. Auerbach, 2001. "Taxation and Corporate Financial Policy," NBER Working Papers 8203, National Bureau of Economic Research, Inc.
- Schoenmaker, Dirk, 2013. "Governance of International Banking: The Financial Trilemma," OUP Catalogue, Oxford University Press, number 9780199971596.
- Arpaia, Alfonso & Pérez, Esther & Pichelmann, Karl, 2009.
"Understanding labour income share dynamics in Europe,"
MPRA Paper
15649, University Library of Munich, Germany.
- Alfonso Arpaia & Esther Pérez & Karl Pichelmann, 2009. "Understanding Labour Income Share Dynamics in Europe," European Economy - Economic Papers 2008 - 2015 379, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Rainer Klump & Peter McAdam & Alpo Willman, 2012.
"The Normalized Ces Production Function: Theory And Empirics,"
Journal of Economic Surveys, Wiley Blackwell, vol. 26(5), pages 769-799, December.
- Klump, Rainer & McAdam, Peter & Willman, Alpo, 2011. "The normalized CES production function: theory and empirics," Working Paper Series 1294, European Central Bank.
- Christoph Aymanns & Carlos Caceres & Christina Daniel & Miss Liliana B Schumacher, 2016. "Bank Solvency and Funding Cost," IMF Working Papers 2016/064, International Monetary Fund.
- Mr. Fabian Valencia & Mr. Luc Laeven, 2012. "Systemic Banking Crises Database: An Update," IMF Working Papers 2012/163, International Monetary Fund.
- Berger, Allen N. & Humphrey, David B., 1991.
"The dominance of inefficiencies over scale and product mix economies in banking,"
Journal of Monetary Economics, Elsevier, vol. 28(1), pages 117-148, August.
- Allen N. Berger & David B. Humphrey, 1990. "The dominance of inefficiencies over scale and product mix economies in banking," Finance and Economics Discussion Series 107, Board of Governors of the Federal Reserve System (U.S.).
- Caterina Mendicino & Kalin Nikolov & Juan Rubio-Ramirez & Javier Suarez & Dominik Supera, 2020.
"Twin Default Crises,"
Working Papers
wp2020_2006, CEMFI.
- Caterina Mendicino & Kalin Nikolov & Juan Rubio-Ramirez & Javier Suarez, 2020. "Twin Default Crises," Working Papers 2020-01, FEDEA.
- Goddard, John & Molyneux, Philip & Wilson, John O.S. & Tavakoli, Manouche, 2007. "European banking: An overview," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 1911-1935, July.
- Ryo Kato & Shun Kobayashi & Yumi Saita, 2010. "Calibrating the Level of Capital: The Way We See It," Bank of Japan Working Paper Series 10-E-6, Bank of Japan.
- Meeks, Roland, 2017. "Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy," European Economic Review, Elsevier, vol. 95(C), pages 125-141.
- Dirk Schoenmaker & Nicolas Véron, . "European banking supervision- the first eighteen months," Blueprints, Bruegel, number 14868.
- Uhde, André & Heimeshoff, Ulrich, 2009.
"Consolidation in banking and financial stability in Europe: Empirical evidence,"
Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1299-1311, July.
- Uhde, André & Heimeshoff, Ulrich, 2009. "Consolidation in banking and financial stability in Europe: empirical evidence," FAU Discussion Papers in Economics 02/2009, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Atanu Sengupta & Sanjoy De, 2020. "Review of Literature," India Studies in Business and Economics, in: Assessing Performance of Banks in India Fifty Years After Nationalization, chapter 0, pages 15-30, Springer.
- Ray Barrell & E Philip Davis & Tatiana Fic & Dawn Holland & Simon Kirby & Iana Liadze, 2009. "Optimal Regulation of Bank Capital and Liquidity: How to Calibrate New International Standards," Occasional Papers 38, Financial Services Authority.
- Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2010.
"Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2010_42, Max Planck Institute for Research on Collective Goods.
- Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2010. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity Is Not Expensive," Research Papers 2065, Stanford University, Graduate School of Business.
- Suits, Daniel B, 1984. "Dummy Variables: Mechanics v. Interpretation," The Review of Economics and Statistics, MIT Press, vol. 66(1), pages 177-180, February.
- Rainer Klump & Peter McAdam & Alpo Willman, 2007. "The long-term sucCESs of the neoclassical growth model," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 23(1), pages 94-114, Spring.
- Barth, James R. & Miller, Stephen Matteo, 2018.
"Benefits and costs of a higher bank “leverage ratio”,"
Journal of Financial Stability, Elsevier, vol. 38(C), pages 37-52.
- Miller, Steph & Barth, James, 2017. "Benefits and Costs of a Higher Bank Leverage Ratio," Working Papers 07847, George Mason University, Mercatus Center.
- Brooke, Martin & Bush, Oliver & Edwards, Robert & Ellis, Jas & Francis, Bill & Harimohan, Rashmi & Neiss, Katharine & Siegert, Caspar, 2015. "Financial Stability Paper No. 35: Measuring the macroeconomic costs and benefits of higher UK bank capital requirements -," Bank of England Financial Stability Papers 35, Bank of England.
- Meh, Césaire A. & Moran, Kevin, 2010.
"The role of bank capital in the propagation of shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 555-576, March.
- Césaire Meh & Kevin Moran, 2008. "The Role of Bank Capital in the Propagation of Shocks," Staff Working Papers 08-36, Bank of Canada.
- Emmanuel Mourlon‐Druol, 2016. "Banking Union in Historical Perspective: The Initiative of the European Commission in the 1960s–1970s," Journal of Common Market Studies, Wiley Blackwell, vol. 54(4), pages 913-927, July.
- Malcolm Baker & Jeffrey Wurgler, 2015. "Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly," American Economic Review, American Economic Association, vol. 105(5), pages 315-320, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Soederhuizen, Beau & van Heuvelen, Gerrit Hugo & Luginbuhl, Rob & Stiphout-Kramer, Bert van, 2023. "Optimal capital ratios for banks in the euro area," Journal of Financial Stability, Elsevier, vol. 69(C).
- Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Ulu, 2020. "The Costs and Benefits of Bank Capital—A Review of the Literature," JRFM, MDPI, vol. 13(4), pages 1-25, April.
- Dominika Ehrenbergerová & Martin Hodula & Zuzana Gric, 2022.
"Does capital-based regulation affect bank pricing policy?,"
Journal of Regulatory Economics, Springer, vol. 61(2), pages 135-167, April.
- Dominika Ehrenbergerova & Martin Hodula & Zuzana Rakovska, 2020. "Does Capital-Based Regulation Affect Bank Pricing Policy?," Working Papers 2020/5, Czech National Bank.
- Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2015.
"Leveraged bubbles,"
Journal of Monetary Economics, Elsevier, vol. 76(S), pages 1-20.
- Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2015. "Leveraged Bubbles," CEPR Discussion Papers 10781, C.E.P.R. Discussion Papers.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015. "Leveraged Bubbles," NBER Working Papers 21486, National Bureau of Economic Research, Inc.
- Moritz Schularick & Alan Taylor & Oscar Jorda, 2015. "Leveraged Bubbles," 2015 Meeting Papers 910, Society for Economic Dynamics.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015. "Leveraged Bubbles," CESifo Working Paper Series 5489, CESifo.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2015. "Leveraged bubbles," Working Paper Series 2015-10, Federal Reserve Bank of San Francisco.
- Òscar Jordá & Moritz Schularick & Alan M. Taylor, 2016.
"Sovereigns Versus Banks: Credit, Crises, and Consequences,"
Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 45-79.
- Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Chapters, in: Sovereign Debt and Financial Crises, National Bureau of Economic Research, Inc.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "Sovereigns Versus Banks: Credit, Crises, And Consequences," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 45-79, February.
- Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CEPR Discussion Papers 9678, C.E.P.R. Discussion Papers.
- Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Working Papers 19506, National Bureau of Economic Research, Inc.
- Oscar Jorda & Moritz HP. Schularick & Alan M. Taylor, 2014. "Sovereigns versus Banks: Credit, Crises and Consequences," Working Papers Series 3, Institute for New Economic Thinking.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CESifo Working Paper Series 4431, CESifo.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," Working Paper Series 2013-37, Federal Reserve Bank of San Francisco.
- Yan, Meilan & Hall, Maximilian J.B. & Turner, Paul, 2012.
"A cost–benefit analysis of Basel III: Some evidence from the UK,"
International Review of Financial Analysis, Elsevier, vol. 25(C), pages 73-82.
- Meilin Yan & Maximilian J. B. Hall & Paul Turner, 2011. "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series 2011_05, Department of Economics, Loughborough University, revised Nov 2011.
- David Miles & Jing Yang & Gilberto Marcheggiano, 2013.
"Optimal Bank Capital,"
Economic Journal, Royal Economic Society, vol. 123(567), pages 1-37, March.
- Miles, David & Yang, Jing & Marcheggiano, Gilberto, 2011. "Optimal Bank Capital," CEPR Discussion Papers 8333, C.E.P.R. Discussion Papers.
- Miles, David & Yang, Jing & Marcheggiano, Gilberto, 2011. "Optimal Bank Capital," Discussion Papers 31, Monetary Policy Committee Unit, Bank of England.
- Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2018.
"Learning from History: Volatility and Financial Crises,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2774-2805.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2016. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 66046, London School of Economics and Political Science, LSE Library.
- Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2016. "Learning from History : Volatility and Financial Crises," Finance and Economics Discussion Series 2016-093, Board of Governors of the Federal Reserve System (U.S.).
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 91136, London School of Economics and Political Science, LSE Library.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 118942, London School of Economics and Political Science, LSE Library.
- Frederic Malherbe, 2020.
"Optimal Capital Requirements over the Business and Financial Cycles,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 12(3), pages 139-174, July.
- Malherbe, Frederic, 2015. "Optimal capital requirements over the business and financial cycles," Working Paper Series 1830, European Central Bank.
- Frederic Malherbe, 2015. "Optimal Capital Requirements over the Business and Financial Cycles," 2015 Meeting Papers 1154, Society for Economic Dynamics.
- Malherbe, Frédéric, 2015. "Optimal capital requirements over the business and financial cycles," CEPR Discussion Papers 10387, C.E.P.R. Discussion Papers.
- Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
- Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022. "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review 2/2022, Bank of Finland.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016.
"The great mortgaging: housing finance, crises and business cycles,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(85), pages 107-152.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," NBER Working Papers 20501, National Bureau of Economic Research, Inc.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CESifo Working Paper Series 4993, CESifo.
- Oscar Jorda & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Papers 252014, Hong Kong Institute for Monetary Research.
- Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CEPR Discussion Papers 10161, C.E.P.R. Discussion Papers.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Paper Series 2014-23, Federal Reserve Bank of San Francisco.
- Rob Luginbuhl & Adam Elbourne, 2019. "Accounting for the business cycle reduces the estimated losses from systemic banking crises," Empirical Economics, Springer, vol. 56(6), pages 1967-1978, June.
- Andersen, Henrik & Juelsrud, Ragnar Enger, 2024. "Optimal capital adequacy ratios for banks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
- Christopher Gandrud & Mark Hallerberg, 2015. "What is a Financial Crisis? Efficiently Measuring Real-Time Perceptions of Financial Market Stress with an Application to Financial Crisis Budget Cycles," CESifo Working Paper Series 5632, CESifo.
- Rafiq, Shuddhasattwa, 2020. "Projecting post-crisis house and equity prices since the 1870s:not all crises are alike," MPRA Paper 103164, University Library of Munich, Germany.
- Moritz Schularick & Alan Taylor & Oscar Jorda, 2016. "The Great Mortgaging," 2016 Meeting Papers 185, Society for Economic Dynamics.
- Alfred Duncan & Charles Nolan, 2017. "Financial Frictions in Macroeconomic Models," Studies in Economics 1719, School of Economics, University of Kent.
- Martínez, Juan Francisco & Oda, Daniel, 2021.
"Characterization of the Chilean financial cycle, early warning indicators and implications for macro-prudential policies,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
- Juan Francisco Martínez & Daniel Oda, 2018. "Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies," Working Papers Central Bank of Chile 823, Central Bank of Chile.
- Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015.
"Leading indicators of systemic banking crises: Finland in a panel of EU countries,"
Review of Financial Economics, Elsevier, vol. 24(C), pages 18-35.
- Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2014. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Research Discussion Papers 14/2014, Bank of Finland.
- Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Working Paper Series 1758, European Central Bank.
More about this item
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2021-09-20 (Banking)
- NEP-CBA-2021-09-20 (Central Banking)
- NEP-EEC-2021-09-20 (European Economics)
- NEP-FDG-2021-09-20 (Financial Development and Growth)
- NEP-ISF-2021-09-20 (Islamic Finance)
- NEP-MAC-2021-09-20 (Macroeconomics)
- NEP-MON-2021-09-20 (Monetary Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cpb:discus:429. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/cpbgvnl.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.