On the impact of capital and liquidity ratios on financial stability
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More about this item
Keywords
Basel III ratios ; financial stability ; interaction effects ; Panel Smooth Transition Regression;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ACC-2019-03-11 (Accounting and Auditing)
- NEP-BAN-2019-03-11 (Banking)
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