Do bank capital and liquidity truly shield against systemic risk: evidence from the global banking sector
- 9 July 2025
- journal article
- research article
- Published by Springer Nature in Journal of Regulatory Economics
- Vol. 68 (2) , 173-230
Abstract
No abstract availableKeywords
This publication has 99 references indexed in Scilit:
- The effect of liquidity creation on systemic risk: evidence from European banking sectorAnnals of Operations Research, 2022
- Does capital-based regulation affect bank pricing policy?Journal of Regulatory Economics, 2022
- The relationship between capital and liquidity prudential instrumentsJournal of Regulatory Economics, 2020
- Indian equity options: Smile, risk premiums, and efficiencyJournal of Futures Markets, 2018
- Applying panel vector autoregression to institutions, human capital, and outputEmpirical Economics, 2018
- Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?Journal of International Financial Markets, Institutions and Money, 2017
- Capital and liquidity ratios and financial distress. Evidence from the European banking industryThe British Accounting Review, 2017
- Evaluating early warning indicators of banking crises: Satisfying policy requirementsInternational Journal of Forecasting, 2014
- Bank-specific, industry-specific and macroeconomic determinants of bank profitabilityJournal of International Financial Markets, Institutions and Money, 2008
- Another look at the instrumental variable estimation of error-components modelsJournal of Econometrics, 1995