A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Hyeoncheol Baik, Sumin Han, Sunghoon Joo, Kangbok Lee
| Year of publication: |
2022
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|---|---|
| Authors: | Baik, Hyeoncheol ; Han, Sumin ; Joo, Sunghoon ; Lee, Kangbok |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 142.2022, p. 1-25
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| Subject: | Bank holding companies | Capital management | Kalman filter | Partial adjustment model | Rate of capital adjustment | Time-varying parameter model | Bank | Zustandsraummodell | State space model | Basler Akkord | Basel Accord | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2022.106548 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013473072