Cyclicality of capital adequacy ratios in heterogeneous environment : a nonlinear panel smooth transition regression explanation
| Year of publication: |
2022
|
|---|---|
| Authors: | Rubbaniy, Ghulame ; Khalid, Ali Awais ; Polyzos, Efstathios ; Almessabi, Balqees Naser |
| Published in: |
Managerial and decision economics : MDE ; the international journal of research and progress in management economics. - Chichester [u.a.] : Wiley, ISSN 1099-1468, ZDB-ID 1491342-2. - Vol. 43.2022, 6, p. 1960-1979
|
| Subject: | Basler Akkord | Basel Accord | Konjunktur | Business cycle | Regressionsanalyse | Regression analysis | Theorie | Theory | USA | United States | 1993-2018 |
-
Rubbaniy, Ghulame, (2020)
-
On the cyclical properties of Hamilton's regression filter
Schüler, Yves S., (2018)
-
Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Pederzoli, Chiara, (2005)
- More ...
-
Rubbaniy, Ghulame, (2021)
-
Cyclicality of Liquidity Creation : Non-linear Evidence from US Bank Holding Companies
Rubbaniy, Ghulame, (2022)
-
Rubbaniy, Ghulame, (2020)
- More ...