Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? : evidence from a stress test under a panel VAR methodology
Year of publication: |
October 2017
|
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Authors: | Baltas, Konstantinos N. ; Kapetanios, George ; Tsionas, Efthymios G. ; Izzeldin, Marwan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 83.2017, p. 36-56
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Subject: | Bank distress | Liquidity risk | Efficiency | Capital structure | Regulation | M&As | PVAR | Kapitalstruktur | Bankrisiko | Bank risk | Bankenliquidität | Bank liquidity | Bank | Schock | Shock | Betriebliche Liquidität | Corporate liquidity | Liquidität | Liquidity | Stresstest | Stress test | Bankenkrise | Banking crisis | Schätzung | Estimation | Basler Akkord | Basel Accord | VAR-Modell | VAR model | Kreditrisiko | Credit risk | Finanzsystem | Financial system | Bankenregulierung | Bank regulation |
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