Search Results - subject:"Local generalized method of moments"

Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus

Delis, Manthos D; Tran, Kien; Tsionas, Efthymios - Volkswirtschaftliche Fakultät, … - 2009

By examining the impact of capital regulation on bank risk-taking using a local estimation technique, we are able to quantify the heterogeneous response of banks towards this type of regulation in banking sectors of western-type economies. Subsequently, using this information on the bank-level...

Persistent link: https://www.econbiz.de/10008490462

Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus

Delis, Manthos D.; Tran, Kien C.; Tsionas, Efthymios G. - In: Journal of Financial Stability 8 (2012) 2, pp. 57-68

By examining the impact of capital regulation on bank risk-taking using a local estimation technique, this paper attempts to quantify for the first time the heterogeneous response of banks towards this type of regulation in banking sectors of western-type economies. Subsequently, using this...

Persistent link: https://www.econbiz.de/10010572702

Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus

Delēs, Manthos D.; Tran, Kien C.; Tsionas, Efthymios G. - In: Journal of financial stability 8 (2012) 2, pp. 57-68

Persistent link: https://www.econbiz.de/10009655679

Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models

Tran, Kien; Tsionas, Efthymios - In: Econometric Reviews 29 (2010) 1, pp. 39-61

of local generalized method of moments (LGMM) estimators that are simple and easy to implement in practice. We show that …

Persistent link: https://www.econbiz.de/10008583028