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Basel II procyclicality: the case of South Africa
Liu, Guangling; Seeiso, Nkhahle E. - In: Economic modelling 29 (2012) 3, pp. 848-857
Persistent link: https://www.econbiz.de/10009545502
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Macroprudential policy with convertible debt
Hollander, Hylton - In: Journal of macroeconomics 54 (2017) 2, pp. 285-305
Persistent link: https://www.econbiz.de/10011926968
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Housing and credit market shocks : exploring the role of rule-based Basel III counter-cyclical capital requirements
Liu, Guangling; Molise, Thabang - In: Economic modelling 82 (2019), pp. 264-279
Persistent link: https://www.econbiz.de/10012203094
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Macroprudential policy and foreign interest rate shocks : a comparison of loan-to-value and capital requirements
Garbers, Christoph; Liu, Guangling - In: International review of economics & finance : IREF 58 (2018), pp. 683-698
Persistent link: https://www.econbiz.de/10012034257
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Welfare analysis of bank capital requirements with endogenous default
Garcia-Barragan, Fernando; Liu, Guangling - In: Economic modelling 73 (2018), pp. 15-29
Persistent link: https://www.econbiz.de/10012100547