Horváth, Roman; Seidler, Jakub; Weill, Laurent - In: Journal of Financial Services Research 45 (2014) 3, pp. 341-361
We examine the relation between capital and liquidity creation. This issue is interesting because of the potential impact on liquidity creation from tighter capital requirements such as those in Basel III. We perform Granger-causality tests in a dynamic GMM panel estimator framework on an...
