create a website

Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?. (2022). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine.
In: Other publications TiSEM.
RePEc:tiu:tiutis:b83f43a7-0f39-4d07-babc-992d2465af4b.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 51

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Acharya, V., Thakor, A., 2016. The dark side of liquidity creation: leverage-induced systemic risk and implications for the lender of last resort. J. Financ. Intermed. 28, 4–21.

  2. Acharya, V.V., Pedersen, L.H., Philippon, T., Richardson, M.P., 2016. Measuring systemic risk. Rev. Financ. Stud. 30 (1), 2–47.

  3. Admati, A., DeMarzo, P., Hellwig, M., Pfleiderer, P., 2010. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is not Expensive.

  4. Angelini, P., Clerc, L., Cúrdia, V., Gambacorta, L., Gerali, A., Locarno, A., Motto, R., Roeger, W., Van den Heuvel, S., Vlcek, J., 2015. Longterm Impact of Basel III Capital and Liquidity Requirements, 83. The Manchester School, pp. 217–251.
    Paper not yet in RePEc: Add citation now

  5. Öztekin, Ö., Flannery, M.J., 2012. Institutional determinants of capital structure adjustment speeds. J. Financ. Econ. 103 (1), 88–112.

  6. Barth, A., Schnabel, I., 2013. Why banks are not too big to fail - Evidence from the CDS market. Econ. Policy 28 (74), 335–369.

  7. Berger, A., Bouwman, C., 2013. How does capital affect bank performance during financial crises? J. Financ. Econ. 109 (2013), 146–176.

  8. Berger, A., DeYoung, R., Flannery, M., Lee, D., Öztekin, Ö, 2008. How do large banking organizations manage their capital ratios? J. Financ. Serv. Res. 34 (2), 123–149.

  9. Berrospide, J., Edge, R., 2010. The effects of bank capital on lending: what do we know, and what does it mean? Int. J. Central Bank. 6 (4), 5–54.

  10. Bertay, A.C., Demirgüç-Kunt, A., Huizinga, H., 2013. Do we need big banks? Evidence on performance, strategy and market discipline. J. Financ. Intermed. 22 (4), 532–558.

  11. Blum, J.M., 2008. Why basel II may need a leverage ratio restriction. J. Bank. Financ. 32 (8), 1699–1707.

  12. Blundell, R., Bond, S., 1998. Initial conditions and moment restrictions in dynamic panel data models. J. Econom. 87 (1), 115–143.

  13. Boyd John, H., Graham, Stanley L., Hewitt, R.Shawn, 1993. Bank holding company mergers with nonbank financial firms: effects on the risk of failure. J. Bank. Financ. 17 (1), 43–63.
    Paper not yet in RePEc: Add citation now

  14. Brewer, E., Kaufman, G., Wall, L., 2008. Bank capital ratios across countries: why do they vary? J. Financ. Serv. Res. 34 (2), 177–201.

  15. Brownlees, C.T., Engle, R., 2012. Volatility, Correlation and Tails for Systemic Risk Measurement. NYU Stern School of Business Working Paper.
    Paper not yet in RePEc: Add citation now

  16. Brunnermeier, M.K., Pedersen, L.H., 2009. Market liquidity and funding liquidity.

  17. Cecchetti, S.G., 2015. The Road to Financial Stability: Capital Regulation, Liquidity Regulation, and Resolution. Int. J. Central Bank. 11 (2), 127–139. MES and ࢞CoVaR are computed at time t given information available in t-1 on the financial system tail-risk. Our paper derives systemic risk based on two standard measures of tail risk: value-at-risk (VaR) and expected shortfall (ES). Losses are expressed in positive sign. The MES and ࢞CovaR are positive and given in absolute risk value. I.e. an increase in these bank’s systemic risk measures is thus given by a positive change.

  18. Cohen, B.H., Scatigna, M., 2016. Banks and capital requirements: channels of adjustment. J. Bank. Financ. 69 (S1), S56–S69.

  19. Cosimano, T.F., Hakura, D., 2011. In: Bank Behavior in Response to Basel III: a Cross– Country Analysis, 119. International Monetary Fund, pp. 1–34 Working Paper.

  20. De Jonghe, O., Öztekin, Ö, 2015. Bank capital management: international evidence. J. Financ. Intermed. 24 (2), 154–177.

  21. De Jonghe, O., Dewachter, H., Mulier, K., Ongena, S., Schepens, G., 2019. Some borrowers are more equal than others: bank funding shocks and credit reallocation. Rev. Financ. forthcoming.

  22. De-Ramon, S.J., Francis, W., Harris, Q., 2016. Bank Capital Requirements and Balance Sheet Management Practices: Has the Relationship Changed After the Crisis?. Bank of England Working Paper No. 635, available at SSRN https://ssrn.com/ abstract=2885244.

  23. Dermine, J., 2015. Basel III leverage ratio requirement and the probability of bank runs. J. Bank. Financ. 53 (C), 266–277.

  24. Farhi, E, Tirole, J., 2012. Collective moral hazard, maturity mismatch, and systemic bailouts. Am. Econ. Rev. 102 (1), 60–93.

  25. Faulkender, M., Flannery, M.J., Hankins, K.W., Smith, J.M., 2012. Cash flows and leverage adjustments. J. Financ. Econ. 103 (3), 632–646.
    Paper not yet in RePEc: Add citation now

  26. Flannery, M., Hankins, K.W., 2013. Estimating dynamic panel models in corporate finance. J. Corp. Financ. 19, 1–19.

  27. Flannery, M.J., Rangan, K.P., 2006. Partial adjustment toward target capital structures. J. Financ. Econ. 79 (3), 469–506.

  28. Francis, W., Osborne, M., 2012. Capital requirements and bank behavior in the UK: are there lessons for international capital standards? J. Bank. Financ. 36 (3), 803–816.

  29. Frank, M.Z., Goyal, V.K., 2009. Capital structure decisions: which factors are reliably important? Financ. Manage. 38 (1), 1–37.

  30. Gönül, Ç., Gungoraydinoglu, A., Öztekin, Ö., 2018. Global leverage adjustments, uncertainty, and country institutional strength. J. Financ. Intermed. 35 (A), 41–56.

  31. Giordana, G.A., Schumacher, I., 2013. Bank liquidity risk and monetary policy. empirical evidence on the impact of Basel III liquidity standards. Int. Rev. Appl. Econ. 27 (5), 633–655.

  32. Gropp, R., Heider, F., 2010. The determinants of bank capital structure. Rev. Financ. 14 (4), 587–622.

  33. Hamadi, M., Heinen, A., Linder, S., Porumb, V.A., 2016. Does Basel II affect the market valuation of discretionary loan loss provisions? J. Bank. Financ. 70, 177–192.

  34. Hanson, S., Kashyap, A., Stein, J., 2011. A macroprudential approach to financial regulation. J. Econ. Perspect. 25 (1), 3–28.
    Paper not yet in RePEc: Add citation now

  35. Harris, J., Raviv, A., 1991. The theory of capital structure. J. Financ. 46, 297–355.

  36. Huang, R., Ritter, J.R., 2009. Testing theories of capital structure and estimating the speed of adjustment. J. Financ. Quant. Anal. 44 (2), 237–271.

  37. Ivashina, V., Scharfstein, D., 2010. Bank lending during the financial crisis of 2008. J. Financ. Econ. 97 (3), 319–338.
    Paper not yet in RePEc: Add citation now

  38. Jimenez, G.Z., Ongena, S., Peydró, J.L., Saurina, J., 2017. Macroprudential Policy, countercyclical bank capital buffers and credit supply: evidence from the Spanish dynamic provisioning experiments. J. Polit. Econ. 125 (6), 2126–2127.

  39. John, K., Kim, T., Palia, D., 2012. Heterogeneous Speed of Adjustment in Target Capital Structure. Stern School of Business NYU Working paper.
    Paper not yet in RePEc: Add citation now

  40. Kok, C., Schepens, G., 2013. Bank Reactions After Capital Shortfalls. ECB Working Paper No. 1611.

  41. Laeven, L., Ratnovski, L., Tong, H., 2015. Bank size, capital, and systemic risk: some international evidence. J. Bank. Financ. 69 (S1), S25–S34.
    Paper not yet in RePEc: Add citation now

  42. Lemmon, M., Roberts, M., Zender, J., 2008. Back to the beginning: persistence and the cross-section of corporate capital structure. J. Financ. 63 (4), 1575–1608.

  43. Lepetit, L., Emmanuelle, N., Rous, P., Tarazi, A., 2008. Bank income structure and risk: an empirical analysis of European banks. J. Bank. Financ. 32 (8), 1452–1467.

  44. Lepetit, L., Saghi-Zedek, N., Tarazi, A., 2015. Excess control rights, bank capital structure adjustments, and lending. J. Financ. Econ. 115 (3), 574–591.

  45. Memmel, C., Raupach, P., 2010. How do banks adjust their capital ratios? J. Financ. Intermed. 19 (4), 509–528.

  46. Molyneux, P., Liu, H., Jiang, C., 2014. Bank Capital, Adjustment and Ownership: Evidence from China, BOFIT Discussion Paper No. 16/2014.

  47. Pagan, A., 1984. Econometric issues in the analysis of regressions with generated regressors. Int. Econ. Rev. 25 (1), 221–247.

  48. Please cite this article as: Y. Bakkar, O. De Jonghe and A. Tarazi, Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes? Journal of Banking and Finance, https://doi.org/10.1016/j.jbankfin.2019.03.002
    Paper not yet in RePEc: Add citation now

  49. Repullo, R., Suarez, J., 2013. The procyclical effect of bank capital regulation. Rev. Financ. Stud. 26 (2), 452–490.

  50. Rubio, M., Carrasco-Gallego, J.A., 2016. Coordinating macroprudential policies in the Euro area: the case of Spain. Econ. Model. 59 (C), 570–582.

  51. Zellner, A., 1962. An efficient method of estimating seemingly unrelated regression equations and tests of aggregation bias. J. Am. Stat. Assoc. 57, 500–509.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Exploring the non-linear dynamics between Commercial Real Estate and systemic risk. (2025). Kladakis, George ; Lux, Nicole ; Skouralis, Alexandros.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000295.

    Full description at Econpapers || Download paper

  2. A bibliometric review of liquidity creation. (2023). Pana, Elisabeta.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002276.

    Full description at Econpapers || Download paper

  3. Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?. (2023). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426619300494.

    Full description at Econpapers || Download paper

  4. Bank liquidity creation and religious observance: Evidence from Ramadan fasting. (2023). Raz, Arisyi.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001499.

    Full description at Econpapers || Download paper

  5. The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments. (2022). Pelizzon, Loriana ; Mucke, Christian ; Thakor, Anjan V ; Pezone, Vincenzo.
    In: VfS Annual Conference 2022 (Basel): Big Data in Economics.
    RePEc:zbw:vfsc22:264057.

    Full description at Econpapers || Download paper

  6. Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?. (2022). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:b83f43a7-0f39-4d07-babc-992d2465af4b.

    Full description at Econpapers || Download paper

  7. Bank liquidity creation: A new global dataset for developing and emerging countries. (2022). Shabani, Mimoza ; girardin, eric ; D'Avino, Carmela ; Davino, Carmela.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:158:y:2022:i:2:d:10.1007_s10290-021-00434-1.

    Full description at Econpapers || Download paper

  8. The Impact of TARP Capital Infusion on Bank Liquidity Creation: Does Bank Size Matter?. (2022). Cheung, Adrian (Wai-Kong) ; Cronje, Tom ; Zheng, Chen.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2022:q:2:a:7.

    Full description at Econpapers || Download paper

  9. Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies. (2022). Zhang, Ziyi ; Li, Yong ; Niu, Tong.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:19:p:12571-:d:932236.

    Full description at Econpapers || Download paper

  10. Bailing out conflicted sovereigns. (2022). Tsoulouhas, Theofanis ; Calomiris, Charles W.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957322000328.

    Full description at Econpapers || Download paper

  11. Institutional Shareholders and Bank Capital. (2022). Vander Vennet, Rudi ; Petit-Romec, Arthur ; Garel, Alexandre.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:50:y:2022:i:c:s1042957322000134.

    Full description at Econpapers || Download paper

  12. Bank capital structure and regulation: Overcoming and embracing adverse selection. (2022). Biswas, Sonny ; Koufopoulos, Kostas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:3:p:973-992.

    Full description at Econpapers || Download paper

  13. No-fault default, chapter 11 bankruptcy, and financial institutions. (2022). Thakor, Richard ; merton, robert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621000248.

    Full description at Econpapers || Download paper

  14. Corporate governance and liquidity creation nexus in Islamic banks—Is managerial ability a channel?. (2022). Kabir, Md Nurul ; Hassan, M. Kabir ; Safiullah, MD.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:51:y:2022:i:c:s1044028320300016.

    Full description at Econpapers || Download paper

  15. Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience. (2022). Uddin, Gazi ; Troster, Victor ; Yahya, Muhammad ; Rahman, Md Lutfur.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003082.

    Full description at Econpapers || Download paper

  16. Capital Buffers in a Quantitative Model of Banking Industry Dynamics. (2021). Corbae, P. Dean ; D'Erasmo, Pablo.
    In: Econometrica.
    RePEc:wly:emetrp:v:89:y:2021:i:6:p:2975-3023.

    Full description at Econpapers || Download paper

  17. Capital Buffers in a Quantitative Model of Banking Industry Dynamics. (2021). D'Erasmo, Pablo ; Corbae, P. Dean.
    In: Working Papers.
    RePEc:fip:fedpwp:92688.

    Full description at Econpapers || Download paper

  18. Capital Buffers in a Quantitative Model of Banking Industry Dynamics. (2021). D'Erasmo, Pablo ; Corbae, P. Dean.
    In: Working Papers.
    RePEc:fip:fedmwp:92399.

    Full description at Econpapers || Download paper

  19. Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission. (2021). Eisenbach, Thomas ; Choi, Dong Beom ; Yorulmazer, Tanju.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:47:y:2021:i:c:s1042957320300279.

    Full description at Econpapers || Download paper

  20. Politics, credit allocation and bank capital requirements. (2021). Thakor, Anjan.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:45:y:2021:i:c:s1042957319300221.

    Full description at Econpapers || Download paper

  21. Portfolio similarity and asset liquidation in the insurance industry. (2021). Pelizzon, Loriana ; Nikolova, Stanislava (Stas) ; Sherman, Mila Getmansky ; Hanley, Kathleen W ; Girardi, Giulio.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:142:y:2021:i:1:p:69-96.

    Full description at Econpapers || Download paper

  22. Bank systemic risk around COVID-19: A cross-country analysis. (2021). El Ghoul, Sadok ; Duan, Yuejiao ; Li, Xinming ; Guedhami, Omrane.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s037842662100251x.

    Full description at Econpapers || Download paper

  23. Bank liquidity creation and systemic risk. (2021). Vähämaa, Sami ; Yasar, Sara ; Vahamaa, Sami ; Davydov, Denis.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302922.

    Full description at Econpapers || Download paper

  24. Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks. (2021). Zhang, Xingmin ; Wang, Qingyu ; Fu, Qiang ; Lu, Liping.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:53:y:2021:i:c:s1572308921000036.

    Full description at Econpapers || Download paper

  25. Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210.

    Full description at Econpapers || Download paper

  26. Does gender diversity on banks boards matter? Evidence from public bailouts. (2021). Onali, Enrico ; Torluccio, Giuseppe ; Cardillo, Giovanni.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:71:y:2021:i:c:s0929119920300043.

    Full description at Econpapers || Download paper

  27. Financial institutions, asymmetric information and capital structure adjustments. (2020). Ripamonti, Alexandre.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:77:y:2020:i:c:p:75-83.

    Full description at Econpapers || Download paper

  28. Dynamic interventions and informational linkages. (2020). Cong, Lin ; Hu, Yunzhi ; Grenadier, Steven R.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:1:p:1-15.

    Full description at Econpapers || Download paper

  29. Bank-based versus market-based financing: Implications for systemic risk. (2020). Houben, Aerdt ; Bats, Joost.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300443.

    Full description at Econpapers || Download paper

  30. The interaction of bank regulation and taxation. (2020). Horvath, Balint.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300730.

    Full description at Econpapers || Download paper

  31. The Macroeconomic Effects of a European Deposit (Re-) Insurance Scheme. (2020). König, Tobias ; Gebauer, Stefan ; Clemens, Marius ; Konig, Tobias.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1873.

    Full description at Econpapers || Download paper

  32. Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas.
    In: Working Papers Series.
    RePEc:bcb:wpaper:540.

    Full description at Econpapers || Download paper

  33. Capital Requirements in a Quantitative Model of Banking Industry Dynamics. (2019). D'Erasmo, Pablo ; Corbae, P. Dean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25424.

    Full description at Econpapers || Download paper

  34. Managerial risk-taking incentives and the systemic risk of financial institutions. (2019). Vähämaa, Sami ; Vahamaa, Sami ; Iqbal, Jamshed.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0780-z.

    Full description at Econpapers || Download paper

  35. Interconnectedness and Contagion Analysis: A Practical Framework. (2019). Xu, TengTeng ; Bricco ('Gieck'), Jana.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/220.

    Full description at Econpapers || Download paper

  36. Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick.
    In: Risks.
    RePEc:gam:jrisks:v:7:y:2019:i:2:p:46-:d:226193.

    Full description at Econpapers || Download paper

  37. Strategic Liquidity Mismatch and Financial Sector Stability. (2019). Silva, André.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-82.

    Full description at Econpapers || Download paper

  38. Liquidity standards and the value of an informed lender of last resort. (2019). Suarez, Javier ; santos, joao.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:2:p:351-368.

    Full description at Econpapers || Download paper

  39. Capital Requirements in a Quantitative Model of Banking Industry Dynamics. (2018). D'Erasmo, Pablo ; Corbae, P. Dean.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:1221.

    Full description at Econpapers || Download paper

  40. “The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”. (2018). Sosvilla-Rivero, Simon ; Singh, Manish ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201804.

    Full description at Econpapers || Download paper

  41. Policy uncertainty and bank bailouts. (2018). Guo, Nick ; Caliendo, Frank ; Smith, Jason M.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:39:y:2018:i:c:p:111-125.

    Full description at Econpapers || Download paper

  42. .

    Full description at Econpapers || Download paper

  43. Determinants of bank’s financing choices under capital regulation. (2017). Martin-Oliver, Alfredo ; Llorens, Vanesa.
    In: SERIEs: Journal of the Spanish Economic Association.
    RePEc:spr:series:v:8:y:2017:i:3:d:10.1007_s13209-017-0161-1.

    Full description at Econpapers || Download paper

  44. Volatility Spillover among Industries in the Capital Market in Iran. (2017). Botshekan, Mohamad Hashem ; Mohseni, Hosein.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:12:y:2017:i:2:p:213-233.

    Full description at Econpapers || Download paper

  45. The European Deposit Insurance in Perspective. (2017). Kiriazidis, Theo.
    In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
    RePEc:hel:greese:112.

    Full description at Econpapers || Download paper

  46. Does banks systemic importance affect their capital structure and balance sheet adjustment processes?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01636253.

    Full description at Econpapers || Download paper

  47. Does banks systemic importance affect their capital structure adjustment process?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01546995.

    Full description at Econpapers || Download paper

  48. The European deposit insurance in perspective. (2017). Kiriazidis, Theo.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:84107.

    Full description at Econpapers || Download paper

  49. Bank-based versus market-based financing: implications for systemic risk. (2017). Bats, Joost.
    In: Working Papers.
    RePEc:dnb:dnbwpp:577.

    Full description at Econpapers || Download paper

  50. Deposit Insurance: Theories and Facts. (2016). Jaremski, Matthew ; Calomiris, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22223.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-26 04:34:38 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.