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Our data says that the document:
S. M., Abbas ; Raphael, Espinoza. (2016) Why Do Banks in Developing Countries Hold Government Securities?.
In: UCL SSEES Economics and Business working paper series. RePEc:see:wpaper:2016:1.
Full description at Econpapers
cites:
- RP* ΣRG,RP )] as in case 2 of section III, where the empirical moments have been computed over 1995-2004. 3/ To ensure adequate degrees of freedom, regressions were run only for those countries which had more than 10 banks reporting at least 8 years of data on all underlying variables needed to compute λ*. 4/ banks with λ* outside the [0;100] percent range were excluded from the regression. The number of bank shown in the table represents the banks remaining after this exclusion 5/ A coefficient of 0.5 on λ* for Argentina implies that a 1 percentage point increase in the MVP-implied optimal portfolio share of xg raises the observed share of xg by 0.5 percentage points.
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