Bank Capital and Liquidity Creation: Granger-Causality Evidence

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 exhaustive...

Full description

Saved in:
Bibliographic Details
Published in:Journal of financial services research 2014-06, Vol.45 (3), p.341-361
Main Authors: Horváth, Roman, Seidler, Jakub, Weill, Laurent
Format: Article
Language:English
Subjects:
Bank management
Banking
Banking industry
Banks
Basel Accords
Capital
Capital requirements
Causality
Cost control
Economic crisis
Economic stability
Economics and Finance
Finance
Financial crisis
Financial Services
Generalized method of moments
International organizations
Liquidity
Macroeconomics/Monetary Economics//Financial Economics
Regulation of financial institutions
Solvency
Studies
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!