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Risk-Taking Behavior and Capital Adequacy in a Mixed Banking System: New Evidence from Malaysia Using Dynamic OLS and Two-Step Dynamic System GMM Estimators
16 references·4 citing·23 second hop
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
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  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004A finite sample correction for the variance of linear efficient two-step GMM estimators5,973 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 2004Fully modified OLS for heterogeneous cointegrated panels2,721 cited
  • 2014Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?1,328 cited
  • 1994A Theory of Debt and Equity: Diversity of Securities and Manager-Shareholder Congruence837 cited
  • 1992The relationship between risk and capital in commercial banks776 cited
  • 2001An Introduction to Islamic Finance

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653 cited
  • 1994Did Risk-Based Capital Allocate Bank Credit and Cause a "Credit Crunch" in the United States?589 cited
  • 2001Likelihood‐based cointegration tests in heterogeneous panels580 cited
  • Cited by

    • 2020Does capital adequacy ratio influence risk-taking behaviour of conventional and Islamic banks differently? Empirical evidence from dual banking system of Malaysia27 cited
    • 2020Profit- and loss-sharing impact on Islamic bank liquidity in GCC countries24 cited
    • 2020Does information disclosure reduce stock price volatility? A comparison of Islamic and conventional banks in Gulf countries23 cited
    • 2017Capital structure of Islamic banks: a critical review of theoretical and empirical research18 cited