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Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments
8 references·3 citing·46 second hop
Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments (1985)Joint Effects of Interest Rate Deregulati…Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital (1981)Federal Deposit Insurance, Re…Regulation of Bank Capital and Portfolio Risk (1980)Regulation of Bank Capital an…Bank Portfolio Regulation and the Probability of Bank Failure: Note (1978)Bank Portfolio Regulation and…Bank Capital Adequacy, Deposit Insurance and Security Values (1978)Bank Capital Adequacy, Deposi…DETERMINING AN OPTIMAL CAPITAL STANDARD FOR THE BANKING INDUSTRY (1977)DETERMINING AN OPTIMAL CAPITA…An Analytic Derivation of the Efficient Portfolio Frontier (1972)An Analytic Derivation of the…Bank Portfolio Allocation, Deposit Variability, and the Availability Doctrine (1965)Bank Portfolio Allocation, De…Safety First and the Holding of Assets (1952)Safety First and the Holding …The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature (2004)The Basel Capital Accords and…Bank failure, risk, and capital regulation (1996)Bank failure, risk, and capit…The wealth effects of the risk-based capital requirement in banking (1990)The wealth effects of the ris…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Commercial Bank Exposure and Sensitivity to the Real Estate Market (1995)Improving Tests of Abnormal Returns by Bootstrapping the Multivariate Regression Model with Event Parameters (2004)Building the firm's political (lobbying) strategy (2005)The cost of capital, corporation finance and the theory of investment (2008)A General Equilibrium Approach To Monetary Theory (1969)Bank Real Estate Lending and the New England Capital Crunch (1994)A Note on Shareholder Oversight and the Regulatory Environment: The Japanese Banking Experience (2000)Estimating output allocative efficiency and productivity change: Application to Japanese banks (2002)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Deposit Insurance and Bank Regulation: A Partial-Equilibrium Exposition (1978)On the Cost of Deposit Insurance When There Are Surveillance Costs (1978)Capital and risk in property-liability insurance markets (1996)Competition and Regulation in Banking (2008)The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks* (2013)Risk Aversion in the Small and in the Large (1964)The Economic Theory of Agency: The Principal's Problem. (1973)Risk Aversion in the Small and in the Large (1976)Capital regulation and bank risk-taking: A note (1989)The relationship between risk and capital in commercial banks (1992)The role of capital in financial institutions (1995)Portfolio Selection: Efficient Diversification of Investments (1959)A Note on Uncertainty and Indifference Curves (1969)An Intertemporal Capital Asset Pricing Model (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Theory of Financial Decision Making. (1988)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)Loan Sales and the Cost of Bank Capital (1988)Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail" (1990)Prudential Regulation for Banks (1995)Financial Intermediation and Delegated Monitoring (1984)Deposit Insurance, Risk, and Market Power in Banking (1988)The consolidation of the financial services industry: Causes, consequences, and implications for the future (1999)A perspective on the symptoms and causes of the financial crisis (2012)For a political economy of financialization: theory and evidence (2017)Winners and losers from supervisory enforcement actions against banks (2019)On the Measurement of Poverty (1987)An Engine, Not a Camera (2006)Bank activity and funding strategies: The impact on risk and returns☆ (2010)Risk and regulation (1980)Understanding the market reaction to shockwaves: Evidence from the failure of Lehman Brothers (2013)Capital regulation and risk sharing (2018)Chapter 16 Credit rationing (1990)BANKING RELATIONSHIPS AND THE EFFECT OF MONITORING ON LOAN PRICING (1997)Evidence of jointness in the terms of relationship lending (2007)
this work references cited by second hop

References

  • 1952Safety First and the Holding of Assets2,537 cited
  • 1972An Analytic Derivation of the Efficient Portfolio Frontier1,039 cited
  • 1980Regulation of Bank Capital and Portfolio Risk973 cited
  • 1981Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital525 cited
  • 1965Bank Portfolio Allocation, Deposit Variability, and the Availability Doctrine268 cited
  • 1978Bank Capital Adequacy, Deposit Insurance and Security Values184 cited
  • 1977DETERMINING AN OPTIMAL CAPITAL STANDARD FOR THE BANKING INDUSTRY104 cited
  • 1978Bank Portfolio Regulation and the Probability of Bank Failure: Note79 cited

Cited by

  • 2004The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature53 cited
  • 1990The wealth effects of the risk-based capital requirement in banking41 cited
  • 1996Bank failure, risk, and capital regulation25 cited

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