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Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology
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Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology (2017)Liquidity creation through efficient M&As…Bank Liquidity Creation (2009)Bank Liquidity CreationFinancial development and dynamic investment behavior: Evidence from panel VAR (2006)Financial development and dyn…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Banks as Liquidity Providers:…Stochastic Frontier Analysis (2000)Stochastic Frontier AnalysisDeterminants of Commercial Bank Interest Margins and Profitability: Some International Evidence (1999)Determinants of Commercial Ba…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Private and Public Supply of Liquidity (1998)Private and Public Supply of …Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Microeconomics of Banking (1997)Microeconomics of BankingInside the black box: What explains differences in the efficiencies of financial institutions? (1997)Inside the black box: What ex…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Determinants of European bank profitability: A note (1992)Determinants of European bank…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…INPUTS, OUTPUTS, AND A THEORY OF PRODUCTION AND COST AT DEPOSITORY FINANCIAL INSTITUTIONS (1977)INPUTS, OUTPUTS, AND A THEORY…Book Reviews: Statistical Methods for Meta-Analysis Larry V. Hedges and Ingram Olkin New York: Academic Press, 1985. xxii + 369 pp (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Formulation and estimation of dynamic models using panel data (1982)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Biases in Dynamic Models with Fixed Effects (1981)A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle (1985)Foundations of Economic Analysis. (1948)Theory of Production (1965)A Theory of the Banking Firm (1971)Globalization of Financial Institutions: Evidence from Cross-Border Banking Performance (2000)A directional slacks-based measure of technical inefficiency (2009)Industry Structure, Market Rivalry, and Public Policy (1973)Efficiency of financial institutions: International survey and directions for future research (1997)Problem loans and cost efficiency in commercial banks (1997)The consolidation of the financial services industry: Causes, consequences, and implications for the future (1999)Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial intermediation and growth: Causality and causes (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)Corporate Control, Portfolio Choice, and the Decline of Banking (1995)The Profit-Structure Relationship in Banking--Tests of Market-Power and Efficient-Structure Hypotheses (1995)The Relationship between Capital and Earnings in Banking (1995)How does foreign entry affect domestic banking markets? (2001)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland (2010)Data Envelopment Analysis (2007)Data envelopment analysis (DEA) – Thirty years on (2008)
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References

  • 1995Another look at the instrumental variable estimation of error-components models20,311 cited
  • 2003Testing for unit roots in heterogeneous panels15,744 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,760 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2000Stochastic Frontier Analysis4,357 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,273 cited
  • 1997Inside the black box: What explains differences in the efficiencies of financial institutions?2,283 cited
  • 1999Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence2,104 cited
  • 1977INPUTS, OUTPUTS, AND A THEORY OF PRODUCTION AND COST AT DEPOSITORY FINANCIAL INSTITUTIONS1,934 cited
  • 1998Private and Public Supply of Liquidity1,821 cited
  • 2006Financial development and dynamic investment behavior: Evidence from panel VAR1,790 cited
  • 1997Microeconomics of Banking1,640 cited
  • 2002Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking1,578 cited
  • 2009Bank Liquidity Creation

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1,384 cited
  • 1992Determinants of European bank profitability: A note1,352 cited
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