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Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?
16 references·5 citing·39 second hopsampled
Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes? (2019)Does banks’ systemic importance affect th…Measuring Systemic Risk (2016)Measuring Systemic RiskCoVaR (2016)CoVaRHow does capital affect bank performance during financial crises? (2013)How does capital affect bank …Estimating dynamic panel models in corporate finance (2012)Estimating dynamic panel mode…Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts (2012)Collective Moral Hazard, Matu…A Macroprudential Approach to Financial Regulation (2011)A Macroprudential Approach to…The Determinants of Bank Capital Structure (2010)The Determinants of Bank Capi…Testing Theories of Capital Structure and Estimating the Speed of Adjustment (2009)Testing Theories of Capital S…Bank lending during the financial crisis of 2008 (2009)Bank lending during the finan…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure (2008)Back to the Beginning: Persis…Capital Structure Decisions: Which Factors Are Reliably Important? (2007)Capital Structure Decisions: …Bank income structure and risk: An empirical analysis of European banks (2007)Bank income structure and ris…Partial adjustment toward target capital structures (2005)Partial adjustment toward tar…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…The Theory of Capital Structure (1991)The Theory of Capital Structu…Borrower- and lender-based macroprudential policies: What works best against bank systemic risk? (2022)Borrower- and lender-based ma…Internationalization, foreign complexity and systemic risk: Evidence from European banks (2021)Internationalization, foreign…Economics of Capital Adjustment in the Us Commercial Banks: Empirical Analysis (2021)Economics of Capital Adjustme…Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector (2021)Bank Capital Buffer and Econo…How do large commercial banks adjust capital ratios: empirical evidence from the US? (2020)How do large commercial banks…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Do Peer Firms Affect Corporate Financial Policy? (2013)… and the Cross-Section of Expected Returns (2015)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Firms, Contracts, and Financial Structure (1995)What Do We Know about Capital Structure? Some Evidence from International Data (1995)Bank Runs, Deposit Insurance, and Liquidity (1983)Agency costs of free cash flow, corporate finance, and takeovers (1996)Liquidity risk management and credit supply in the financial crisis (2011)Bank size, capital, and systemic risk: Some international evidence (2015)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)Biases in Dynamic Models with Fixed Effects (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Credit Rationing in Markets with Imperfect Information (1981)Continuous Auctions and Insider Trading (1985)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Econometric Analysis of Cross Section and Panel Data (2001)Overconfidence and Early‐Life Experiences: The Effect of Managerial Traits on Corporate Financial Policies (2011)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Renegotiation of financial contracts: Evidence from private credit agreements (2009)Securitized banking and the run on repo (2011)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Coherent Measures of Risk (1999)Bank Capital and Lending Relationships (2017)Estimating global bank network connectedness (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)SRISK: A conditional capital shortfall measure of systemic risk (2017)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Do Firms Rebalance Their Capital Structures? (2005)
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References

  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1991The Theory of Capital Structure4,371 cited
  • 2007Capital Structure Decisions: Which Factors Are Reliably Important?2,853 cited
  • 2009Bank lending during the financial crisis of 20082,777 cited
  • 2016CoVaR2,395 cited
  • 2005Partial adjustment toward target capital structures2,038 cited
  • 2008Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure1,846 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2013How does capital affect bank performance during financial crises?1,690 cited
  • 2012Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts1,121 cited
  • 2011A Macroprudential Approach to Financial Regulation1,087 cited
  • 2009Testing Theories of Capital Structure and Estimating the Speed of Adjustment933 cited
  • 2012Estimating dynamic panel models in corporate finance841 cited
  • 2007Bank income structure and risk: An empirical analysis of European banks840 cited
  • 2010

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The Determinants of Bank Capital Structure
684 cited

Cited by

  • 2022Borrower- and lender-based macroprudential policies: What works best against bank systemic risk?32 cited
  • 2021Internationalization, foreign complexity and systemic risk: Evidence from European banks30 cited
  • 2020How do large commercial banks adjust capital ratios: empirical evidence from the US?28 cited
  • 2021Economics of Capital Adjustment in the Us Commercial Banks: Empirical Analysis28 cited
  • 2021Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector21 cited