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An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg
16 references·5 citing·27 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
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 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
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 2004A finite sample correction for the variance of linear efficient two-step GMM estimators5,973 cited
  • 2008Liquidity and leverage2,557 cited
  • 2016CoVaR2,395 cited
  • 2003Bank regulation and supervision: what works best?2,360 cited
  • 2006Bank-specific, industry-specific and macroeconomic determinants of bank profitability2,292 cited
  • 2008In Search of Distress Risk2,232 cited
  • 1999Estimating dynamic panel data models: a guide for macroeconomists2,126 cited
  • 1999Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence

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1,871 cited
  • 2013How does capital affect bank performance during financial crises?1,690 cited
  • Cited by

    • 2018The effects of Basel III liquidity regulations on banks’ profitability52 cited
    • 2018Effects of Basel III Higher Capital and Liquidity Requirements on Banking Sectors across the Main South East Asian Nations48 cited
    • 2021Capital, liquidity, and profitability in European banks42 cited
    • 2022Basel III Capital Regulations and Bank Efficiency: Evidence from Selected African Countries33 cited
    • 2022Impact of Basel III liquidity regulations on U.S. Bank performance in different conditional profitability spectrums31 cited