Bank holding company capital targets in the early 1990s: The regulators versus the markets

Journal of Banking & Finance - Tập 19 - Trang 563-574 - 1995
Larry D. Wall1,2, David R. Peterson3
1Federal Reserve Bank of Atlanta, 104 Marietta Street NW, Atlanta, GA 30303, USA
2Emory University, Atlanta, GA 30322, USA
3Florida State University, Tallahassee, FL, USA

Tài liệu tham khảo

Baer, 1993, Risk-based capital and bank growth Berger, 1994, Did risk-based capital allocate bank credit and cause a “credit crunch” in the U.S.?, Journal of Money Credit and Banking, 26, 585, 10.2307/2077994 Flannery, 1994, Debt maturity and the deadweight cost of leverage: optimally financing banking firms, American Economic Review Gennotte, 1991, Capital controls and bank risk, Journal of Banking and Finance, 15, 805, 10.1016/0378-4266(91)90101-Q Gersovitz, 1980, Classification probabilities for the disequilibrium model, Journal of Econometrics, 14, 239, 10.1016/0304-4076(80)90093-7 Goldfeld, 1975, Estimation in a disequilibrium model and the value of information, Journal of Econometrics, 3, 325, 10.1016/0304-4076(75)90052-4 Hancock, 1993, Bank capital and portfolio composition Koehn, 1980, Regulation of bank capital and portfolio risk, Journal of Finance, 35, 1235, 10.2307/2327096 Maddala, 1974, Maximum likelihood methods for models of markets in disequilibrium, Econometrica, 42, 1013, 10.2307/1914215 Myers, 1984, The capital structure puzzle, Journal of Finance, 39, 575, 10.2307/2327916 Orgler, 1983, Implications of corporate capital structure theory for banking institutions, Journal of Money, Credit and Banking, 15, 212, 10.2307/1992401 Wall, 1987, The effect of capital adequacy guidelines on large bank holding companies, Journal of Banking and Finance, 11, 581, 10.1016/0378-4266(87)90004-5 Wall, 1994, Bank Holding Company Capital Targets in the Early 1990s: The Regulators versus the Markets, Federal Reserve Bank of Atlanta Working paper