Article ID Journal Published Year Pages File Type
965494 Journal of Macroeconomics 2012 19 Pages PDF
Abstract
► Business cycle effects of bank capital regulatory regimes are examined. ► Bank capital increases incentives for banks to monitor borrowers. ► Negative supply shock is simulated. ► Basel II regime may be less procyclical than a Basel I regime.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
, , ,