Regulatory changes and the cost of equity:evidence from French banks
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Joakim Westerlund, 2007.
"Testing for Error Correction in Panel Data,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(6), pages 709-748, December.
- Westerlund, Joakim, 2005. "Testing for Error Correction in Panel Data," Working Papers 2005:11, Lund University, Department of Economics.
- Westerlund, J., 2006. "Testing for error correction in panel data," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Allen N. Berger & Christa H. S. Bouwman, 2009. "Bank Liquidity Creation," The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3779-3837, September.
- Choi, In, 2001. "Unit root tests for panel data," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 249-272, April.
- G. S. Maddala & Shaowen Wu, 1999. "A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(S1), pages 631-652, November.
- Jean-Paul Pollin, 2011. "La nouvelle régulation bancaire microprudentielle : principes, incidences et limites," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 145-170.
- Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002.
"Unit root tests in panel data: asymptotic and finite-sample properties,"
Journal of Econometrics, Elsevier, vol. 108(1), pages 1-24, May.
- Tom Doan, "undated". "LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data," Statistical Software Components RTS00242, Boston College Department of Economics.
- Maddala, G S & Wu, Shaowen, 1999. "A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 631-652, Special I.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mazet-Sonilhac, C. & Mésonnier, J.-S., 2016. "Le coût des capitaux propres des grandes entreprises non financières en zone euro : une évaluation sur la dernière décennie," Bulletin de la Banque de France, Banque de France, issue 207, pages 33-45.
- Cyril Pouvelle., 2022. "An Analysis of Financial Conglomerate Resilience: A Perspective on bancassurance in France [Une analyse de la résilience des conglomérats financiers : Une perspective sur la bancassurance en France," Débats économiques et financiers 39, Banque de France.
- Eric Monnet, & Angelo Riva, & Stefano Ungaro., 2021.
"The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931) [Les effets réels des ruées bancaires : l’exemple de la Grande Dépression en France (1930-1931)],"
Débats économiques et financiers
37, Banque de France.
- Monnet, Eric & , & Ungaro, Stefano, 2021. "The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931)," CEPR Discussion Papers 16054, C.E.P.R. Discussion Papers.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2013.
"Désajustements de change, fédéralisme budgétaire et redistribution. Comment s'ajuster en union monétaire,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 57-96.
- Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2012. "Désajustements de change, fédéralisme budgétaire et redistribution : comment s'ajuster en union monétaire," CEPN Working Papers halshs-00735142, HAL.
- Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2013. "Désajustements de change, fédéralisme budgétaire et redistribution : comment s’ajuster en union monétaire?," Post-Print hal-01397604, HAL.
- Duwicquet, Vincent & Mazier, Jacques & Saadaoui, Jamel, 2012. "Désajustements de change, fédéralisme budgétaire et redistribution : comment s’ajuster en union monétaire [Exchange Rate Misalignments, Fiscal Federalism and Redistribution: How to Adjust in a Mone," MPRA Paper 42858, University Library of Munich, Germany.
- Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2012. "Désajustements de change, fédéralisme budgétaire et redistribution : comment s'ajuster en union monétaire," Working Papers halshs-00735142, HAL.
- Acar, Pinar & Berk, Istemi, 2022. "Power infrastructure quality and industrial performance: A panel data analysis on OECD manufacturing sectors," Energy, Elsevier, vol. 239(PC).
- Olivier Damette & Mathilde Maurel & Michael A. Stemmer, 2016.
"What does it take to grow out of recession? An error-correction approach towards growth convergence of European and transition countries,"
Post-Print
halshs-01318131, HAL.
- Olivier Damette & Mathilde Maurel & Michael A. Stemmer, 2016. "What does it take to grow out of recession? An error-correction approach towards growth convergence of European and transition countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01318131, HAL.
- Olivier Damette & Mathilde Maurel & Michael A. Stemmer, 2016. "What does it take to grow out of recession? An error-correction approach towards growth convergence of European and transition countries," Documents de travail du Centre d'Economie de la Sorbonne 16041, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Usman, Muhammad & Khalid, Khaizran & Mehdi, Muhammad Abuzar, 2021. "What determines environmental deficit in Asia? Embossing the role of renewable and non-renewable energy utilization," Renewable Energy, Elsevier, vol. 168(C), pages 1165-1176.
- Iheonu, Chimere & Asongu, Simplice & Odo, Kingsley & Ojiem, Patrick, 2020.
"Financial Sector Development and Investment in Selected ECOWAS Countries: Empirical Evidence using Heterogeneous Panel Data Method,"
MPRA Paper
107102, University Library of Munich, Germany.
- Chimere O. Iheonu & Simplice A. Asongu & Kingsley O. Odo & Patrick K. Ojiem, 2020. "Financial Sector Development and Investment in Selected ECOWAS Countries: Empirical Evidence using Heterogeneous Panel Data Method," Working Papers 20/045, European Xtramile Centre of African Studies (EXCAS).
- Chimere O. Iheonu & Simplice A. Asongu & Kingsley O. Odo & Patrick K. Ojiem, 2020. "Financial Sector Development and Investment in Selected ECOWAS Countries: Empirical Evidence using Heterogeneous Panel Data Method," Research Africa Network Working Papers 20/045, Research Africa Network (RAN).
- Chimere O. Iheonu & Simplice A. Asongu & Kingsley O. Odo & Patrick K. Ojiem, 2020. "Financial Sector Development and Investment in Selected ECOWAS Countries: Empirical Evidence using Heterogeneous Panel Data Method," Working Papers of the African Governance and Development Institute. 20/045, African Governance and Development Institute..
- R. Golinelli & I. Mammi & A. Musolesi, 2018. "Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area," Working Papers wp1120, Dipartimento Scienze Economiche, Universita' di Bologna.
- Munir, Qaiser & Lean, Hooi Hooi & Smyth, Russell, 2020. "CO2 emissions, energy consumption and economic growth in the ASEAN-5 countries: A cross-sectional dependence approach," Energy Economics, Elsevier, vol. 85(C).
- Le, Thai-Ha & Tran-Nam, Binh, 2018. "Trade liberalization, financial modernization and economic development: An empirical study of selected Asia–Pacific countries," Research in Economics, Elsevier, vol. 72(2), pages 343-355.
- Katircioglu, Salih Turan & Sertoglu, Kamil & Candemir, Mehmet & Mercan, Mehmet, 2015. "Oil price movements and macroeconomic performance: Evidence from twenty-six OECD countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 44(C), pages 257-270.
- Jos Alberto Fuinhas & Ant nio Cardoso Marques & Alcino Pinto Couto, 2015. "Oil-Growth Nexus in Oil Producing Countries: Macro Panel Evidence," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 148-163.
- Wang, Zhuo & Yen-Ku, Kuo & Li, Zeyun & An, Nguyen Binh & Abdul-Samad, Zulkiflee, 2022. "The transition of renewable energy and ecological sustainability through environmental policy stringency: Estimations from advance panel estimators," Renewable Energy, Elsevier, vol. 188(C), pages 70-80.
- Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2012. "Exchange Rate Misalignments, Fiscal Federalism and Redistribution," Post-Print hal-02169241, HAL.
- repec:hal:cepnwp:halshs-00829460 is not listed on IDEAS
- Ferreira, Cândida, 2020.
"Globalisation and Economic Growth: A Panel Data Approach,"
Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(2), pages 187-236.
- Cândida Ferreira, 2018. "Globalisation and Economic Growth: A panel data approach," Working Papers REM 2018/48, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Damette, Olivier & Seghir, Majda, 2013. "Energy as a driver of growth in oil exporting countries?," Energy Economics, Elsevier, vol. 37(C), pages 193-199.
- Khan, Zeeshan & Haouas, Ilham & Trinh, Hai Hong & Badeeb, Ramez Abubakr & Zhang, Changyong, 2023. "Financial inclusion and energy poverty nexus in the era of globalization: Role of composite risk index and energy investment in emerging economies," Renewable Energy, Elsevier, vol. 204(C), pages 382-399.
- Sung, Bongsuk & Song, Woo-Yong, 2013. "Causality between public policies and exports of renewable energy technologies," Energy Policy, Elsevier, vol. 55(C), pages 95-104.
- Tarik Dogru & Umit Bulut & Ercan Sirakaya-Turk, 2021. "Modeling tourism demand: Theoretical and empirical considerations for future research," Tourism Economics, , vol. 27(4), pages 874-889, June.
- Trofimov, Ivan D., 2020. "Is There a J-Curve Effect in the Services Trade in Canada? A Panel Data Analysis," MPRA Paper 106704, University Library of Munich, Germany.
- Najia Saqib & Haider Mahmood & Aamir Hussain Siddiqui & Muhammad Asif Shamim, 2022. "The Link between Economic Growth and Sustainable Energy in G7-Countries and E7-Countries: Evidence from a Dynamic Panel Threshold Model," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 294-302, September.
- Časni Anita Čeh, 2016. "Is there a housing wealth effect in European countries?," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 2(2), pages 30-40, December.
More about this item
Keywords
Modigliani-Miller; cost of equity; solvency ratios; liquidity ratios.;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-10-22 (Banking)
- NEP-CBA-2014-10-22 (Central Banking)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bfr:decfin:11. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Michael brassart (email available below). General contact details of provider: https://edirc.repec.org/data/bdfgvfr.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.