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Are capital buffers pro-cyclical?: Evidence from Spanish panel data

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Author Info
Ayuso, Juan
Perez, Daniel
Saurina, Jesus
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Article provided by Elsevier in its journal Journal of Financial Intermediation.

Volume (Year): 13 (2004)
Issue (Month): 2 (April)
Pages: 249-264
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Handle: RePEc:eee:jfinin:v:13:y:2004:i:2:p:249-264

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Web page: http://www.elsevier.com/locate/inca/622875

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  1. Inês Drumond, 2008. "Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis," FEP Working Papers 277, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
  2. Simona Castellani & Chiara Pederzoli & Costanza Torricelli, 2008. "Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 08014, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi". [Downloadable!]
  3. Isaac Alfon & Isabel Argimón & Patricia Bascuñana-Ambrós, 2005. "How individual capital requirements affect capital ratios in UK banks and building societies," Banco de España Working Papers 0515, Banco de España. [Downloadable!]
  4. Patrick Van Roy, 2008. "Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 29-60, September. [Downloadable!]
  5. Jokipii, Terhi & Milne, Alistair, 2007. "The Cyclical Behaviour of European Bank Capital Buffers," SIFR Research Report Series 56, Swedish Institute for Financial Research. [Downloadable!]
  6. Haibin Zhu, 2008. "Capital Regulation and Banks' Financial Decisions," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 165-211, March. [Downloadable!]
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