IDEAS home Printed from https://ideas.repec.org/a/mes/emfitr/v55y2019i3p655-670.html
   My bibliography  Save this article

The Impact of Charter Values on Bank Capital in Asia: A Threshold Regression Analysis

Author

Listed:
  • Hassan Daher
  • Mansur Masih
  • Mansor Ibrahim

Abstract

Recent theories suggest the relation between banks’ charter values and capital buffers is nonlinear and a function of the value of the charter. Using novel threshold estimation techniques, we investigate this for a cross section of 239 commercial banks in 24 Asian economies during the 2008 crisis and post crisis periods. For the latter period, a negative relation seems to dominate for high charter value banks in Asia (excluding Middle East region). During crises, our results for advanced Asian economies are consistent with capital buffer theory. Our findings raise distinct policy implications for the regulation and supervision of Asian banks.

Suggested Citation

  • Hassan Daher & Mansur Masih & Mansor Ibrahim, 2019. "The Impact of Charter Values on Bank Capital in Asia: A Threshold Regression Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(3), pages 655-670, February.
    • Handle: RePEc:mes:emfitr:v:55:y:2019:i:3:p:655-670
    DOI: 10.1080/1540496X.2018.1453803
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/1540496X.2018.1453803
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/1540496X.2018.1453803?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Samina RIAZ & Venus Khim-Sen LIEW & Rossazana Bt Ab RAHIM, 2019. "The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 57-71, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:mes:emfitr:v:55:y:2019:i:3:p:655-670. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/MREE20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.