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Are Bank Capital Ratios too High or too Low? Incomplete Markets and Optimal Capital Structure

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Author Info

  • Douglas Gale

    (New York University,)

  • Onur Özgür

    (New York University,)

Abstract

We study the effect of relative risk aversion on optimal capital structure in a general-equilibrium model of intermediation with incomplete markets. (JEL: D5, G2) Copyright (c) 2005 The European Economic Association.

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Bibliographic Info

Article provided by MIT Press in its journal Journal of the European Economic Association.

Volume (Year): 3 (2005)
Issue (Month): 2-3 (04/05)
Pages: 690-700

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Handle: RePEc:tpr:jeurec:v:3:y:2005:i:2-3:p:690-700

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Cited by:
  1. : Gianni De Nicolo & Andrea Gamba & Marcella Lucchetta, 2012. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Working Papers wpn12-04, Warwick Business School, Finance Group.
  2. Oren Levintal, 2012. "Equity Capital, Bankruptcy Risk and the Liquidity Trap," Working Papers 2012-07, Bar-Ilan University, Department of Economics.
  3. Allen Berger & Robert DeYoung & Mark Flannery & David Lee & Ozde Oztekin, 2008. "How do large banking organizations manage their capital ratio?," Research Working Paper RWP 08-01, Federal Reserve Bank of Kansas City.
  4. Wang, Tianxi, 2013. "A model of leverage based on risk sharing," Economics Letters, Elsevier, vol. 119(1), pages 97-100.
  5. John Harding & Xiaozhong Liang & Stephen Ross, 2013. "Bank Capital Requirements, Capital Structure and Regulation," Journal of Financial Services Research, Springer, vol. 43(2), pages 127-148, April.

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