Bank Capital Shocks and Portfolio Risk: Evidence from Japan
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- Iwatsubo, Kentaro, 2007. "Bank capital shocks and portfolio risk: Evidence from Japan," Japan and the World Economy, Elsevier, vol. 19(2), pages 166-186, March.
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More about this item
KeywordsBank risk; Risk-shifting incentives; Fran-chise value; Capital adequacy requirement;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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