The cyclical behavior of bank capital buffers in an emerging economy: size do matters
Using a panel of Colombian banks and quarterly data between 1996:1 and 2010:3, we study the relationship between short-run adjustemnts in bank capital buffers and the business cycle. We follow a partial adjustment framework and control for several variables that have been identified as important det...
Autores Principales: | , , , |
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Formato: | Documento de trabajo (Working Paper) |
Lenguaje: | Español (Spanish) |
Publicado: |
Universidad del Rosario
2011
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Materias: | |
Acceso en línea: | http://repository.urosario.edu.co/handle/10336/10973 |