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...

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Detalles Bibliográficos
Autores Principales: Garcia-Suaza, Andres, Gómez-González, José E., Murcia-Pabón, Andrés, Tenjo-Galarza, Fernando
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Universidad del Rosario 2011
Materias:
Acceso en línea:http://repository.urosario.edu.co/handle/10336/10973