Showing papers by "Alistair Milne published in 2017"
TL;DR: The authors investigated the relationship between bank capital ratios and lending rates using data from 1998 to 2012 for 13 large banks accounting for 75% of total UK lending, finding that the coefficient of the Tier 1 capital ratio in reduced-form regressions for secured household lending rates changed from positive pre-crisis to negative in crisis, consistent with the relatively recent theories of bank portfolio decisions emphasizing cyclical variation in bank leverage and risk-appetite.
22 citations
TL;DR: The ESRC's UK in a Changing Europe Initiative sponsored by the ESRC in 2016 as discussed by the authors has published an updated version of the briefing note from their conference on international trade agreements after Brexit.
Abstract: This is an updated version of the briefing note from our conference, held at Loughborough University in London, 9th December 2016, on 'International Trade Agreements After Brexit: Establishing The Facts', sponsored by the ESRC's UK in a Changing Europe Initiative
3 citations