Journal ArticleDOI
The contribution of macroprudential policies to banks' resilience: Lessons from the systemic crises and the COVID‐19 pandemic shock
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This article is published in International Review of Finance.The article was published on 2023-07-15. It has received 0 citations till now.read more
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Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations.
Manuel Arellano,Stephen Bond +1 more
TL;DR: In this article, the generalized method of moments (GMM) estimator optimally exploits all the linear moment restrictions that follow from the assumption of no serial correlation in the errors, in an equation which contains individual effects, lagged dependent variables and no strictly exogenous variables.
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How to do Xtabond2: An Introduction to Difference and System GMM in Stata
TL;DR: This pedagogic paper first introduces linear GMM, and shows how limited time span and the potential for fixed effects and endogenous regressors drive the design of the estimators of interest, offering Stata-based examples along the way.
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Understanding Interaction Models: Improving Empirical Analyses
TL;DR: A survey of the top three political science journals from 1998 to 2002 suggests that the execution of these models is often flawed and inferential errors are common as discussed by the authors, and that scholars follow the simple checklist of dos and don'ts for using multiplicative interaction models presented in this article.
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How Does Capital Affect Bank Performance During Financial Crises
TL;DR: The authors empirically examined how capital affects a bank's performance (survival and market share), and how this effect varies across banking crises, market crises, and normal times that occurred in the U.S over the past quarter century.
Journal ArticleDOI
Systemic banking crises database
Luc Laeven,Fabian Valencia +1 more
TL;DR: In this article, the authors present a comprehensive database on systemic banking crises during 1970-2011 and propose a methodology to date banking crises based on policy indices, and examine the robustness of this approach.