The cyclical behavior of bank capital buffers in an emerging economy: size does matter
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Borradores de Economía; No. 650
Date published
2011-04-15
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2011-04-15
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.
Abstract
Using a panel of Colombian banks and quarterly data between 1996:1 and 2010:3, we study the relationship between short-run adjustments in bank capital buffers and the business cycle. We follow a partial adjustment framework and control for several variabl
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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.
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