Publication:
The impact of charter values on bank capital in Asia: a threshold regression analysis
| DC Field | Value | |
|---|---|---|
| dc.contributor.author | Hassan Daher | |
| dc.contributor.author | Abul Mansur Mohammed Masih | |
| dc.contributor.author | Mansor H. Ibrahim | |
| dc.date.accessioned | 2021-07-28T02:55:20Z | |
| dc.date.available | 2021-07-28T02:55:20Z | |
| dc.date.issued | 2019 | |
| dc.description.abstract | Recent theories suggest the relation between banks' charter values and capital buffers is nonlinear and a function of the value of the charter. Using novel threshold estimation techniques, we investigate this for a cross section of 239 commercial banks in 24 Asian economies during the 2008 crisis and post crisis periods. For the latter period, a negative relation seems to dominate for high charter value banks in Asia (excluding Middle East region). During crises, our results for advanced Asian economies are consistent with capital buffer theory. Our findings raise distinct policy implications for the regulation and supervision of Asian banks. | en_US |
| dc.identifier.citation | Daher, H., Mohammed Masih, A. M., & Ibrahim, M. H. (2019). The impact of charter values on bank capital in Asia: a threshold regression analysis. Emerging Markets Finance and Trade, 55 (3), pp. 655-670. | en_US |
| dc.identifier.doi | https://doi.org/10.1080/1540496X.2018.1453803 | |
| dc.identifier.uri | https://ikr.inceif.edu.my/handle/INCEIF/3407 | |
| dc.language | English | |
| dc.language.iso | eng | en_US |
| dc.publisher | Taylor & Francis Group | en_US |
| dc.rights | 2019. Taylor & Francis Group | |
| dc.source | SEDONA | |
| dc.subject | Bank regulation | en_US |
| dc.subject | Bank risk | en_US |
| dc.subject | Capital buffers | en_US |
| dc.subject | Charter values | en_US |
| dc.subject | Nonlinear relation | en_US |
| dc.title | The impact of charter values on bank capital in Asia: a threshold regression analysis | en_US |
| dc.type | Journal Article | en_US |
| dlc.maintopic | Conventional finance | en_US |
| dspace.entity.type | Publication | |
| ikr.doctype | Scholarly Works | |
| ikr.topic.maintopic | Conventional finance | en_US |
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