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Macroeconomic impact of Basel III: Evidence from a meta-analysis

Wirtschaftswissenschaften

Autoren:
Fidrmuc, Jarko, Lind, Ronja
Titel:
Macroeconomic impact of Basel III: Evidence from a meta-analysis
Kurzzitat:
Fidrmuc, Jarko, Lind, Ronja: Macroeconomic impact of Basel III: Evidence from a meta-analysis, Journal of Banking and Finance, 2019: https://doi.org/10.1016/j.jbankfin.2018.05.017 (in Druck).
Publikationstyp:
Originalarbeiten in wissenschaftlichen Fachzeitschriften
Abstract:
We present a meta-analysis of the impact of higher capital requirements imposed by regulatory reforms on the macroeconomic activity (Basel III). The empirical evidence derived from a unique dataset of 48 primary studies indicates that there is a negative, albeit moderate GDP effect in response to a change in the target capital ratio. Meta-regression results suggest that the estimates reported in the literature tend to be systematically influenced by a selected set of study characteristics, such as econometric specifications, the authors’ affiliations, and the underlying financial system. Finally, we discuss the publication bias.
URL
https://doi.org/10.1016/j.jbankfin.2018.05.017
Status
(Im Druck)
Kontakt:
Zeppelin-Lehrstuhl für Internationale Wirtschaftstheorie & -politik (eingerichtet 05 / 2011)

Am Seemooser Horn 20
88045 Friedrichshafen

Tel: +49 7541 6009-1241
Fax: +49 7541 6009-1299
Email: jarko.fidrmuc@zu.de
http://www.zeppelin-university.de/deutsch/lehrstuehle/internationales_management/internationales_management_profil.php
Forschungsbericht der Abteilung für das Jahr 2019