The Good and Bad News about the New Liquidity Rules of Basel III in Western European Countries
By Andreas Dietrich, K. Hess, Gabrielle Wanzenried. 2014
126 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/3300cdb2a68d27e4a683a742bfcc8191236ec151
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Frederik Mergaerts
- Barbara Casu
- Rudi Vander Vennet
- L. Chiaramonte
- Fotios Pasiouras
- Claudia Girardone
- Phil Molyneux
- Rima Turk Ariss
In Economics and Econometrics
- Frederik Mergaerts
- Barbara Casu
- Rudi Vander Vennet
- L. Chiaramonte
- Fotios Pasiouras
- Laurent Weill
- Donsyah Yudistira
In Finance
- Frederik Mergaerts
- Barbara Casu
- Rudi Vander Vennet
- L. Chiaramonte
- Fotios Pasiouras
- Claudia Girardone
- Rima Turk Ariss
- Phil Molyneux
Citations in the corpus
- Capital and liquidity ratios and financial distress. Evidence from the European banking industry (2017, background): “In contrast, Dietrich et al. (2014)’s empirical evidence indicates that the introduction of the NSFR is likely to have little impact on bank performance, measured by the return on assets, return on equity and net interest margin.”
- Measuring Liquidity Mismatch in the Banking Sector: Measuring Liquidity Mismatch in the Banking Sector (2017, unknown): “Our implementation follows Dietricha et al. (2014) and Hong et al.”
- Business models and bank performance: a long-term perspective (2016, methodology): “The second approach uses panel data analysis, ranging from pooled OLS (Demirgüç-Kunt and Huizinga, 2010; Van Oordt and Zhou, 2014) to fixed effects and dynamic panel GMM methods (Dietrich et al., 2014; Köhler, 2015).”