Business Cycle, Banking Market Structure and Capital Buffer

Xu, Huiming (2016) Business Cycle, Banking Market Structure and Capital Buffer. Modern Economy, 07 (04). pp. 404-410. ISSN 2152-7245

[thumbnail of ME_2016042011281922.pdf] Text
ME_2016042011281922.pdf - Published Version

Download (281kB)

Abstract

Based on the panel data of 40 Chinese commercial banks from 2004 to 2014, this paper tests empirically the relationship among business cycle, banking market structure and capital buffer using the method of GMM. The results show that in China: capital buffers fluctuate over the business cycles countercyclicality, and market concentration shows a negative relationship with the capital buffers. The decrease of market concentration enforces the countercyclical behavior of capital buffers.

Item Type: Article
Subjects: East Asian Archive > Multidisciplinary
Depositing User: Unnamed user with email support@eastasianarchive.com
Date Deposited: 05 Jun 2024 10:30
Last Modified: 05 Jun 2024 10:30
URI: http://library.eprintdigipress.com/id/eprint/1282

Actions (login required)

View Item
View Item