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

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F20%3A43914528" target="_blank" >RIV/62156489:43110/20:43914528 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1016/j.jbankfin.2018.05.017" target="_blank" >https://doi.org/10.1016/j.jbankfin.2018.05.017</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.jbankfin.2018.05.017" target="_blank" >10.1016/j.jbankfin.2018.05.017</a>

Result language
angličtina
Original language name
Macroeconomic impact of Basel III: Evidence from a meta-analysis
Original language description
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.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
50206 - Finance

Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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