Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/185831 
Year of Publication: 
2017
Series/Report no.: 
WWZ Working Paper No. 2017/10
Publisher: 
University of Basel, Center of Business and Economics (WWZ), Basel
Abstract: 
A VAR analysis of Swiss data from 1987 to 2015 provides no evidence for significant long and short run influence of leverage on GDP, credit and the interest rate spread. Increasing capital requirements for banks should therefore have no strong negative macroeconomic effects.
Subjects: 
GDP
credit
leverage interest spread
long and short run impact VAR
JEL: 
G21
G28
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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