Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: http://hdl.handle.net/10419/24017
Autoren: 
Weber, Martin
Kleff, Volker
Datum: 
2003
Reihe/Nr.: 
ZEW Discussion Papers 03-66
Zusammenfassung: 
This paper examines how capital is determined by German banks. We analyse whether the determinants found in the previous empirical literature hold for the special German banking sector with its three characteristic banking groups of savings banks, cooperative banks and other banks. On the basis of a unique data set of nearly all German banks between 1992 and 2001 provided by the Deutsche Bundesbank, we apply the generalised method of moments (GMM) within a dynamic panel data framework. The results largely confirm the findings for other countries, but show considerable differences between the three German banking groups.
Schlagwörter: 
Bank capital
portfolio risk
banking regulation
panel data
GMM
JEL: 
G32
C23
G21
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
762.12 kB





Publikationen in EconStor sind urheberrechtlich geschützt.