Two-period model of Bank lending channel: Basel II regulatory constraints
This paper predicts the dynamic model of the bank lending channel under Basel II regulatory constraints with monopolistic competition. The two-period model is chosen in order to demonstrate the effects of new Basel capital constraints on the risks of banks assets during both periods; and the amount...
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| Format: | Article |
| Language: | English |
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Penerbit Universiti Kebangsaan Malaysia,
2014.
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| Online Access: | Get fulltext |