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pro vyhledávání: '"Schroth, Josef"'
Autor:
SCHROTH, JOSEF
Publikováno v:
Journal of Accounting Research, 2018 Dec 01. 56(5), 1335-1381.
Externí odkaz:
https://www.jstor.org/stable/26651367
Autor:
Schroth, Josef
Publikováno v:
American Economic Journal: Macroeconomics, 2016 Jan 01. 8(1), 98-118.
Externí odkaz:
http://www.jstor.org/stable/24739345
Autor:
García, Alejandro, Schroth, Josef
Countercyclical capital buffers are regulatory measures developed in response to the global financial crisis of 2008–09. This note focuses on how time-varying capital buffers can improve financial stability in Canada.
Les volants contracycliqu
Les volants contracycliqu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37362c2dca1d922317c0aef620722cfb
Autor:
Schroth, Josef
"Banks are key providers of liquidity, and their access to funding depends on the liquidity of their own assets. During financial crises, banks may reduce holdings of less liquid assets, such as business loans, and this may worsen the economic cost o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c432a3086d0d451469e8d383145b315c
Autor:
Schroth, Josef
In recent decades, an increase in the importance of intangible assets, especially in the technology sector, has reduced how much information stock market participants can take away from accounting numbers. This means market participants increasingly
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::728a1093e7f020da491420701b6df581
Autor:
Schroth, Josef
The countercyclical capital buffer is part of Basel III, the set of regulatory measures developed in response to the financial crisis of 2007–09. This study focuses on how time-varying capital buffers can address inefficiencies in economies with en
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::605e52d04f7cea766762336fb99d963d
Autor:
Moyen, Stéphane, Schroth, Josef
We study constrained-efficient bank capital regulation in a model with market-imposed equity requirements. Banks hold equity buffers to insure against sudden loss of access to funding. However, in the model, banks choose to only partially self-insure
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2283504d03b56cd8bcd80db3da4a78f0