Kugler, Peter and Junge, Georg. (2017) Bank Leverage, Credit and GDP in Switzerland: A VAR Analysis 1987-2015. WWZ Working Papers, 2017 (10).
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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.
| Faculties and Departments: | 06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Geld- und Währungsgeschichte (Kugler) 12 Special Collections > WWZ Publications > WWZ Discussion Papers and Working Papers |
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| UniBasel Contributors: | Kugler, Peter |
| Item Type: | Working Paper |
| Publisher: | WWZ, University of Basel |
| Number of Pages: | 12 |
| Note: | Publication type according to Uni Basel Research Database: Discussion paper / Internet publication |
| Language: | English |
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| edoc DOI: | |
| Last Modified: | 07 Mar 2018 12:54 |
| Deposited On: | 07 Mar 2018 12:54 |
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