2010
DOI: 10.1016/j.jbankfin.2010.04.003
|View full text |Cite
|
Sign up to set email alerts
|

Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property–liability insurers

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
1
1

Citation Types

13
46
0
1

Year Published

2010
2010
2024
2024

Publication Types

Select...
4
3

Relationship

1
6

Authors

Journals

citations
Cited by 75 publications
(60 citation statements)
references
References 44 publications
13
46
0
1
Order By: Relevance
“…This result confirms the findings of Jahankhani and Lynge (1980), Brewer and Lee (1986), Berger (1995), Demirgüç-Kunt and Kane (2002) and Agusman et al (2008). However, Pettway (1976), Shrieves and Dahl (1992), Jacques and Nigro (1997), Goddard et al (2004), Iannotta et al (2007) and Shim (2010) found contrasting results.…”
Section: Bank Capital and Profitabilitysupporting
confidence: 89%
See 3 more Smart Citations
“…This result confirms the findings of Jahankhani and Lynge (1980), Brewer and Lee (1986), Berger (1995), Demirgüç-Kunt and Kane (2002) and Agusman et al (2008). However, Pettway (1976), Shrieves and Dahl (1992), Jacques and Nigro (1997), Goddard et al (2004), Iannotta et al (2007) and Shim (2010) found contrasting results.…”
Section: Bank Capital and Profitabilitysupporting
confidence: 89%
“…For example, the negative impact of capital on ROE for BRICS commercial banks before crisis period changes and becomes positive for BRICS investment banks. The positive and significant relationship between bank capital and profitability is consistent with the findings of Goddard et al (2004), Iannotta et al (2007) and Shim (2010). However, a negative coefficient indicates the non-financial soundness of BRICS banks as more funding needs long-term decline.…”
Section: Table 10supporting
confidence: 85%
See 2 more Smart Citations
“…TPR demonstrates the relationship between total liabilities and total assets (Shim 2010;De Haan and Kakes 2010). The choice of TPR is informed by the fact that it is different from the conventional measurement of capital structure in past studies as well as from theoretical explanations.…”
Section: Introductionmentioning
confidence: 99%