Malaysian bank capital and risk profiles: Causality tests
The structural relationships among bank capital and risk taking are empirically examined by utilising unit root tests and Granger causality tests using the time series data. The Granger causality test results are not very robust with respect to different types of banking institutions, risk variables...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Faculty of Business and Accountancy, University of Malaya
2008
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/25489/ http://www.myjurnal.my/filebank/published_article/408/Vol1(2)-Article3.pdf |
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