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dc.contributor.authorTran, D.
dc.contributor.authorNguyen, Cuong
dc.contributor.authorHoang, Huy V.
dc.date.accessioned2021-09-29T23:25:58Z
dc.date.available2021-09-16en
dc.date.issued2021-09-16
dc.identifier.issn1350-4851en
dc.identifier.urihttps://hdl.handle.net/10182/14250
dc.description.abstractThe paper investigates the impact of EPU on bank capital in the U.S. from 2001–2020. The empirical results show that banks hold more capital when encountering high EPU. This effect increases with the bank size, meaning that the larger banks hold more capital during increasing EPU. Interestingly, further analyses reveal that worst-capitalized banks decrease their capital ratio when EPU elevates. The results are robust under different econometric methods and alternative proxies of uncertainty and bank capital.en
dc.format.extent5en
dc.language.isoen
dc.publisherTaylor & Francis
dc.relationThe original publication is available from - Taylor & Francis - https://doi.org/10.1080/13504851.2021.1980488en
dc.relation.urihttps://doi.org/10.1080/13504851.2021.1980488en
dc.rights© 2021 Informa UK Limited, trading as Taylor & Francis Group
dc.subjectbank capitalen
dc.subjectbankingen
dc.subjectcrisisen
dc.subjecteconomic policy uncertaintyen
dc.subjectEconomicsen
dc.subjectFinanceen
dc.titleHow do banks manage their capital during uncertainty?en
dc.typeJournal Article
lu.contributor.unitLincoln University
lu.contributor.unitFaculty of Agribusiness and Commerce
lu.contributor.unitDepartment of Financial and Business Systems
dc.identifier.doi10.1080/13504851.2021.1980488en
dc.relation.isPartOfApplied Economics Lettersen
pubs.organisational-group/LU
pubs.organisational-group/LU/Faculty of Agribusiness and Commerce
pubs.organisational-group/LU/Faculty of Agribusiness and Commerce/FABS
pubs.organisational-group/LU/Research Management Office
pubs.organisational-group/LU/Research Management Office/QE18
pubs.publication-statusPublisheden
dc.identifier.eissn1466-4291en
lu.identifier.orcid0000-0002-7563-2374
lu.identifier.orcid0000-0001-7264-8226


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