The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 102
Issue: 2
Pages: 87-89

Authors (3)

Baum, Christopher F. (Boston College) Caglayan, Mustafa (Heriot-Watt University) Ozkan, Neslihan (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Abstract

This paper investigates how variations in macroeconomic uncertainty distort commercial banks' allocation of loanable funds by analyzing the dispersion of banks' total loan-to-asset ratios over a quarter-century period.

Technical Details

RePEc Handle
repec:eee:ecolet:v:102:y:2009:i:2:p:87-89
Journal Field
General
Author Count
3
Added to Database
2026-01-24