The Cross-border Effects of Bank Capital Regulation: Replication Files
Description
This dataset provides replication files for "The Cross-border Effects of Bank Capital Regulation." by Saleem Bahaj and Fred Malherbe published in the Journal of Financial Economics. The code is to replication Figure 3.
Files
Steps to reproduce
This file contains replication files for the Bahaj and Malherbe "The Crossborder Effects of Capital Regulation." There are two main files. 1) Replication for Figure 3b: Run the matlab file model_solution_replication_code.m - It was written on version R2016b and takes about 10mins to run on Windows, Intel i7-9700 CPU @ 3.00GHz with 16 GB and RAM. - To run the file you need the symbolic toolbox installed in matlab. - It requires the following sub functions: hunter.m, interX.m and hunter_NA.m that are included. 2) Replication files for Figure 3b: this is an excel spreadsheet containing the data and sources for the scatter plot. The two main sources are: - International Monetary Fund. (2023). World Economic Outlook Database: April 2023. Retrieved from: https://www.imf.org/en/Publications/WEO/weo-database/2023/April - BIS. Countercyclical capital buffer (CCyB). Retrieved from: https://www.bis.org/bcbs/ccyb/index.htm