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Publication - Professor Neslihan Ozkan

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

    Citation

    Christopher, B, Mustafa, C & Ozkan, N, 2009, ‘The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds’. Economics Letters, vol 102., pp. 87 - 89

    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.

    Full details in the University publications repository