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Author:Rob, Rafael 

Journal Article
Entry and exit of firms and the turnover of jobs in U.S. manufacturing

Business Review , Issue Mar , Pages 3-18

Working Paper
R&D, investment and industry dynamics

Finance and Economics Discussion Series , Paper 95-47

Working Paper
The durability of information, market efficiency, and the size of firms

Working Papers , Paper 94-4

Working Paper
The Impact of Capital-Based Regulation on Bank Risk-Taking: A Dynamic Model

In this paper, we model the dynamic portfolio choice problem facing banks, calibrate the model using empirical data from the banking industry for 1984-1993, and assess quantitatively the impact of recent regulatory developments related to bank capital. The model suggests that two aspects of the new regulatory environment may have unintended effects: higher capital requirements may lead to increased portfolio risk, and capital-based premia do not deter risk-taking by well-capitalized banks. On the other hand, risk-based capital standards may have favorable effects provided the requirements are ...
Finance and Economics Discussion Series , Paper 1996-12

Working Paper
The impact of capital-based regulation on bank risk-taking: a dynamic model

In this paper, we model the dynamic portfolio choice problem facing banks, calibrate the model using empirical data from the banking industry for 1984-1993, and assess quantitatively the impact of recent regulatory developments related to bank capital. The model suggests that two aspects of the new regulatory environment may have unintended effects: higher capital requirements may lead to increased portfolio risk, and capital-based premia do not deter risk-taking by well-capitalized banks. On the other hand, risk-based capital standards may have favorable effects provided the requirements are ...
Finance and Economics Discussion Series , Paper 96-12

Working Paper
Shared ownership and pricing in a network switch

Working Papers , Paper 94-6

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