Report NEP-BAN-2009-12-11This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Roberto Santillan issued this report. It is usually issued weekly.
The following items were announced in this report:
- Vauhkonen, Jukka, 2009. "Bank safety under Basel II capital requirements," Research Discussion Papers, Bank of Finland 29/2009, Bank of Finland.
- Vajanne, Laura, 2009. "Inferring market power from retail deposit interest rates in the euro area," Research Discussion Papers, Bank of Finland 27/2009, Bank of Finland.
- Humberto M. Ennis & John A. Weinberg, 2009. "A model of stigma in the fed funds market," Economics Working Papers, Universidad Carlos III, Departamento de EconomÃa we095937, Universidad Carlos III, Departamento de Economía.
- Demyanyk , Yuliya & Hasan, Iftekhar, 2009. "Financial crises and bank failures: a review of prediction methods," Research Discussion Papers, Bank of Finland 35/2009, Bank of Finland.
- Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2009. "Crisis Resolution and Bank Liquidity," NBER Working Papers 15567, National Bureau of Economic Research, Inc.
- Item repec:dgr:eureir:1765017309 is not listed on IDEAS anymore
- Jokivuolle, Esa & Viren , Matti & Vähämaa, Oskari, 2009. "Transmission of macro shocks to loan losses in a deep crisis: the case of Finland," Research Discussion Papers, Bank of Finland 26/2009, Bank of Finland.
- Wagenvoort, Rien & Ebner, André & Morgese Borys, Magdalena, 2009. "A factor analysis approch to measuring European loan and bond market integration," Discussion Papers in Economics, University of Munich, Department of Economics 11071, University of Munich, Department of Economics.
- Paul Klemperer, 2009. "A New Auction for Substitutes: Central-Bank Liquidity Auctions, “Toxic Asset” Auctions, and Variable Product-Mix Auctions," Economics Papers, Economics Group, Nuffield College, University of Oxford 2009-W06, Economics Group, Nuffield College, University of Oxford.
- Dan Magder, 2009. "Mortgage Loan Modifications: Program Incentives and Restructuring Design," Working Paper Series, Peterson Institute for International Economics WP09-13, Peterson Institute for International Economics.
- Murillo Campello & John Graham & Campbell R. Harvey, 2009. "The Real Effects of Financial Constraints: Evidence from a Financial Crisis," NBER Working Papers 15552, National Bureau of Economic Research, Inc.
- Catão, Luis A. V. & Pagés, Carmen & Rosales, Maria Fernanda, 2009. "Financial Dependence, Formal Credit, and Informal Jobs: New Evidence from Brazilian Household Data," IZA Discussion Papers 4609, Institute for the Study of Labor (IZA).
- Milne, Alistair & Onorato, Mario, 2009. "Risk-adjusted measures of value creation in financial institutions," Research Discussion Papers, Bank of Finland 25/2009, Bank of Finland.
- Andre A. P. & Francisco J. Nogales & Esther Ruiz, 2009. "Comparing univariate and multivariate models to forecast portfolio value-at-risk," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa ws097222, Universidad Carlos III, Departamento de Estadística y Econometría.
- Mikhail I. Rumyantsev, 2009. "About Some Applications of Kolmogorov Equations to the Simulation of Financial Institutions Activity," Papers, arXiv.org 0912.1037, arXiv.org.
- Mary Amiti & David E. Weinstein, 2009. "Exports and Financial Shocks," NBER Working Papers 15556, National Bureau of Economic Research, Inc.
- Szilard Benk & Max Gillman & Michal Kejak, 2009. "A Banking Explanation of the US Velocity of Money: 1919-2004," IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences 0923, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
- Item repec:hal:cesptp:halshs-00384398_v2 is not listed on IDEAS anymore