Report NEP-BAN-2010-05-29
This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmes issued this report. It is usually issued weekly.Subscribe to this report: email or RSS
Other reports in NEP-BAN
The following items were announced in this report:
- Kick, Thomas & Koetter, Michael & Poghosyan, Tigran, 2010. "Recovery determinants of distressed banks: Regulators, market discipline, or the environment?," Discussion Paper Series 2: Banking and Financial Studies 2010,02, Deutsche Bundesbank, Research Centre.
- Angelo Baglioni & Andrea Boitani & Massimo Liberatore & Andrea Monticini, 2010. "Is the Leverage of European Commercial Banks Pro-Cyclical?," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0093, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Lawrence Christiano & Roberto Motto & Massimo Rostagno, 2010. "Financial factors in economic fluctuations," Working Paper Series 1192, European Central Bank.
- Vives, Xavier, 2010. "Competition and stability in banking," IESE Research Papers D/852, IESE Business School.
- Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis, 2010. "Attributing systemic risk to individual institutions," BIS Working Papers 308, Bank for International Settlements.
- Daniel de Munik, 2010. "Statistical Confidence Intervals for the Bank of Canada's Business Outlook Survey," Discussion Papers 10-7, Bank of Canada.
- Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2010. "Value-at-Risk for Country Risk Ratings," Working Papers in Economics 10/29, University of Canterbury, Department of Economics and Finance.
- Item repec:ner:oxford:http://economics.ouls.ox.ac.uk/14652/ is not listed on IDEAS anymore
- Razzak, Weshah, 2010. "Predicting Instability," MPRA Paper 22804, University Library of Munich, Germany.
- Philipp Johann König, 2010. "Liquidity and Capital Requirements and the Probability of Bank Failure," SFB 649 Discussion Papers SFB649DP2010-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Juan Sole & Marco A Espinosa-Vega, 2010. "Cross-Border Financial Surveillance: A Network Perspective," IMF Working Papers 10/105, International Monetary Fund.
- Roman Horvath & Anca Maria Podpiera, 2009. "Heterogeneity in Bank Pricing Policies: The Czech Evidence," Working Papers 2009/8, Czech National Bank, Research Department.
- Kulwant Rai & Herman Kamil, 2010. "The Global Credit Crunch and Foreign Banks' Lending to Emerging Markets: Why Did Latin America Fare Better?," IMF Working Papers 10/102, International Monetary Fund.
- Alan D. Morrison & Lucy White, 2010. "Reputational contagion and optimal regulatory forbearance," Working Paper Series 1196, European Central Bank.
- Jorge A. Chan-Lau, 2010. "The Global Financial Crisis and its Impact on the Chilean Banking System," IMF Working Papers 10/108, International Monetary Fund.
- Jorge A. Chan-Lau, 2010. "Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems," IMF Working Papers 10/107, International Monetary Fund.
- Morgan J. Rose, 2010. "Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”," UMBC Economics Department Working Papers 10-119, UMBC Department of Economics.
- Morgan J. Rose, 2009. "Geographic Consistency of Subprime Loan Features and Foreclosures," UMBC Economics Department Working Papers 09-113, UMBC Department of Economics, revised 01 May 2010.
- Kodzo Gbenyo & Kangni Kpodar, 2010. "Short-Versus Long-Term Credit and Economic Performance: Evidence from the WAEMU," IMF Working Papers 10/115, International Monetary Fund.
- Item repec:bre:polcon:421 is not listed on IDEAS anymore
- Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik, 2010. "Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan," Discussion Paper Series 2: Banking and Financial Studies 2010,01, Deutsche Bundesbank, Research Centre.
- Item repec:ner:ucllon:http://eprints.ucl.ac.uk/19252/ is not listed on IDEAS anymore

