Report NEP-BAN-2013-02-16This 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.
The following items were announced in this report:
- Pengfei Wang & Yi Wen, 2013. "Financial development and long-run volatility trends," Working Papers 2013-003, Federal Reserve Bank of St. Louis.
- Andrea Bellucci & Alexander V. Borisov & Alberto Zazzaro, 2013. "Do Banks Price Discriminate Spatially? Evidence from Small Business Lending in Local Credit Markets," Mo.Fi.R. Working Papers 79, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Stijn Claessens & Neeltje van Horen, 2013. "Impact of Foreign Banks," DNB Working Papers 370, Netherlands Central Bank, Research Department.
- Keiler, Sebastian & Eder, Armin, 2013. "CDS spreads and systemic risk: A spatial econometric approach," Discussion Papers 01/2013, Deutsche Bundesbank, Research Centre.
- Buncic, Daniel & Melecky, Martin, 2013. "Equilibrium credit : the reference point for macroprudential supervisors," Policy Research Working Paper Series 6358, The World Bank.
- Tiziano Squartini & Iman van Lelyveld & Diego Garlaschelli, 2013. "Early-warning signals of topological collapse in interbank networks," Papers 1302.2063, arXiv.org, revised Nov 2013.
- Philip Arestis & Ana Rosa Gonzalez, 2013. "Endogenous Bank Credit and Its Link to Housing in OECD Countries," Economics Working Paper Archive wp_750, Levy Economics Institute, The.
- Christophe Godlewski, 2013. "Does renegotiation of financial contracts matter for shareholders? Empirical evidence from Europe," Working Papers of LaRGE Research Center 2013-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg (France).
- Li, Xiaofei & Yu, Yingzhuo & Escalante, Cesar L. & Deng, Xiaohui & Epperson, James E., 2013. "Applying Input Distance Function to Measure Pre-Recession Efficiencies of Surviving and Critically Insolvent Banks of the Late 2000s Financial Crisis," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142989, Southern Agricultural Economics Association.
- Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2013. "Macroprudential policy and imbalances in the euro area," National Bank of Poland Working Papers 138, National Bank of Poland, Economic Institute.
- Silvia Figini & Paolo Giudici, 2013. "Credit risk predictions with Bayesian model averaging," DEM Working Papers Series 034, University of Pavia, Department of Economics and Management.
- Li, Yarui & Leatham, David J., 2013. "The Impact of Credit Constraints on Housing Demand: Assessed with Endogenous Price and Expenditure," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143061, Southern Agricultural Economics Association.
- Banu Simmons-Süer, 2013. "Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator," KOF Working papers 13-328, KOF Swiss Economic Institute, ETH Zurich.
- Carlos Eduardo León Rincón & Jhonatan Pérez Villalobos, 2013. "Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures," BORRADORES DE ECONOMIA 010460, BANCO DE LA REPÚBLICA.
- Shen, Xuan & Hartarska, Valentina M., 2013. "Risk Management in Agricultural Banks: An Application of Endogenous Switching Model," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143092, Southern Agricultural Economics Association.
- Mahir Binici & Bulent Koksal & Cuneyt Orman, 2013. "Stock Return Comovement and Systemic Risk in the Turkish Banking System," Working Papers 1302, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.