Report NEP-CBA-2012-12-22This is the archive for NEP-CBA, a report on new working papers in the area of Central Banking. Maria Semenova issued this report. It is usually issued weekly.
The following items were announced in this report:
- Taylor, Alan M., 2012. "External Imbalances and Financial Crises," CEPR Discussion Papers 9255, C.E.P.R. Discussion Papers.
- Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2012. "Measuring Sovereign Contagion in Europe," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School 0009, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Beirne, John & Fratzscher, Marcel, 2012. "The Pricing of Sovereign Risk and Contagion during the European Sovereign Debt Crisis," CEPR Discussion Papers 9249, C.E.P.R. Discussion Papers.
- Anginer, Deniz & Demirguc-Kunt, Asli & Zhu, Min, 2012. "How does deposit insurance affect bank risk ? evidence from the recent crisis," Policy Research Working Paper Series 6289, The World Bank.
- Csaba CsÃ¡vÃ¡s & SzilÃ¡rd Erhart & DÃ¡niel Felcser & Anna Naszodi, 2012. "Which Aspects of Central Bank Transparency Matter? Constructing a Weighted Transparency Index," MNB Working Papers, Magyar Nemzeti Bank (the central bank of Hungary) 2012/6, Magyar Nemzeti Bank (the central bank of Hungary).
- Gerhard Hambusch & Sherrill Shaffer, 2012. "Forecasting Bank Leverage," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney 176, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Ekin Ayse Ozsuca & Elif Akbostanci, 2012. "An Empirical Analysis of the Risk Taking Channel of Monetary Policy in Turkey," ERC Working Papers 1208, ERC - Economic Research Center, Middle East Technical University, revised Dec 2012.
- Ricardo Correa & Horacio Sapriza & Andrei Zlate, 2012. "Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1059, Board of Governors of the Federal Reserve System (U.S.).
- David ARISTEI & Manuela Gallo, 2012. "Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach," Quaderni del Dipartimento di Economia, Finanza e Statistica, UniversitÃ di Perugia, Dipartimento Economia, Finanza e Statistica 107/2012, UniversitÃ di Perugia, Dipartimento Economia, Finanza e Statistica.
- Sara Cecchetti & Giovanna Nappo, 2012. "A dynamic default dependence model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 892, Bank of Italy, Economic Research and International Relations Area.
- Barth, James R. & Caprio, Gerard, Jr. & Levine, Ross, 2012. "The evolution and impact of bank regulations," Policy Research Working Paper Series 6288, The World Bank.
- Gick, Wolfgang & Pausch, Thilo, 2012. "Persuasion by stress testing: Optimal disclosure of supervisory information in the banking sector," Discussion Papers 32/2012, Deutsche Bundesbank, Research Centre.
- Chakraborty, Lekha, 2012. "Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out," Working Papers, National Institute of Public Finance and Policy 12/110, National Institute of Public Finance and Policy.
- Alfredo MartÃn-Oliver & Sonia Ruano & Vicente Salas-FumÃ¡s, 2012. "Why did high productivity growth of banks precede the financial crisis?," Banco de Espaï¿½a Working Papers 1239, Banco de Espaï¿½a.
- B. Onur Tas, 2012. "Federal Reserve Private Information in Forecasting Interest Rates," Working Papers, TOBB University of Economics and Technology, Department of Economics 1206, TOBB University of Economics and Technology, Department of Economics.