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Borrowing in Foreign Currency: Austrian Households as Carry Traders

Citations

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Cited by:

  1. Dzsamila Vonnak, 2015. "Decomposing the Riskiness of Corporate Foreign Currency Lending: the Case of Hungary," CERS-IE WORKING PAPERS 1528, Institute of Economics, Centre for Economic and Regional Studies.
  2. Vonnák, Dzsamila, 2018. "Why do firms default on their foreign currency loans? The case of Hungary," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 207-222.
  3. Martin Brown & Ralph De Haas, 2012. "Foreign banks and foreign currency lending in emerging Europe [Capital structure and financial risk: evidence from foreign debt use in East Asia]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 27(69), pages 57-98.
  4. Fischer, Andreas M. & Yeşin, Pınar, 2022. "Foreign currency loan conversions and currency mismatches," Journal of International Money and Finance, Elsevier, vol. 122(C).
  5. Brown, M. & de Haas, R., 2010. "Foreign Currency Lending in Emerging Europe : Bank Level Evidence," Other publications TiSEM 29059e97-755d-4c51-b372-e, Tilburg University, School of Economics and Management.
  6. Nicolas Albacete & Judith Eidenberger & Gerald Krenn & Peter Lindner & Michael Sigmund, 2014. "Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 27, pages 95-110.
  7. Martin Brown & Steven Ongena & Pinar Yeşin, 2014. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(1), pages 110-131, March.
  8. repec:onb:oenbwp:y:2010:i:20:b:1 is not listed on IDEAS
  9. Nikita Céspedes Reynaga, 2017. "La demanda de crédito a nivel de personas: RCC conoce a ENAHO," Working Papers 107, Peruvian Economic Association.
  10. Fidrmuc, Jarko & Hake, Mariya & Stix, Helmut, 2013. "Households’ foreign currency borrowing in Central and Eastern Europe," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1880-1897.
  11. Michael Sigmund, 2021. "Assessing macro-prudential policies: the case of FX lending," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 316-359, April.
  12. Alin Marius Andries & Andreas M. Fischer & Dr. Pinar Yesin, 2015. "The impact of international swap lines on stock returns of banks in emerging markets," Working Papers 2015-07, Swiss National Bank.
  13. Gábor Pellényi & Péter Bilek, 2009. "Foreign Currency Borrowing: The Case of Hungary," Working Paper / FINESS 5.4, DIW Berlin, German Institute for Economic Research.
  14. Brown, M. & Kirschenmann, K. & Ongena, S., 2009. "Foreign Currency Loans - Demand or Supply Driven?," Discussion Paper 2009-78, Tilburg University, Center for Economic Research.
  15. Gyongyosi, Gyozo & Verner, Emil, 2018. "Financial Crisis, Creditor-Debtor Conflict, and Political Extremism," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181587, Verein für Socialpolitik / German Economic Association.
  16. Judit Temesváry, 2014. "Explaining the Differences between Local Currency versus FX-denominated Loans and Deposits in the Central-Eastern European Economies," CERS-IE WORKING PAPERS 1405, Institute of Economics, Centre for Economic and Regional Studies.
  17. Gyöngyösi, Győző & Rariga, Judit & Verner, Emil, 2021. "The anatomy of consumption in a household foreign currency debt crisis," SAFE Working Paper Series 332, Leibniz Institute for Financial Research SAFE.
  18. Piotr Białowolski & Dorota Węziak-Białowolska, 2017. "What Does a Swiss Franc Mortgage Cost? The Tale of Polish Trust for Foreign Currency Denominated Mortgages: Implications for Well-Being and Health," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(1), pages 285-301, August.
  19. Nicolas Albacete & Peter Lindner, 2013. "Household Vulnerability in Austria – A Microeconomic Analysis Based on the Household Finance and Consumption Survey," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 57-73.
  20. Reza Y. Siregar & Narith Chan, 2014. "Factors behind Foreign Currency Holding by Household in Cambodia," CAMA Working Papers 2014-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  21. Degryse, Hans & Havrylchyk, Olena & Jurzyk, Emilia & Kozak, Sylwester, 2012. "Foreign bank entry, credit allocation and lending rates in emerging markets: Empirical evidence from Poland," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 2949-2959.
  22. Attila Csajbók & András Hudecz & Bálint Tamási, 2010. "Foreign currency borrowing of households in new EU member states," MNB Occasional Papers 2010/87, Magyar Nemzeti Bank (Central Bank of Hungary).
  23. Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar, 2017. "Reprint of: The asymmetric effect of international swap lines on banks in emerging markets," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 153-172.
  24. Céspedes, Nikita, 2018. "La heterogeneidad de la dolarización de créditos a nivel de personas," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 35, pages 9-28.
  25. Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar, 2017. "The asymmetric effect of international swap lines on banks in emerging markets," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 215-234.
  26. Raphael Auer & Sebastien Kraenzlin, 2011. "International liquidity provision during the financial crisis: a view from Switzerland," Review, Federal Reserve Bank of St. Louis, vol. 93(Nov), pages 409-418.
  27. Guðmundsson, Björn Rúnar, 2015. "Financialisation and financial crisis in Iceland," IPE Working Papers 55/2015, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
  28. Aiba, Daiju, 2023. "Bank dependency on foreign funding and global liquidity shocks: The importance of US monetary policy for a developing country," Journal of Asian Economics, Elsevier, vol. 84(C).
  29. Pinar Yesin, 2013. "Foreign currency loans and systemic risk in Europe," Review, Federal Reserve Bank of St. Louis, vol. 95(May), pages 219-236.
  30. repec:onb:oenbwp:y:2012:i:24:b:1 is not listed on IDEAS
  31. Beckmann, Elisabeth & Stix, Helmut, 2015. "Foreign currency borrowing and knowledge about exchange rate risk," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 1-16.
  32. Johannes Pann & Reinhardt Seliger & Julia Übeleis, 2010. "Foreign Currency Lending in Central, Eastern and Southeastern Europe: The Case of Austrian Banks," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 20, pages 56-76.
  33. Ana Kundid Novokmet, 2021. "Troubles with the Chf Loans in Croatia: The Story of a Case Still Waiting to Be Closed," JRFM, MDPI, vol. 14(2), pages 1-21, February.
  34. Elisabeth Beckmann, 2017. "How does foreign currency debt relief affect households’ loan demand? Evidence from the OeNB Euro Survey in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 8-32.
  35. Świerczyńska Marta & Węglińska Mariola, 2017. "The attractiveness of FX housing loans for housholds in view of supervisory actions in selected EU countries," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(4), pages 37-53, December.
  36. Raphael Auer & Sebastien Kraenzlin & David Liebeg, 2012. "How Do Austrian Banks Fund Their Swiss Franc Exposure?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 24, pages 54-61.
  37. Judit Temesvary, 2016. "The drivers of foreign currency-based banking in Central and Eastern Europe," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 24(2), pages 233-257, April.
  38. Sung C. Bae & Hyeon Sook Kim & Taek Ho Kwon, 2020. "Foreign currency borrowing surrounding the global financial crisis: Evidence from Korea," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(5-6), pages 786-817, May.
  39. Aiba, Daiju & Odajima, Ken & Khou, Vouthy, 2018. "Foreign currency borrowing and risk-hedging behavior: Evidence from Cambodian households," Journal of Asian Economics, Elsevier, vol. 58(C), pages 19-35.
  40. repec:cbh:journl:v:14:y:2015:i:3:p:60-87 is not listed on IDEAS
  41. Juan‐Sebastian Corrales & Patrick Amir Imam, 2021. "Financial dollarization of households and firms: How does it differ by level of economic development?," Review of International Economics, Wiley Blackwell, vol. 29(4), pages 927-978, September.
  42. Pál Péter Kolozsi & Ádám Banai & Balázs Vonnák, 2015. "Phasing out household foreign currency loans: schedule and framework," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 14(3), pages 60-87.
  43. repec:diw:diwfin:diwfin05040 is not listed on IDEAS
  44. ODAJIMA, Ken & 小田島, 健, 2016. "Foreign Currency Usage and Perception: Evidence from a Survey on Cambodian Households," Discussion Papers 2016-11, Graduate School of Economics, Hitotsubashi University.
  45. Brown, Martin & Ongena, Steven & Yesin, Pinar, 2011. "Foreign currency borrowing by small firms in the transition economies," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 285-302, July.
  46. repec:onb:oenbwp:y::i:171:b:1 is not listed on IDEAS
  47. Martin Brown & Karolin Kirschenmann & Steven Ongena, 2014. "Bank Funding, Securitization, and Loan Terms: Evidence from Foreign Currency Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1501-1534, October.
  48. Nikita Céspedes Reynaga, 2018. "La demanda de crédito de las personas: el RCC conoce a la ENAHO," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 109-150, enero-jun.
  49. Pál Péter Kolozsi & Csaba Lentner, 2020. "Consolidation and Legacy of Foreign Currency Household Lending in Central and Eastern Europe: The Case of Hungary," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 14(3), September.
  50. Nicolas Albacete & Pirmin Fessler & Martin Schürz, 2012. "Risk Buffer Profiles of Foreign Currency Mortgage Holders," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 23, pages 58-71.
  51. Győző Gyöngyösi & Emil Verner, 2022. "Financial Crisis, Creditor‐Debtor Conflict, and Populism," Journal of Finance, American Finance Association, vol. 77(4), pages 2471-2523, August.
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