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Esteban Prieto

Personal Details

First Name:Esteban
Middle Name:
Last Name:Prieto
Suffix:
RePEc Short-ID:ppr211

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/

: 0 69 / 95 66 - 0
0 69 / 95 66 30 77
Postfach 10 06 02, 60006 Frankfurt
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Sandra Eickmeier & Norbert Metiu & Esteban Prieto, 2016. "Time-varying volatility, financial intermediation and monetary policy," CAMA Working Papers 2016-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016. "Financial shocks and inflation dynamics," CAMA Working Papers 2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank.
  4. Kick, Thomas & Prieto, Esteban, 2013. "Bank risk taking and competition: Evidence from regional banking markets," Discussion Papers 30/2013, Deutsche Bundesbank.
  5. Joern Kleinert & Bettina Brueggemann & Esteban Prieto, 2012. "The Ideal Loan and the Patterns of Cross-Border Bank Lending," Graz Economics Papers 2012-03, University of Graz, Department of Economics.
  6. Claudia M. Buch & Esteban Prieto, 2012. "Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany," IAW Discussion Papers 84, Institut für Angewandte Wirtschaftsforschung (IAW).
  7. Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2011. "In search for yield? Survey-based evidence on bank risk taking," Discussion Paper Series 1: Economic Studies 2011,10, Deutsche Bundesbank.
  8. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2011. "In Search for Yield? New Survey-Based Evidence on Bank Risk Taking," CESifo Working Paper Series 3375, CESifo Group Munich.
  9. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2010. "Macroeconomic Factors and Micro-Level Bank Risk," CESifo Working Paper Series 3194, CESifo Group Munich.

Articles

  1. Esteban Prieto & Sandra Eickmeier & Massimiliano Marcellino, 2016. "Time Variation in Macro‐Financial Linkages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1215-1233, November.
  2. Thomas Kick & Esteban Prieto, 2015. "Bank Risk and Competition: Evidence from Regional Banking Markets," Review of Finance, European Finance Association, vol. 19(3), pages 1185-1222.
  3. Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2014. "In search for yield? Survey-based evidence on bank risk taking," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 12-30.
  4. Claudia M. Buch & Esteban Prieto, 2014. "Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany," International Finance, Wiley Blackwell, vol. 17(1), pages 1-23, March.
  5. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2014. "Macroeconomic Factors and Microlevel Bank Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 715-751, June.

Chapters

  1. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2012. "Macroeconomic factors and microeconomic bank risk," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.

Books

  1. Hermann Remsperger & Stephen G. Cecchetti & Stefan Ingves & Alberto Giovannini & Jens Weidmann & Alexandros Vardoulakis & Stefano Neri & Jürgen Stark & Elod Takáts & Christian Upper & Claudia M. Buch , 2012. "The ESRB at 1," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/4 edited by Stefan Gerlach & Ernest Gnan & Jens Ulbrich, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sandra Eickmeier & Norbert Metiu & Esteban Prieto, 2016. "Time-varying volatility, financial intermediation and monetary policy," CAMA Working Papers 2016-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2017. "Liquidity traps and large-scale financial crises," Post-Print halshs-01675562, HAL.
    2. Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
    3. Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016. "Financial shocks and inflation dynamics," Discussion Papers 41/2016, Deutsche Bundesbank.

  2. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016. "Financial shocks and inflation dynamics," CAMA Working Papers 2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.

  3. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank.

    Cited by:

    1. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/910, Ghent University, Faculty of Economics and Business Administration.
    2. Cornand, Camille & Gandré, Pauline & Gimet, Céline, 2016. "Increase in home bias in the Eurozone debt crisis: The role of domestic shocks," Economic Modelling, Elsevier, vol. 53(C), pages 445-469.
    3. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
    4. Haroon Mumtaz & Konstantinos Theodoridis, 2016. "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers 804, Queen Mary University of London, School of Economics and Finance.
    5. Antonio M. Conti & Stefano Neri & Andrea Nobili, 2015. "Why is inflation so low in the euro area?," Temi di discussione (Economic working papers) 1019, Bank of Italy, Economic Research and International Relations Area.
    6. Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.
    7. Bijsterbosch, Martin & Falagiarda, Matteo, 2015. "The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 93-115.

  4. Kick, Thomas & Prieto, Esteban, 2013. "Bank risk taking and competition: Evidence from regional banking markets," Discussion Papers 30/2013, Deutsche Bundesbank.

    Cited by:

    1. Francesco Marchionne & Alberto Zazzaro, 2018. "Risk and competitiveness in the Italian banking sector," Mo.Fi.R. Working Papers 147, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    2. De Bonis, Riccardo & Marinelli, Giuseppe & Vercelli, Francesco, 2018. "Playing yo-yo with bank competition: New evidence from 1890 to 2014," Explorations in Economic History, Elsevier, vol. 67(C), pages 134-151.
    3. Francesco Marchionne & Alberto Zazzaro, 2013. "Rischio e concorrenza nel sistema bancario italiano durante la crisi finanziaria globale," Mo.Fi.R. Working Papers 86, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    4. Günther, Susanne, 2016. "Peer Monitoring, Eigentümerstruktur und die Stabilität von Banken: Eine empirische Analyse für den deutschen genossenschaftlichen Bankensektor," Arbeitspapiere 167, University of Münster, Institute for Cooperatives.
    5. ZAGHDOUDI, Khemais & HAMDI, Helmi & DKHILI, Hichem & HAKIMI, Abdelaziz, 2015. "Bank Competition and Risk Appetite: Evidence from Tunisia," MPRA Paper 64475, University Library of Munich, Germany.
    6. Sarkar, Sanjukta & Sensarma, Rudra, 2016. "The Relationship between Competition and Risk Taking Behavior of Indian Banks," MPRA Paper 81065, University Library of Munich, Germany.
    7. Koetter, Michael, 2013. "Market structure and competition in German banking: Modules I and IV," Working Papers 06/2013, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    8. Sven Bornemann & Susanne Homölle & Carsten Hubensack & Thomas Kick & Andreas Pfingsten, 2014. "Visible Reserves in Banks – Determinants of Initial Creation, Usage and Contribution to Bank Stability," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(5-6), pages 507-544, June.

  5. Joern Kleinert & Bettina Brueggemann & Esteban Prieto, 2012. "The Ideal Loan and the Patterns of Cross-Border Bank Lending," Graz Economics Papers 2012-03, University of Graz, Department of Economics.

    Cited by:

    1. Caroline Mehigan, 2016. "Bilateral Adjustment of Bank Assets: Boom and Bust," Trinity Economics Papers tep0616, Trinity College Dublin, Department of Economics.
    2. Rogelio Mercado Jr., 2018. "Bilateral Capital Flows: Transaction Patterns and Gravity," Trinity Economics Papers tep0218, Trinity College Dublin, Department of Economics, revised Feb 2018.
    3. Franziska Bremus, 2013. "Cross-Border Banking, Bank Market Structures and Market Power: Theory and Cross-Country Evidence," Discussion Papers of DIW Berlin 1344, DIW Berlin, German Institute for Economic Research.
    4. Franziska Bremus & Marcel Fratzscher, 2014. "Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis," Discussion Papers of DIW Berlin 1411, DIW Berlin, German Institute for Economic Research.

  6. Claudia M. Buch & Esteban Prieto, 2012. "Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany," IAW Discussion Papers 84, Institut für Angewandte Wirtschaftsforschung (IAW).

    Cited by:

    1. Bank for International Settlements, 2012. "Operationalising the selection and application of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 48.
    2. Stefan Avdjiev & Cathérine Koch & Patrick McGuire & Goetz von Peter, 2017. "International Prudential Policy Spillovers: A Global Perspective," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 5-33, March.
    3. Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018. "Asset Securitization and Risk: Does Bank Type Matter?," Working Papers 2018-15, Swansea University, School of Management.
    4. James Chapman & H. Evren Damar, 2015. "Shock Transmission Through International Banks: Canada," Technical Reports 105, Bank of Canada.
    5. Ingo Fender & Ulf Lewrick, 2016. "Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues," BIS Working Papers 591, Bank for International Settlements.
    6. Paul E. Orzechowski, 2017. "Bank capital, loan activity, and monetary policy: evidence from the FDIC’s Historical Statistics on Banking," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 392-407, April.
    7. Apostolos Thomadakis, 2016. "Determinants of Credit Constrained Firms: Evidence from Central and Eastern Europe Region," Working Papers 207, Oesterreichische Nationalbank (Austrian Central Bank).
    8. Ingo Fender & Ulf Lewrick, 2015. "Calibrating the leverage ratio," BIS Quarterly Review, Bank for International Settlements, December.
    9. Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018. "Religiosity and Bank Asset Securitization," Working Papers 2018-13, Swansea University, School of Management.
    10. David Llewellyn, 2013. "Fifty Years in the Evolution of Bank Business Models," SUERF 50th Anniversary Volume Chapters, SUERF - The European Money and Finance Forum.
    11. Natalya Martynova, 2015. "Effect of bank capital requirements on economic growth: a survey," DNB Working Papers 467, Netherlands Central Bank, Research Department.
    12. Orzechowski, Paul E., 2017. "Bank profits, loan activity, and monetary policy: evidence from the FDIC's Historical Statistics on Banking," Review of Financial Economics, Elsevier, vol. 33(C), pages 55-63.
    13. Altunbaş, Yener & Tommaso, Caterina Di & Thornton, John, 2016. "Do better-capitalized banks lend less? Evidence from European banks," Finance Research Letters, Elsevier, vol. 17(C), pages 246-250.
    14. Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2013. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2013_23, Max Planck Institute for Research on Collective Goods.

  7. Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2011. "In search for yield? Survey-based evidence on bank risk taking," Discussion Paper Series 1: Economic Studies 2011,10, Deutsche Bundesbank.

    Cited by:

    1. Afanasyeva, Elena & Guentner, Jochen, 2014. "Bank Risk Taking, Credit Booms and Monetary Policy," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100436, Verein für Socialpolitik / German Economic Association.
    2. Afanasyeva, Elena & Güntner, Jochen, 2014. "Lending standards, credit booms and monetary policy," IMFS Working Paper Series 85, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    3. Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2016. "Effective macroprudential policy: Cross-sector substitution from price and quantity measures," DNB Working Papers 498, Netherlands Central Bank, Research Department.
    4. Gabriel Jiménez & Steven Ongena & José Luis Peydró & Jesús Saurina, 2009. "Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?," Working Papers 0833, Banco de España;Working Papers Homepage.
    5. Ongena, Steven & Tümer-Alkan, Günseli & von Westernhagen, Natalja, 2015. "Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?," Discussion Papers 09/2015, Deutsche Bundesbank.
    6. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending," Discussion Paper Series DP2017-24, Research Institute for Economics & Business Administration, Kobe University.
    7. Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2017. "Do conventional monetary policy instruments matter in unconventional times?," IWH Discussion Papers 12/2017, Halle Institute for Economic Research (IWH).
    8. Jeon, Bang & Wu, Ji & Chen, Minghua & Wang, Rui, 2016. "Do foreign banks take more risk? Evidence from emerging economies," School of Economics Working Paper Series 2016-4, LeBow College of Business, Drexel University.
    9. Angela Abbate & Dominik Thaler, 2018. "Monetary policy and the asset risk-taking channel," Working Papers 1805, Banco de España;Working Papers Homepage.
    10. Diana B Ayala Pena & Milan Nedeljkovic & Christian Saborowski, 2015. "What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies," IMF Working Papers 15/148, International Monetary Fund.
    11. Burkhard Raunig & Johann Scharler & Friedrich Sindermann, 2017. "Do Banks Lend Less in Uncertain Times?," Economica, London School of Economics and Political Science, vol. 84(336), pages 682-711, October.
    12. Angela Abbate & Dominik Thaler, 2015. "Monetary policy effects on bank risk taking," Working Paper Research 287, National Bank of Belgium.
    13. Delis, Manthos D & Hasan, Iftekhar & Mylonidis, Nikolaos, 2011. "The risk-taking channel of monetary policy in the USA: Evidence from micro-level data," MPRA Paper 34084, University Library of Munich, Germany.
    14. Groslambert Bertrand & Raphaël Chiappini & Olivier Bruno, 2016. "Desperately seeking cash: Evidence from bank output measurement," Post-Print hal-01358830, HAL.
    15. Buch, Claudia M. & Goldberg, Linda, 2014. "International banking and liquidity risk transmission: Lessons from across countries," Discussion Papers 17/2014, Deutsche Bundesbank.
    16. Senderski, Marcin, 2011. "Justifiable Thrift or Feverish Animal Spirits: What Stirred the Corporate Credit Crunch in Poland?," MPRA Paper 43674, University Library of Munich, Germany.
    17. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2017. "“In the Short Run Blasé, In the Long Run Risqué”," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 18(3), pages 181-226, August.
    18. Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017. "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, vol. 92(C), pages 359-384.
    19. Aramonte, Sirio & Lee, Seung Jung & Stebunovs, Viktors, 2015. "Risk Taking and Low Longer-term Interest Rates: Evidence from the U.S. Syndicated Loan Market," Finance and Economics Discussion Series 2015-68, Board of Governors of the Federal Reserve System (U.S.).
    20. Lamont K. Black & Richard J. Rosen, 2016. "Monetary Policy, Loan Maturity, and Credit Availability," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 199-230, March.
    21. Michele Piffer, 2016. "Monetary Policy and Defaults in the US," Discussion Papers of DIW Berlin 1559, DIW Berlin, German Institute for Economic Research.
    22. Chen, Minghua & Wu, Ji & Jeon, Bang Nam & Wang, Rui, 2017. "Monetary policy and bank risk-taking: Evidence from emerging economies," Emerging Markets Review, Elsevier, vol. 31(C), pages 116-140.
    23. Matthias Neuenkirch & Matthias Nöckel, 2017. "The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics 2017-02, University of Trier, Department of Economics.
    24. Carvallo, Oscar & Pagliacci, Carolina, 2013. "Macroeconomic Shocks, Housing Market and Banks’ Performance in Venezuela," MPRA Paper 58711, University Library of Munich, Germany, revised Jul 2014.
    25. Eickmeier, Sandra & Ng, Tim, 2015. "How do US credit supply shocks propagate internationally? A GVAR approach," European Economic Review, Elsevier, vol. 74(C), pages 128-145.
    26. Claudio Borio & Boris Hofmann, 2017. "Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?," RBA Annual Conference Volume,in: Jonathan Hambur & John Simon (ed.), Monetary Policy and Financial Stability in a World of Low Interest Rates Reserve Bank of Australia.
    27. Memmel, Christoph & Seymen, Atılım & Teichert, Max, 2016. "Banks' interest rate risk and search for yield: A theoretical rationale and some empirical evidence," Discussion Papers 22/2016, Deutsche Bundesbank.
    28. Itai Agur & Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 15/283, International Monetary Fund.
    29. Hristov, Nikolay & Hülsewig, Oliver, 2017. "Unexpected loan losses and bank capital in an estimated DSGE model of the euro area," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 161-186.
    30. Uluc Aysun & Kiyoung Jeon & Zeynep Kabukcuoglu, 2016. "The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy," Villanova School of Business Department of Economics and Statistics Working Paper Series 27, Villanova School of Business Department of Economics and Statistics.
    31. Michael Razen & J�rgen Huber & Michael Kirchler, 2016. "Cash Inflow and Trading Horizon in Asset Markets," Working Papers 2016-06, Faculty of Economics and Statistics, University of Innsbruck.
    32. Carvallo, Oscar & Pagliacci, Carolina, 2016. "Macroeconomic shocks, bank stability and the housing market in Venezuela," Emerging Markets Review, Elsevier, vol. 26(C), pages 174-196.
    33. 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.
    34. Nave, Juan M. & Ruiz, Javier, 2015. "Risk aversion and monetary policy in a global context," Journal of Financial Stability, Elsevier, vol. 20(C), pages 14-35.
    35. Diana Bonfim & Carla Soares, 2013. "Is there a risk-taking channel of monetary policy in Portugal?," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
    36. Pagliacci, Carolina, 2014. "Latin American Performance to External Shocks: What Has Really Been Sweat?," MPRA Paper 57816, University Library of Munich, Germany.
    37. Teh Tian Huey & Daniel Chin Shen Li, 2017. "Measuring bank risk-taking behaviour: the risk-taking channel of monetary policy in Malaysia," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43 Bank for International Settlements.
    38. Colletaz, Gilbert & Levieuge, Grégory & Popescu, Alexandra, 2018. "Monetary policy and long-run systemic risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 165-184.
    39. Loukas Balafoutas & Simon Czermak & Marc Eulerich & Helena Fornwagner, 2017. "Incentives for dishonesty: An experimental study with internal auditors," Working Papers 2017-06, Faculty of Economics and Statistics, University of Innsbruck.
    40. Martien Lamers & Frederik Mergaerts & Elien Meuleman & Rudi Vander Vennet, 2016. "The trade-off between monetary policy and bank stability," Working Paper Research 308, National Bank of Belgium.
    41. Mamatzakis, Emmanuel & Bermpei, Theodora, 2016. "What is the effect of unconventional monetary policy on bank performance?," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 239-263.
    42. Drakos, Anastassios A. & Kouretas, Georgios P. & Tsoumas, Chris, 2016. "Ownership, interest rates and bank risk-taking in Central and Eastern European countries," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 308-319.
    43. van Holle, Frederiek, 2017. "Essays in empirical finance and monetary policy," Other publications TiSEM 30d11a4b-7bc9-4c81-ad24-5, Tilburg University, School of Economics and Management.

  8. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2011. "In Search for Yield? New Survey-Based Evidence on Bank Risk Taking," CESifo Working Paper Series 3375, CESifo Group Munich.

    Cited by:

    1. Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2014. "Does Monetary Policy Affect Bank Risk?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 95-136, March.
    2. Giovanni Dell'Ariccia & Luc Laeven & Gustavo A. Suarez, 2017. "Bank Leverage and Monetary Policy's Risk-Taking Channel: Evidence from the United States," Journal of Finance, American Finance Association, vol. 72(2), pages 613-654, April.
    3. Nguyen, Vu Hong Thai & Boateng, Agyenim, 2015. "An analysis of involuntary excess reserves, monetary policy and risk-taking behaviour of Chinese Banks," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 63-72.
    4. Drakos, Anastassios A. & Kouretas, Georgios P. & Tsoumas, Chris, 2016. "Ownership, interest rates and bank risk-taking in Central and Eastern European countries," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 308-319.

  9. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2010. "Macroeconomic Factors and Micro-Level Bank Risk," CESifo Working Paper Series 3194, CESifo Group Munich.

    Cited by:

    1. Itai Agur & Maria Demertzis, 2011. ""Leaning Against the Wind" and the Timing of Monetary Pollicy," DNB Working Papers 303, Netherlands Central Bank, Research Department.
    2. Claudia M. Buch & Oliver Holtemöller, 2014. "Do we need new modelling approaches in macroeconomics?," Chapters,in: Financial Cycles and the Real Economy, chapter 3, pages 36-58 Edward Elgar Publishing.
    3. Gabriel Jiménez & Steven Ongena & José Luis Peydró & Jesús Saurina, 2009. "Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?," Working Papers 0833, Banco de España;Working Papers Homepage.
    4. Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2013. "Understanding global liquidity," Discussion Papers 03/2013, Deutsche Bundesbank.
    5. Franziska Bremus, 2011. "Financial Integration and Macroeconomic Stability: What Role for Large Banks?," Discussion Papers of DIW Berlin 1178, DIW Berlin, German Institute for Economic Research.
    6. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
    7. Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2014. "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 134-146.
    8. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank.
    9. Delis, Manthos D. & Karavias, Yiannis, 2015. "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, vol. 16(C), pages 13-30.
    10. Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Discussion Paper 2010-30S, Tilburg University, Center for Economic Research.
    11. Cesa-Bianchi, Ambrogio, 2013. "Housing cycles and macroeconomic fluctuations: A global perspective," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 215-238.
    12. Buch, Claudia M. & Körner, Tobias & Weigert, Benjamin, 2013. "Towards Deeper Financial Integration in Europe: What the Banking Union Can Contribute," IWH Discussion Papers 13/2013, Halle Institute for Economic Research (IWH).
    13. Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2012. "Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment," CIRANO Working Papers 2012s-23, CIRANO.
    14. Kick, Thomas & Prieto, Esteban, 2013. "Bank Risk Taking and Competition: Evidence from Regional Banking Markets," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79919, Verein für Socialpolitik / German Economic Association.
    15. 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.
    16. Agur, Itai & Demertzis, Maria, 2012. "Excessive bank risk taking and monetary policy," Working Paper Series 1457, European Central Bank.
    17. Gerd Ronning & Phlipp Bleninger, 2011. "Disclosure Risk from Interactions and Saturated Models in Remote Access," IAW Discussion Papers 73, Institut für Angewandte Wirtschaftsforschung (IAW).
    18. Ioanna Kokores, 2015. "Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 66-99, july-Dece.
    19. Meeks, Roland, 2017. "Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy," European Economic Review, Elsevier, vol. 95(C), pages 125-141.

Articles

  1. Esteban Prieto & Sandra Eickmeier & Massimiliano Marcellino, 2016. "Time Variation in Macro‐Financial Linkages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1215-1233, November.
    See citations under working paper version above.
  2. Thomas Kick & Esteban Prieto, 2015. "Bank Risk and Competition: Evidence from Regional Banking Markets," Review of Finance, European Finance Association, vol. 19(3), pages 1185-1222.

    Cited by:

    1. Sääskilahti, Jaakko, 2016. "Local bank competition and small business lending after the onset of the financial crisis," Journal of Banking & Finance, Elsevier, vol. 69(C), pages 37-51.
    2. Fiordelisi, Franco & Mare, Davide Salvatore & Molyneux, Philip, 2015. "State-Aid, Stability and Competition in European Banking," MPRA Paper 67473, University Library of Munich, Germany.
    3. Kick, Thomas & Nehring, Inge & Schertler, Andrea, 2017. "Do all new brooms sweep clean? Evidence for outside bank appointments," Discussion Papers 27/2017, Deutsche Bundesbank.
    4. Gerti Shijaku, 2017. "How Does Competition Affect Bank Stability After the Global Crises in the Case of the Albanian Banking System?," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 15(2), pages 175-208.
    5. Matthias Efing, 2016. "Arbitraging the Basel securitization framework: Evidence from German ABS investment," ESRB Working Paper Series 22, European Systemic Risk Board.
    6. Shijaku, Gerti, 2017. "Bank Stability and Competition: Evidence from Albanian Banking Market," MPRA Paper 79891, University Library of Munich, Germany.
    7. Leroy, Aurélien & Lucotte, Yannick, 2017. "Is there a competition-stability trade-off in European banking?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 199-215.
    8. Francesco Marchionne & Alberto Zazzaro, 2018. "Risk and competitiveness in the Italian banking sector," Economics Bulletin, AccessEcon, vol. 38(1), pages 271-280.
    9. Kick, Thomas & Pausch, Thilo & Ruprecht, Benedikt, 2015. "The winner's curse: Evidence on the danger of aggressive credit growth in banking," Discussion Papers 32/2015, Deutsche Bundesbank.

  3. Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2014. "In search for yield? Survey-based evidence on bank risk taking," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 12-30.
    See citations under working paper version above.
  4. Claudia M. Buch & Esteban Prieto, 2014. "Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany," International Finance, Wiley Blackwell, vol. 17(1), pages 1-23, March.
    See citations under working paper version above.
  5. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2014. "Macroeconomic Factors and Microlevel Bank Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 715-751, June.

    Cited by:

    1. Efthymios G. Tsionas, 2014. "On modeling banking risk," Working Papers 183, Bank of Greece.
    2. Itai Agur & Maria Demertzis, 2011. ""Leaning Against the Wind" and the Timing of Monetary Pollicy," DNB Working Papers 303, Netherlands Central Bank, Research Department.
    3. Claudia M. Buch & Oliver Holtemöller, 2014. "Do we need new modelling approaches in macroeconomics?," Chapters,in: Financial Cycles and the Real Economy, chapter 3, pages 36-58 Edward Elgar Publishing.
    4. Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti, 2016. "The Financial Stability Dark Side of Monetary Policy," BCAM Working Papers 1601, Birkbeck Centre for Applied Macroeconomics.
    5. Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
    6. Anna Battauz & Marzia Donno & Alessandro Sbuelz, 2017. "Reaching nirvana with a defaultable asset?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 31-52, November.
    7. Francisco Corona & Pilar Poncela & Esther Ruiz, 2017. "Determining the number of factors after stationary univariate transformations," Empirical Economics, Springer, vol. 53(1), pages 351-372, August.
    8. Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56.
    9. Gabriel Jiménez & Steven Ongena & José Luis Peydró & Jesús Saurina, 2009. "Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?," Working Papers 0833, Banco de España;Working Papers Homepage.
    10. Pilar Poncela & Esther Ruiz, 2016. "Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment," Advances in Econometrics,in: Dynamic Factor Models, volume 35, pages 401-434 Emerald Publishing Ltd.
    11. Christopher F Baum & Mustafa Caglayan & Bing Xu, 2017. "Uncertainty Effects on the Financial Sector: International Evidence," Boston College Working Papers in Economics 939, Boston College Department of Economics.
    12. Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2013. "Understanding global liquidity," Discussion Papers 03/2013, Deutsche Bundesbank.
    13. Franziska Bremus, 2011. "Financial Integration and Macroeconomic Stability: What Role for Large Banks?," Discussion Papers of DIW Berlin 1178, DIW Berlin, German Institute for Economic Research.
    14. Ongena, Steven & Tümer-Alkan, Günseli & von Westernhagen, Natalja, 2015. "Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?," Discussion Papers 09/2015, Deutsche Bundesbank.
    15. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
    16. Idier, Julien & Lamé, Gildas & Mésonnier, Jean-Stéphane, 2014. "How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 134-146.
    17. Khan, Muhammad Saifuddin & Scheule, Harald & Wu, Eliza, 2017. "Funding liquidity and bank risk taking," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 203-216.
    18. Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano, 2013. "Time variation in macro-financial linkages," Discussion Papers 13/2013, Deutsche Bundesbank.
    19. Tsionas, Mike G., 2016. "Parameters measuring bank risk and their estimation," European Journal of Operational Research, Elsevier, vol. 250(1), pages 291-304.
    20. Delis, Manthos D. & Karavias, Yiannis, 2015. "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, vol. 16(C), pages 13-30.
    21. Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Discussion Paper 2010-30S, Tilburg University, Center for Economic Research.
    22. Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2017. "The Macroeconomic Effects of Shocks to Large Banks’ Capital," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 546-569, August.
    23. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2017. "“In the Short Run Blasé, In the Long Run Risqué”," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 18(3), pages 181-226, August.
    24. Buch, Claudia M. & Eickmeier, Sandra & Prieto, Esteban, 2011. "In search for yield? Survey-based evidence on bank risk taking," Discussion Paper Series 1: Economic Studies 2011,10, Deutsche Bundesbank.
    25. Cesa-Bianchi, Ambrogio, 2013. "Housing cycles and macroeconomic fluctuations: A global perspective," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 215-238.
    26. Buch, Claudia M. & Körner, Tobias & Weigert, Benjamin, 2013. "Towards Deeper Financial Integration in Europe: What the Banking Union Can Contribute," IWH Discussion Papers 13/2013, Halle Institute for Economic Research (IWH).
    27. Michele Piffer, 2016. "Monetary Policy and Defaults in the US," Discussion Papers of DIW Berlin 1559, DIW Berlin, German Institute for Economic Research.
    28. Jean-Stéphane Mésonnier & Dalibor Stevanovic, 2012. "Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment," CIRANO Working Papers 2012s-23, CIRANO.
    29. Carvallo, Oscar & Pagliacci, Carolina, 2013. "Macroeconomic Shocks, Housing Market and Banks’ Performance in Venezuela," MPRA Paper 58711, University Library of Munich, Germany, revised Jul 2014.
    30. Eickmeier, Sandra & Ng, Tim, 2015. "How do US credit supply shocks propagate internationally? A GVAR approach," European Economic Review, Elsevier, vol. 74(C), pages 128-145.
    31. Raslan Alzubi & Mustafa Caglayan & Kostas Mouratidis, 2017. "The Risk-Taking Channel in the US: A GVAR Approach," Working Papers 2017009, The University of Sheffield, Department of Economics.
    32. Max Breitenlechner & Johann Scharler, 2018. "How does monetary policy influence bank lending? Evidence from the market for banks' wholesale funding," Working Papers 2018-01, Faculty of Economics and Statistics, University of Innsbruck.
    33. Carvallo, Oscar & Pagliacci, Carolina, 2016. "Macroeconomic shocks, bank stability and the housing market in Venezuela," Emerging Markets Review, Elsevier, vol. 26(C), pages 174-196.
    34. Breitung, Jörg & Eickmeier, Sandra, 2015. "Analyzing business cycle asymmetries in a multi-level factor model," Economics Letters, Elsevier, vol. 127(C), pages 31-34.
    35. Kick, Thomas & Prieto, Esteban, 2013. "Bank Risk Taking and Competition: Evidence from Regional Banking Markets," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79919, Verein für Socialpolitik / German Economic Association.
    36. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017. "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics 17/07, University of Canterbury, Department of Economics and Finance.
    37. Emmanuel C. Mamatzakis & Anh N. Vu, 2017. "The interplay between quantitative easing and risk: the case of the Japanese banking," Working Papers 226, Bank of Greece.
    38. 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.
    39. Agur, Itai & Demertzis, Maria, 2012. "Excessive bank risk taking and monetary policy," Working Paper Series 1457, European Central Bank.
    40. Claudio Borio & Leonardo Gambacorta & Boris Hofmann, 2017. "The influence of monetary policy on bank profitability," International Finance, Wiley Blackwell, vol. 20(1), pages 48-63, March.
    41. Han, Xu, 2018. "Estimation and inference of dynamic structural factor models with over-identifying restrictions," Journal of Econometrics, Elsevier, vol. 202(2), pages 125-147.
    42. Breitenlechner, Maximilian & Scharler, Johann, 2016. "The Bank Lending Channel and the Market for Banks' Wholesale Funding," Annual Conference 2016 (Augsburg): Demographic Change 145679, Verein für Socialpolitik / German Economic Association.
    43. Gerd Ronning & Phlipp Bleninger, 2011. "Disclosure Risk from Interactions and Saturated Models in Remote Access," IAW Discussion Papers 73, Institut für Angewandte Wirtschaftsforschung (IAW).
    44. Ioanna Kokores, 2015. "Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 66-99, july-Dece.
    45. Wang, J. Christina, 2017. "Banks' search for yield in the low interest rate environment: a tale of regulatory adaptation," Working Papers 17-3, Federal Reserve Bank of Boston.
    46. Breitenlechner, Max & Scharler, Johann & Sindermann, Friedrich, 2016. "Banks’ external financing costs and the bank lending channel: Results from a SVAR analysis," Journal of Financial Stability, Elsevier, vol. 26(C), pages 228-246.
    47. Meeks, Roland, 2017. "Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy," European Economic Review, Elsevier, vol. 95(C), pages 125-141.
    48. Metiu, Norbert, 2016. "How does the stock market respond to changes in bank lending standards?," Economics Letters, Elsevier, vol. 144(C), pages 92-97.

Chapters

  1. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2012. "Macroeconomic factors and microeconomic bank risk," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.

    Cited by:

    1. Itai Agur & Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 15/283, International Monetary Fund.

Books

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More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (8) 2010-11-27 2011-05-30 2012-06-05 2012-07-08 2012-10-13 2013-05-22 2013-10-02 2016-07-23. Author is listed
  2. NEP-CBA: Central Banking (7) 2010-11-27 2011-05-30 2012-07-08 2016-07-02 2016-09-11 2016-10-30 2016-12-04. Author is listed
  3. NEP-MAC: Macroeconomics (7) 2010-11-27 2011-05-30 2016-07-02 2016-07-23 2016-09-11 2016-10-30 2016-12-04. Author is listed
  4. NEP-MON: Monetary Economics (6) 2010-11-27 2016-07-02 2016-07-23 2016-09-11 2016-10-30 2016-12-04. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (3) 2016-07-02 2016-07-23 2016-12-04. Author is listed
  6. NEP-FDG: Financial Development & Growth (3) 2016-07-02 2016-07-23 2016-10-30. Author is listed
  7. NEP-COM: Industrial Competition (1) 2013-10-02
  8. NEP-EFF: Efficiency & Productivity (1) 2012-06-05
  9. NEP-IND: Industrial Organization (1) 2012-10-13

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