Research classified by Journal of Economic Literature (JEL) codes

2015

• Point E. & Ginéfri S., 2015, "Le financement de l’habitat en 2014," Analyse et synthèse, Banque de France, number 50.
• Harguindeguy P. & Point E., 2015, "Le financement des professionnels de l’immobilier par les banques françaises en 2014," Analyse et synthèse, Banque de France, number 51.
• Philippe Andrade & Christophe Cahn & Henri Fraisse & Jean-Stéphane Mésonnier, 2015, "Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystem's LTROs," Working papers, Banque de France, number 540.
• Vincent Bignon & R gis Breton & Mariana Rojas Breu, 2015, "Monetary Union with A Single Currency and Imperfect Credit Market Integration," Working papers, Banque de France, number 541.
• Silvia Gabrieli & Dilyara Salakhova & Guillaume Vuillemey, 2015, "Cross-border interbank contagion in the European banking sector," Working papers, Banque de France, number 545.
• Sanvi Avouyi-Dovi & Guillaume Horny & Patrick Sevestre, 2015, "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Working papers, Banque de France, number 547.
• J. Ramos-Tallada, 2015, "Bank risks, monetary shocks and the credit channel in Brazil: identification and evidence from panel data," Working papers, Banque de France, number 548.
• J. Acalin & Bruno Cabrillac & Gilles Dufrénot & Luc Jacolin & S. Diop, 2015, "Financial integration and growth correlation in Sub-Saharan Africa," Working papers, Banque de France, number 561.
• Prina, Silvia, 2015, "Banking the poor via savings accounts: Evidence from a field experiment," Journal of Development Economics, Elsevier, volume 115, issue C, pages 16-31, DOI: 10.1016/j.jdeveco.2015.01.004.
• Gabbi, Giampaolo & Iori, Giulia & Jafarey, Saqib & Porter, James, 2015, "Financial regulations and bank credit to the real economy," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 117-143, DOI: 10.1016/j.jedc.2014.07.002.
• Klimek, Peter & Poledna, Sebastian & Doyne Farmer, J. & Thurner, Stefan, 2015, "To bail-out or to bail-in? Answers from an agent-based model," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 144-154, DOI: 10.1016/j.jedc.2014.08.020.
• Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele, 2015, "Networked relationships in the e-MID interbank market: A trading model with memory," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 98-116, DOI: 10.1016/j.jedc.2014.08.016.
• Hillebrand, Marten & Kikuchi, Tomoo, 2015, "A mechanism for booms and busts in housing prices," Journal of Economic Dynamics and Control, Elsevier, volume 51, issue C, pages 204-217, DOI: 10.1016/j.jedc.2014.09.033.
• Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea & Treibich, Tania, 2015, "Fiscal and monetary policies in complex evolving economies," Journal of Economic Dynamics and Control, Elsevier, volume 52, issue C, pages 166-189, DOI: 10.1016/j.jedc.2014.11.014.
• Lux, Thomas, 2015, "Emergence of a core-periphery structure in a simple dynamic model of the interbank market," Journal of Economic Dynamics and Control, Elsevier, volume 52, issue C, pages 11-23, DOI: 10.1016/j.jedc.2014.09.038.
• Benes, Jaromir & Kumhof, Michael, 2015, "Risky bank lending and countercyclical capital buffers," Journal of Economic Dynamics and Control, Elsevier, volume 58, issue C, pages 58-80, DOI: 10.1016/j.jedc.2015.06.005.
• Mnasri, A., 2015, "Renting vs buying a home: A matter of wealth accumulation or of geographic stability?," Journal of Economic Dynamics and Control, Elsevier, volume 60, issue C, pages 42-72, DOI: 10.1016/j.jedc.2015.08.008.
• Huang, Tai-Hsin & Chiang, Dien-Lin & Tsai, Chao-Min, 2015, "Applying the New Metafrontier Directional Distance Function to Compare Banking Efficiencies in Central and Eastern European Countries," Economic Modelling, Elsevier, volume 44, issue C, pages 188-199, DOI: 10.1016/j.econmod.2014.10.029.
• Gheeraert, Laurent & Weill, Laurent, 2015, "Does Islamic banking development favor macroeconomic efficiency? Evidence on the Islamic finance-growth nexus," Economic Modelling, Elsevier, volume 47, issue C, pages 32-39, DOI: 10.1016/j.econmod.2015.02.012.
• Creel, Jérôme & Hubert, Paul & Labondance, Fabien, 2015, "Financial stability and economic performance," Economic Modelling, Elsevier, volume 48, issue C, pages 25-40, DOI: 10.1016/j.econmod.2014.10.025.
• Vuillemey, Guillaume & Peltonen, Tuomas A., 2015, "Disentangling the bond–CDS nexus: A stress test model of the CDS market," Economic Modelling, Elsevier, volume 49, issue C, pages 32-45, DOI: 10.1016/j.econmod.2015.03.015.
• Broll, Udo & Guo, Xu & Welzel, Peter & Wong, Wing-Keung, 2015, "The banking firm and risk taking in a two-moment decision model," Economic Modelling, Elsevier, volume 50, issue C, pages 275-280, DOI: 10.1016/j.econmod.2015.06.016.
• Feria-Domínguez, José Manuel & Jiménez-Rodríguez, Enrique & Sholarin, Ola, 2015, "Tackling the over-dispersion of operational risk: Implications on capital adequacy requirements," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 206-221, DOI: 10.1016/j.najef.2014.11.004.
• Lundtofte, Frederik, 2015, "Banks’ pooling of corporate debt: An application of the restated diversification theorem," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 249-263, DOI: 10.1016/j.najef.2014.12.003.
• de Mendonça, Helder Ferreira & Barcelos, Vívian Íris, 2015, "Securitization and credit risk: Empirical evidence from an emerging economy," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 12-28, DOI: 10.1016/j.najef.2015.01.002.
• Li, Guo & Shaffer, Sherrill, 2015, "Reciprocal brokered deposits, bank risk, and recent deposit insurance policy," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 366-384, DOI: 10.1016/j.najef.2015.07.001.
• Flavin, Thomas J. & Sheenan, Lisa, 2015, "The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 167-186, DOI: 10.1016/j.najef.2015.09.001.
• Niinimäki, Juha-Pekka, 2015, "The optimal allocation of alternative collateral assets between different loans," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 22-41, DOI: 10.1016/j.najef.2015.07.003.
• Scheidel, Arnim & Farrell, Katharine N., 2015, "Small-scale cooperative banking and the production of capital: Reflecting on the role of institutional agreements in supporting rural livelihood in Kampot, Cambodia," Ecological Economics, Elsevier, volume 119, issue C, pages 230-240, DOI: 10.1016/j.ecolecon.2015.09.008.
• Hull, Isaiah, 2015, "The macro-financial implications of house price-indexed mortgage contracts," Economics Letters, Elsevier, volume 127, issue C, pages 81-85, DOI: 10.1016/j.econlet.2014.12.033.
• Karmakar, Sudipto & Mok, Junghwan, 2015, "Bank capital and lending: An analysis of commercial banks in the United States," Economics Letters, Elsevier, volume 128, issue C, pages 21-24, DOI: 10.1016/j.econlet.2015.01.002.
• Diallo, Boubacar, 2015, "Bank competition and crises revisited: New results," Economics Letters, Elsevier, volume 129, issue C, pages 81-86, DOI: 10.1016/j.econlet.2015.02.015.
• Kim, Daehwan & Song, Chi-Young, 2015, "Bank default risk and carry trade profit," Economics Letters, Elsevier, volume 130, issue C, pages 117-119, DOI: 10.1016/j.econlet.2015.03.018.
• Duygun, Meryem & Shaban, Mohamed & Weyman-Jones, Thomas, 2015, "Measuring competition using the Boone relative profit difference indicator," Economics Letters, Elsevier, volume 132, issue C, pages 117-120, DOI: 10.1016/j.econlet.2015.04.022.
• Tabacco, Giovanni Alberto, 2015, "Does competition spur innovation? Evidence from labor productivity data for the banking industry," Economics Letters, Elsevier, volume 132, issue C, pages 45-47, DOI: 10.1016/j.econlet.2015.04.020.
• Han, Byung-Suk & Kang, Hyoung-Goo & Jun, Sang-Gyung, 2015, "Student loan and credit risk in Korea," Economics Letters, Elsevier, volume 135, issue C, pages 121-125, DOI: 10.1016/j.econlet.2015.08.018.
• Angeles, Luis, 2015, "A note on debt and economic activity," Economics Letters, Elsevier, volume 136, issue C, pages 67-69, DOI: 10.1016/j.econlet.2015.09.009.
• Chen, Qiang & Zheng, Xu & Pan, Zhiyuan, 2015, "Asymptotically distribution-free tests for the volatility function of a diffusion," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 124-144, DOI: 10.1016/j.jeconom.2014.06.020.
• Kasman, Saadet & Kasman, Adnan, 2015, "Bank competition, concentration and financial stability in the Turkish banking industry," Economic Systems, Elsevier, volume 39, issue 3, pages 502-517, DOI: 10.1016/j.ecosys.2014.12.003.
• Dimitrova-Grajzl, Valentina & Grajzl, Peter & Guse, A. Joseph & Todd, Richard M., 2015, "Consumer credit on American Indian reservations," Economic Systems, Elsevier, volume 39, issue 3, pages 518-540, DOI: 10.1016/j.ecosys.2015.01.005.
• Sokic, Alexandre, 2015, "Cost efficiency of the banking industry and unilateral euroisation: A stochastic frontier approach in Serbia and Montenegro," Economic Systems, Elsevier, volume 39, issue 3, pages 541-551, DOI: 10.1016/j.ecosys.2015.01.006.
• Jakubik, Petr & Moinescu, Bogdan, 2015, "Assessing optimal credit growth for an emerging banking system," Economic Systems, Elsevier, volume 39, issue 4, pages 577-591, DOI: 10.1016/j.ecosys.2015.01.004.
• Poelhekke, Steven, 2015, "Do global banks facilitate foreign direct investment?," European Economic Review, Elsevier, volume 76, issue C, pages 25-46, DOI: 10.1016/j.euroecorev.2015.01.014.
• Pal, Debdatta & Laha, Arnab K., 2015, "Sectoral credit choice in rural India," Journal of choice modelling, Elsevier, volume 14, issue C, pages 1-16, DOI: 10.1016/j.jocm.2015.03.001.
• Bolt, Wilko & Humphrey, David, 2015, "A frontier measure of U.S. banking competition," European Journal of Operational Research, Elsevier, volume 246, issue 2, pages 450-461, DOI: 10.1016/j.ejor.2015.05.017.
• Hou, Xiaohui & Wang, Qing & Li, Cheng, 2015, "Role of off-balance sheet operations on bank scale economies: Evidence from China's banking sector," Emerging Markets Review, Elsevier, volume 22, issue C, pages 140-153, DOI: 10.1016/j.ememar.2014.10.001.
• Chen, Minghua & Jeon, Bang Nam & Wang, Rui & Wu, Ji, 2015, "Corruption and bank risk-taking: Evidence from emerging economies," Emerging Markets Review, Elsevier, volume 24, issue C, pages 122-148, DOI: 10.1016/j.ememar.2015.05.009.
• Apergis, Nicholas, 2015, "Competition in the banking sector: New evidence from a panel of emerging market economies and the financial crisis," Emerging Markets Review, Elsevier, volume 25, issue C, pages 154-162, DOI: 10.1016/j.ememar.2015.08.001.
• Ree, Jack Joo K. & Yoon, Kyoungsoo & Park, Hail, 2015, "FX funding risks and exchange rate volatility," Emerging Markets Review, Elsevier, volume 25, issue C, pages 163-175, DOI: 10.1016/j.ememar.2015.08.002.
• Cull, Robert & Harten, Sven & Nishida, Ippei & Rusu, Anca Bogdana & Bull, Greta, 2015, "Benchmarking the financial performance, growth, and outreach of greenfield MFIs in Africa," Emerging Markets Review, Elsevier, volume 25, issue C, pages 92-124, DOI: 10.1016/j.ememar.2015.05.002.
• Calice, Giovanni & Mio, RongHui & Štěrba, Filip & Vašíček, Bořek, 2015, "Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 174-189, DOI: 10.1016/j.jempfin.2015.03.018.
• Brown, Sarah & Ghosh, Pulak & Su, Li & Taylor, Karl, 2015, "Modelling household finances: A Bayesian approach to a multivariate two-part model," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 190-207, DOI: 10.1016/j.jempfin.2015.03.017.
• Bergerès, Anne-Sophie & d'Astous, Philippe & Dionne, Georges, 2015, "Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-customer data," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 276-286, DOI: 10.1016/j.jempfin.2015.03.007.
• Hoffman, Philip T. & Postel-Vinay, Gilles & Rosenthal, Jean-Laurent, 2015, "Entry, information, and financial development: A century of competition between French banks and notaries," Explorations in Economic History, Elsevier, volume 55, issue C, pages 39-57, DOI: 10.1016/j.eeh.2014.04.002.
• Colvin, Christopher L. & de Jong, Abe & Fliers, Philip T., 2015, "Predicting the past: Understanding the causes of bank distress in the Netherlands in the 1920s," Explorations in Economic History, Elsevier, volume 55, issue C, pages 97-121, DOI: 10.1016/j.eeh.2014.09.001.
• Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang, 2015, "Credit contagion in the presence of non-normal shocks," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 129-139, DOI: 10.1016/j.irfa.2014.11.014.
• Košak, Marko & Li, Shaofang & Lončarski, Igor & Marinč, Matej, 2015, "Quality of bank capital and bank lending behavior during the global financial crisis," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 168-183, DOI: 10.1016/j.irfa.2014.11.008.
• Vu, Tram & Do, Viet & Skully, Michael, 2015, "Local versus foreign banks: A home market advantage in loan syndications," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 29-39, DOI: 10.1016/j.irfa.2014.11.002.
• 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, volume 37, issue C, pages 63-72, DOI: 10.1016/j.irfa.2014.11.013.
• Tabak, Benjamin M. & Gomes, Guilherme M.R. & da Silva Medeiros, Maurício, 2015, "The impact of market power at bank level in risk-taking: The Brazilian case," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 154-165, DOI: 10.1016/j.irfa.2015.05.014.
• Toader, Oana, 2015, "Quantifying and explaining implicit public guarantees for European banks," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 136-147, DOI: 10.1016/j.irfa.2015.06.003.
• Nguyen, Tuan & Locke, Stuart & Reddy, Krishna, 2015, "Ownership concentration and corporate performance from a dynamic perspective: Does national governance quality matter?," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 148-161, DOI: 10.1016/j.irfa.2015.06.005.
• Albert, Stéphane, 2015, "US bank holding companies: Structure of activities and performance through the cycles," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 253-269, DOI: 10.1016/j.irfa.2015.08.002.
• Chaudhry, Sajid Mukhtar & Mullineux, Andrew & Agarwal, Natasha, 2015, "Balancing the regulation and taxation of banking," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 38-52, DOI: 10.1016/j.irfa.2015.01.020.
• Parnes, Dror, 2015, "Determining the economic value of ambiguous loan portfolios," Finance Research Letters, Elsevier, volume 13, issue C, pages 148-154, DOI: 10.1016/j.frl.2015.02.002.
• Lepetit, Laetitia & Strobel, Frank, 2015, "Bank insolvency risk and Z-score measures: A refinement," Finance Research Letters, Elsevier, volume 13, issue C, pages 214-224, DOI: 10.1016/j.frl.2015.01.001.
• Farinha, Luísa & Félix, Sónia, 2015, "Credit rationing for Portuguese SMEs," Finance Research Letters, Elsevier, volume 14, issue C, pages 167-177, DOI: 10.1016/j.frl.2015.05.001.
• Bryce, Cormac & Dadoukis, Aristeidis & Hall, Maximilian & Nguyen, Linh & Simper, Richard, 2015, "An analysis of loan loss provisioning behaviour in Vietnamese banking," Finance Research Letters, Elsevier, volume 14, issue C, pages 69-75, DOI: 10.1016/j.frl.2015.05.014.
• Kleimeier, Stefanie & Chaudhry, Sajid M., 2015, "Cultural differences and the structure of loan syndicates," Finance Research Letters, Elsevier, volume 15, issue C, pages 115-124, DOI: 10.1016/j.frl.2015.09.001.
• Ferrer, Alex & Casals, José & Sotoca, Sonia, 2015, "Sample dependency during unconditional credit capital estimation," Finance Research Letters, Elsevier, volume 15, issue C, pages 175-186, DOI: 10.1016/j.frl.2015.09.008.
• Corbet, Shaen & Dowling, Michael & Cummins, Mark, 2015, "Analyst recommendations and volatility in a rising, falling, and crisis equity market," Finance Research Letters, Elsevier, volume 15, issue C, pages 187-194, DOI: 10.1016/j.frl.2015.09.009.
• Ferrer, Alex & Casals, José & Sotoca, Sonia, 2015, "Capital cyclicality, conditional coverage and long-term capital assessment," Finance Research Letters, Elsevier, volume 15, issue C, pages 246-256, DOI: 10.1016/j.frl.2015.10.009.
• Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio, 2015, "Granger causality and systemic risk," Finance Research Letters, Elsevier, volume 15, issue C, pages 49-58, DOI: 10.1016/j.frl.2015.08.003.
• Delis, Manthos D. & Karavias, Yiannis, 2015, "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 13-30, DOI: 10.1016/j.jfs.2014.11.004.
• Avramidis, Panagiotis & Pasiouras, Fotios, 2015, "Calculating systemic risk capital: A factor model approach," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 138-150, DOI: 10.1016/j.jfs.2015.01.003.
• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2015, "Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 164-172, DOI: 10.1016/j.jfs.2014.07.003.
• Chaffai, Mohamed & Dietsch, Michel, 2015, "Modelling and measuring business risk and the resiliency of retail banks," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 173-182, DOI: 10.1016/j.jfs.2014.08.004.
• Hott, Christian, 2015, "A model of mortgage losses and its applications for macroprudential instruments," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 183-194, DOI: 10.1016/j.jfs.2014.06.005.
• Korte, Josef, 2015, "Catharsis—The real effects of bank insolvency and resolution," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 213-231, DOI: 10.1016/j.jfs.2014.05.003.
• Memmel, Christoph & Gündüz, Yalin & Raupach, Peter, 2015, "The common drivers of default risk," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 232-247, DOI: 10.1016/j.jfs.2014.03.002.
• Gómez, Fabiana, 2015, "Failed bank takeovers and financial stability," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 45-58, DOI: 10.1016/j.jfs.2014.11.003.
• Jank, Stephan & Wedow, Michael, 2015, "Sturm und Drang in money market funds: When money market funds cease to be narrow," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 59-70, DOI: 10.1016/j.jfs.2014.12.002.
• Jaremski, Matthew, 2015, "Clearinghouses as credit regulators before the fed?," Journal of Financial Stability, Elsevier, volume 17, issue C, pages 10-21, DOI: 10.1016/j.jfs.2014.06.006.
• Chatterjee, Ujjal K., 2015, "Bank liquidity creation and asset market liquidity," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 139-153, DOI: 10.1016/j.jfs.2015.03.006.
• Tonzer, Lena, 2015, "Cross-border interbank networks, banking risk and contagion," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 19-32, DOI: 10.1016/j.jfs.2015.02.002.
• Berrospide, Jose M. & Herrerias, Renata, 2015, "Finance companies in Mexico: Unexpected victims of the global liquidity crunch," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 33-54, DOI: 10.1016/j.jfs.2015.02.004.
• Peia, Oana & Roszbach, Kasper, 2015, "Finance and growth: Time series evidence on causality," Journal of Financial Stability, Elsevier, volume 19, issue C, pages 105-118, DOI: 10.1016/j.jfs.2014.11.005.
• Pessarossi, Pierre & Weill, Laurent, 2015, "Do capital requirements affect cost efficiency? Evidence from China," Journal of Financial Stability, Elsevier, volume 19, issue C, pages 119-127, DOI: 10.1016/j.jfs.2014.11.002.
• Marques Pereira, João André C. & Saito, Richard, 2015, "How banks respond to Central Bank supervision: Evidence from Brazil," Journal of Financial Stability, Elsevier, volume 19, issue C, pages 22-30, DOI: 10.1016/j.jfs.2015.05.001.
• Inklaar, Robert & Koetter, Michael & Noth, Felix, 2015, "Bank market power, factor reallocation, and aggregate growth," Journal of Financial Stability, Elsevier, volume 19, issue C, pages 31-44, DOI: 10.1016/j.jfs.2015.05.004.
• Shimizu, Katsutoshi, 2015, "Adjusting denominators of capital ratios: Evidence from Japanese banks," Journal of Financial Stability, Elsevier, volume 19, issue C, pages 60-68, DOI: 10.1016/j.jfs.2015.05.005.
• Chernykh, Lucy & Cole, Rebel A., 2015, "How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 131-143, DOI: 10.1016/j.jfs.2015.08.003.
• Carbo-Valverde, Santiago & Degryse, Hans & Rodríguez-Fernández, Francisco, 2015, "The impact of securitization on credit rationing: Empirical evidence," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 36-50, DOI: 10.1016/j.jfs.2015.06.004.
• Bennett, Rosalind L. & Hwa, Vivian & Kwast, Myron L., 2015, "Market discipline by bank creditors during the 2008–2010 crisis," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 51-69, DOI: 10.1016/j.jfs.2015.06.003.
• Poledna, Sebastian & Molina-Borboa, José Luis & Martínez-Jaramillo, Serafín & van der Leij, Marco & Thurner, Stefan, 2015, "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 70-81, DOI: 10.1016/j.jfs.2015.08.001.
• Ghosh, Amit, 2015, "Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 93-104, DOI: 10.1016/j.jfs.2015.08.004.
• Li, Chunshuo & Ongena, Steven, 2015, "Bank loan announcements and borrower stock returns before and during the recent financial crisis," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 1-12, DOI: 10.1016/j.jfs.2015.09.006.
• Wu, Deming, 2015, "The effects of government capital and liquidity support programs on bank lending: Evidence from the syndicated corporate credit market," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 13-25, DOI: 10.1016/j.jfs.2015.09.002.
• Hippler, William J. & Hassan, M. Kabir, 2015, "The impact of macroeconomic and financial stress on the U.S. financial sector," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 61-80, DOI: 10.1016/j.jfs.2015.09.008.
• Chiaramonte, Laura & Croci, Ettore & Poli, Federica, 2015, "Should we trust the Z-score? Evidence from the European Banking Industry," Global Finance Journal, Elsevier, volume 28, issue C, pages 111-131, DOI: 10.1016/j.gfj.2015.02.002.
• Aggarwal, Raj & Goodell, John W. & Selleck, Lauren J., 2015, "Lending to women in microfinance: Role of social trust," International Business Review, Elsevier, volume 24, issue 1, pages 55-65, DOI: 10.1016/j.ibusrev.2014.05.008.
• Choi, Jay Pil & Stefanadis, Christodoulos, 2015, "Monitoring, cross subsidies, and universal banking," International Journal of Industrial Organization, Elsevier, volume 43, issue C, pages 48-55, DOI: 10.1016/j.ijindorg.2015.09.001.
• Cacciatore, Matteo & Ghironi, Fabio & Stebunovs, Viktors, 2015, "The domestic and international effects of interstate U.S. banking," Journal of International Economics, Elsevier, volume 95, issue 2, pages 171-187, DOI: 10.1016/j.jinteco.2014.12.001.
• Niepmann, Friederike, 2015, "Banking across borders," Journal of International Economics, Elsevier, volume 96, issue 2, pages 244-265, DOI: 10.1016/j.jinteco.2015.02.001.
• Efing, Matthias & Hau, Harald & Kampkötter, Patrick & Steinbrecher, Johannes, 2015, "Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks," Journal of International Economics, Elsevier, volume 96, issue S1, pages 123-140, DOI: 10.1016/j.jinteco.2014.12.006.
• Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2015, "Betting the house," Journal of International Economics, Elsevier, volume 96, issue S1, pages 2-18, DOI: 10.1016/j.jinteco.2014.12.011.
• Targino, Rodrigo S. & Peters, Gareth W. & Shevchenko, Pavel V., 2015, "Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models," Insurance: Mathematics and Economics, Elsevier, volume 61, issue C, pages 206-226, DOI: 10.1016/j.insmatheco.2015.01.007.
• Shao, Adam W. & Hanewald, Katja & Sherris, Michael, 2015, "Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk," Insurance: Mathematics and Economics, Elsevier, volume 63, issue C, pages 76-90, DOI: 10.1016/j.insmatheco.2015.03.026.
• Béranger, Adrien & Scialom, Laurence, 2015, "Banking union: Mind the gaps," International Economics, Elsevier, volume 144, issue C, pages 95-115, DOI: 10.1016/j.inteco.2015.08.001.
• Caballero, Julian, 2015, "Banking crises and financial integration: Insights from networks science," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 127-146, DOI: 10.1016/j.intfin.2014.11.005.
• Duran, Miguel A. & Lozano-Vivas, Ana, 2015, "Moral hazard and the financial structure of banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 28-40, DOI: 10.1016/j.intfin.2014.10.005.
• Bessler, Wolfgang & Kurmann, Philipp & Nohel, Tom, 2015, "Time-varying systematic and idiosyncratic risk exposures of US bank holding companies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 45-68, DOI: 10.1016/j.intfin.2014.11.009.
• Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain, 2015, "Does sovereign creditworthiness affect bank valuations in emerging markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 113-129, DOI: 10.1016/j.intfin.2015.02.001.
• Daher, Hassan & Masih, Mansur & Ibrahim, Mansor, 2015, "The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 36-52, DOI: 10.1016/j.intfin.2015.02.012.
• Kodongo, Odongo & Natto, Dinah & Biekpe, Nicholas, 2015, "Explaining cross-border bank expansion in East Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 71-84, DOI: 10.1016/j.intfin.2014.12.005.
• Grammatikos, Theoharry & Lehnert, Thorsten & Otsubo, Yoichi, 2015, "Market perceptions of US and European policy actions around the subprime crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 99-113, DOI: 10.1016/j.intfin.2015.02.007.
• Chaudhry, Sajid M. & Kleimeier, Stefanie, 2015, "Lead arranger reputation and the structure of loan syndicates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 116-126, DOI: 10.1016/j.intfin.2015.05.021.
• Mare, Davide Salvatore, 2015, "Contribution of macroeconomic factors to the prediction of small bank failures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 25-39, DOI: 10.1016/j.intfin.2015.05.005.
• Riedel, Christoph & Wagner, Niklas, 2015, "Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 53-64, DOI: 10.1016/j.intfin.2015.05.012.
• Carletti, Elena & Hartmann, Philipp & Ongena, Steven, 2015, "The economic impact of merger control legislation," International Review of Law and Economics, Elsevier, volume 42, issue C, pages 88-104, DOI: 10.1016/j.irle.2015.01.004.
• Martin, Xiumin & Roychowdhury, Sugata, 2015, "Do financial market developments influence accounting practices? Credit default swaps and borrowers׳ reporting conservatism," Journal of Accounting and Economics, Elsevier, volume 59, issue 1, pages 80-104, DOI: 10.1016/j.jacceco.2014.09.006.
• Cassar, Gavin & Ittner, Christopher D. & Cavalluzzo, Ken S., 2015, "Alternative information sources and information asymmetry reduction: Evidence from small business debt," Journal of Accounting and Economics, Elsevier, volume 59, issue 2, pages 242-263, DOI: 10.1016/j.jacceco.2014.08.003.
• Kanno, Masayasu, 2015, "The network structure and systemic risk in the Japanese interbank market," Japan and the World Economy, Elsevier, volume 36, issue C, pages 102-112, DOI: 10.1016/j.japwor.2015.10.001.
• Uchida, Hirofumi & Miyakawa, Daisuke & Hosono, Kaoru & Ono, Arito & Uchino, Taisuke & Uesugi, Iichiro, 2015, "Financial shocks, bankruptcy, and natural selection," Japan and the World Economy, Elsevier, volume 36, issue C, pages 123-135, DOI: 10.1016/j.japwor.2015.11.002.
• P. Pessarossi & F. Vinas, 2015, "Banks’ supply of long term credit after a liquidity shock: Evidence from 2007-2009," Débats Economiques et financiers, Banque de France, number 16.
• H. Fraisse & J. Hombert & M. Le, 2015, "The Competitive Effects of a Bank Megamerger on Access to Credit," Débats Economiques et financiers, Banque de France, number 18.
• B. Camara & F.-D. Castellani & H. Fraisse & L. Frey & C. Héam & L. Labonne & V. Martin, 2015, "MERCURE : A Macroprudential Stress Testing Model developed at the ACPR," Débats Economiques et financiers, Banque de France, number 19.
• C. Labonne & C. Welter-Nicol, 2015, "MERCURE : Cheap Credit, Unaffordable Houses?," Débats Economiques et financiers, Banque de France, number 20.
• Kebin Ma & Xavier Freixas, 2015, "Banking Competition and Stability: The Role of Leverage," Working Papers, Barcelona School of Economics, number 781, Sep.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Rajkamal Iyer & Puriya Abbassi & Francesc R Tous & José-Luis Peydró, 2015, "Securities Trading by Banks and Credit Supply: Micro-Evidence," Working Papers, Barcelona School of Economics, number 848, Nov.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Enrico Sette & Andrea Polo & José-Luis Peydró & Filippo Ippolito, 2015, "Double Bank Runs and Liquidity Risk Management," Working Papers, Barcelona School of Economics, number 855, Nov.
• Ana C Rostran Molina & Anindya Banerjee & Federico Lampis, 2015, "Micro-Finance and Credit Access in the Agricultural Sector of Nicaragua," Discussion Papers, Department of Economics, University of Birmingham, number 15-04, Feb.
• S Battiston & G di Iasio & L Infante & F Pierobon, 2015, "Capital and contagion in financial networks," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Indicators to support monetary and financial stability analysis: data sources and statistical methodologies".
• Ingo Fender & Ulf Lewrick, 2015, "Shifting tides - market liquidity and market-making in fixed income instruments," BIS Quarterly Review, Bank for International Settlements, March.
• Eli M Remolona & Ilhyock Shim, 2015, "The rise of regional banking in Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, September.
• Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015, "A dynamic network model of the unsecured interbank lending market," BIS Working Papers, Bank for International Settlements, number 491, Feb.
• Christoph Basten & Catherine Koch, 2015, "Higher bank capital requirements and mortgage pricing: evidence from the Countercyclical Capital Buffer (CCB)," BIS Working Papers, Bank for International Settlements, number 511, Sep.
• Adrian Van Rixtel & Luna Romo González & Jing Yang, 2015, "The determinants of long-term debt issuance by European banks: evidence of two crises," BIS Working Papers, Bank for International Settlements, number 513, Oct.
• Bing Xu & Honglin Wang & Adrian Van Rixtel, 2015, "Do banks extract informational rents through collateral?," BIS Working Papers, Bank for International Settlements, number 522, Oct.
• Morten Linneman Bech & Cyril Monnet, 2015, "A search-based model of the interbank money market and monetary policy implementation," BIS Working Papers, Bank for International Settlements, number 529, Nov.
• Adonis Antoniades, 2015, "Commercial bank failures during The Great Recession: the real (estate) story," BIS Working Papers, Bank for International Settlements, number 530, Nov.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015, "The supply side of household finance," BIS Working Papers, Bank for International Settlements, number 531, Dec.
• Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2015, "Mortgage risk and the yield curve," BIS Working Papers, Bank for International Settlements, number 532, Dec.
• Memić Deni, 2015, "Banking Competition and Efficiency: Empirical Analysis on the Bosnia and Herzegovina Using Panzar-Rosse Model," Business Systems Research, Paradigm, volume 6, issue 1, pages 72-92, March, DOI: 10.1515/bsrj-2015-0005.
• Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015, "Disentangling loan demand and supply shocks in Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps3, Mar.
• Fabiana Gómez & Jorge Ponce, 2015, "Regulation and Bankers' Incentives," Documentos de trabajo, Banco Central del Uruguay, number 2015005.
• Steven Ongena & Shusen Qi & Fengming Qin, 2015, "Impact of Foreign Bank Presence on Foreign Direct Investment in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 23, issue 4, pages 40-59, July.
• David M. Zimmer, 2015, "Analyzing Comovements In Housing Prices Using Vine Copulas," Economic Inquiry, Western Economic Association International, volume 53, issue 2, pages 1156-1169, April.
• Tomohiko Inui & Keiko Ito & Daisuke Miyakawa, 2015, "Overseas Market Information And Firms' Export Decisions," Economic Inquiry, Western Economic Association International, volume 53, issue 3, pages 1671-1688, July.
• Rachele Anna Ambrosio & Paolo Coccorese, 2015, "Bad Loans and De Novo Banks: Evidence From Italy," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 44, issue 1, pages 101-122, February.
• Kevin E. Beaubrun-Diant & Fabien Tripier, 2015, "Search Frictions, Credit Market Liquidity and Net Interest Margin Cyclicality," Economica, London School of Economics and Political Science, volume 82, issue 325, pages 79-102, January.
• Damien S. Eldridge & Heajin H. Ryoo & Axel Wieneke, 2015, "Bank Capital Regulation with Asymmetric Countries," The Economic Record, The Economic Society of Australia, volume 91, issue 292, pages 79-90, March.
• Mardi Dungey & Firmin Doko Tchatoka & Graeme Wells & María B. Yanotti, 2015, "Mortgage Choice Determinants: The Role of Risk and Bank Regulation," The Economic Record, The Economic Society of Australia, volume 91, issue 295, pages 417-437, December.
• Jens Hagendorff & Maria J. Nieto, 2015, "The Safety and Soundness Effects of Bank M&A in the EU: Does Prudential Regulation Have any Impact?," European Financial Management, European Financial Management Association, volume 21, issue 3, pages 462-490, June, DOI: 10.1111/j.1468-036X.2013.12022.x.
• Ingrid Stein, 2015, "The Price Impact of Lending Relationships," German Economic Review, Verein für Socialpolitik, volume 16, issue 3, pages 367-389, August.
• Piergiorgio Alessandri & Sergio Masciantonio & Andrea Zaghini, 2015, "Tracking Banks’ Systemic Importance Before and After the Crisis," International Finance, Wiley Blackwell, volume 18, issue 2, pages 157-186, June.
• Oliver Hart & Luigi Zingales, 2015, "Liquidity And Inefficient Investment," Journal of the European Economic Association, European Economic Association, volume 13, issue 5, pages 737-769, October.
• Shawn Cole & Martin Kanz & Leora Klapper, 2015, "Incentivizing Calculated Risk-Taking: Evidence from an Experiment with Commercial Bank Loan Officers," Journal of Finance, American Finance Association, volume 70, issue 2, pages 537-575, April.
• John Y. Campbell & João F. Cocco, 2015, "A Model of Mortgage Default," Journal of Finance, American Finance Association, volume 70, issue 4, pages 1495-1554, August.
• Matthieu Bouvard & Pierre Chaigneau & Adolfo De Motta, 2015, "Transparency in the Financial System: Rollover Risk and Crises," Journal of Finance, American Finance Association, volume 70, issue 4, pages 1805-1837, August.
• Tomasz Piskorski & Amit Seru & James Witkin, 2015, "Asset Quality Misrepresentation by Financial Intermediaries: Evidence from the RMBS Market," Journal of Finance, American Finance Association, volume 70, issue 6, pages 2635-2678, December, DOI: 10.1111/jofi.12271.
• Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlček, 2015, "Basel III: Long-term Impact on Economic Performance and Fluctuations," Manchester School, University of Manchester, volume 83, issue 2, pages 217-251, March.
• Svetlana Andrianova & Badi Baltagi & Panicos Demetriades & David Fielding, 2015, "Why Do African Banks Lend So Little?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 3, pages 339-359, June.
• Franziska Bremus & Claudia M. Buch, 2015, "Banking Market Structure and Macroeconomic Stability: Are Low-Income Countries Special?," Pacific Economic Review, Wiley Blackwell, volume 20, issue 1, pages 73-100, February.
• Iftekhar Hasan & Nada Kobeissi & Haizhi Wang & Mingming Zhou, 2015, "Banking Structure, Marketization, and Small Business Development: Regional Evidence From China," Pacific Economic Review, Wiley Blackwell, volume 20, issue 3, pages 487-510, August.
• TRENCA Ioan & PETRIA Nicolae & LUDUSAN Emilia-Anuta, 2015, "Exploring The Relationship Between Bank Profitability And State Intervention Policies In European Banking Sector," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 67, issue 5, pages 104-115, September.
• SBARCEA Ioana Raluca, 2015, "The Basel Iii Approach On Liquidity Risk," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 67, issue Supplemen, pages 161-172, September.
• Rolando Olmos Alcalá & Sergio Palma Cuenca, 2015, "Pruebas de tensión de liquidez para el sistema financiero boliviano," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2015/02, Dec.
• Alper Kara & David Marques-Ibanez & Steven Ongena, 2015, "Securitization and Credit Quality," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 15013, Nov.
• Sumit Agarwal & Artashes Karapetyan, 2015, "Salience of debt and homebuyers' credit decisions," Working Paper, Norges Bank, number 2015/21, Dec, revised 20 Nov 2016.
• Jin Cao & Gerhard Illing, 2015, "Money in the equilibrium of banking," Working Paper, Norges Bank, number 2015/22, Dec.
• Q. Farooq Akram & Casper Christophersen, 2015, "Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support," Working Paper, Norges Bank, number 2016/2, Feb.
• Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2015, "Do contractionary monetary policy shocks expand shadow banking?," Bank of England Staff Working Paper series, Bank of England, number 521, Jan.
• Piotr Danisewicz & Dennis Reinhardt & Rhiannon Sowerbutts, 2015, "On a tight leash: does bank organisational structure matter for macroprudential spillovers?," Bank of England Staff Working Paper series, Bank of England, number 524, Feb.
• Zoltan Jakab & Michael Kumhof, 2015, "Banks are not intermediaries of loanable funds – and why this matters," Bank of England Staff Working Paper series, Bank of England, number 529, May.
• Ryan Banerjee & Hitoshi Mio, 2015, "The impact of liquidity regulation on banks," Bank of England Staff Working Paper series, Bank of England, number 536, Jul.
• Angus Foulis & Benjamin Nelson & Misa Tanaka, 2015, "Bank leverage, credit traps and credit policies," Bank of England Staff Working Paper series, Bank of England, number 539, Jul.
• Ching-Wai (Jeremy) Chiu & John Hill, 2015, "The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation," Bank of England Staff Working Paper series, Bank of England, number 540, Aug.
• Michael Carlos Best & James Cloyne & Ethan Ilzetzki & Henrik Jacobsen Kleven, 2015, "Interest rates, debt and intertemporal allocation: evidence from notched mortgage contracts in the United Kingdom," Bank of England Staff Working Paper series, Bank of England, number 543, Aug.
• Dennis Reinhardt & Rhiannon Sowerbutts, 2015, "Regulatory arbitrage in action: evidence from banking flows and macroprudential policy," Bank of England Staff Working Paper series, Bank of England, number 546, Sep.
• Jeremy Franklin & May Rostom & Gregory Thwaites, 2015, "The banks that said no: banking relationships, credit supply and productivity in the United Kingdom," Bank of England Staff Working Paper series, Bank of England, number 557, Oct.
• John Thanassoulis & Misa Tanaka, 2015, "Bankers' pay and excessive risk," Bank of England Staff Working Paper series, Bank of England, number 558, Oct.
• Robert Hills & John Hooley & Yevgeniya Korniyenko & Tomasz Wieladek, 2015, "International banking and liquidity risk transmission: lessons from the United Kingdom," Bank of England Staff Working Paper series, Bank of England, number 562, Nov.
• Arzu Uluc & Tomasz Wieladek, 2015, "Capital requirements, risk shifting and the mortgage market," Bank of England Staff Working Paper series, Bank of England, number 572, Dec.
• Filippo De Marco & Tomasz Wieladek, 2015, "The real effects of capital requirements and monetary policy: evidence from the United Kingdom," Bank of England Staff Working Paper series, Bank of England, number 573, Dec.